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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,256
COMMITMENTS
     634    5,512      246   49,324   44,299   50,204   50,057       52      199

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      4,036)
       0      169       93    3,983    3,894    4,076    4,156      -40     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     11.0      0.5     98.1     88.1     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        3        1       43       51       45       54
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,801
COMMITMENTS
       0        0        0   24,687   24,591   24,687   24,591      114      210

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        456)
       0        0        0      456      456      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.2     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        0        0       29       30       29       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,441
COMMITMENTS
   1,081      334      211    7,656    8,478    8,948    9,023    1,493    1,418

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        413)
      -4       41       49      356      303      401      393       12       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      3.2      2.0     73.3     81.2     85.7     86.4     14.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        5       35       39       40       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,661
COMMITMENTS
     615      205      317    7,181    7,383    8,113    7,905      548      756

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        981)
     248      -84      -31      670      947      887      832       94      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      2.4      3.7     82.9     85.2     93.7     91.3      6.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        3        4       52       55       57       62
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,933
COMMITMENTS
     639        0      235    1,329    2,386    2,203    2,621      730      312

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        248)
     135        0      115      110      108      360      223     -112       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      0.0      8.0     45.3     81.4     75.1     89.4     24.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        0        3       16       18       21       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,710
COMMITMENTS
       0        0        0    1,321    1,299    1,321    1,299      389      411

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     77.3     76.0     77.3     76.0     22.7     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       17       16       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,514
COMMITMENTS
      38       15      135    1,899    1,934    2,072    2,084      442      430

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        585)
       8        0       60      383      431      451      491      134       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.6      5.4     75.5     76.9     82.4     82.9     17.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       22       22       25       24
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,387
COMMITMENTS
       0        0        0    4,348    4,387    4,348    4,387       39        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          0)
    -200        0        0      200        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       15       14       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       19,230
COMMITMENTS
       0        0        0   18,915   19,230   18,915   19,230      315        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,045)
     -25        0        0    1,070    1,045    1,045    1,045        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4    100.0     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       27       16       27       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      306,216
COMMITMENTS
  79,865   39,101   31,152  149,718  211,556  260,735  281,809   45,481   24,407

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -8,279)
   3,252      892     -134  -12,537   -7,572   -9,419   -6,814    1,140   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     12.8     10.2     48.9     69.1     85.1     92.0     14.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      62       22       45       71       85      155      137
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,230
COMMITMENTS
     417      902      630   20,133   19,633   21,180   21,165       50       65

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      2,847)
       0      160      280    2,567    2,407    2,847    2,847        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      4.2      3.0     94.8     92.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       3        7        4       52       52       57       61
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,821
COMMITMENTS
     650      155      295    5,576    6,071    6,521    6,521      300      300

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        185)
    -695      155      295      585     -265      185      185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      2.3      4.3     81.7     89.0     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       20       15       23       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      831,568
COMMITMENTS
 139,589  358,721  245,242  365,181  192,200  750,012  796,163   81,556   35,405

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -4,997)
   4,299   12,908   -6,890     -768  -11,786   -3,359   -5,768   -1,638      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     43.1     29.5     43.9     23.1     90.2     95.7      9.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      77      107      128       78       68      246      228
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,435
COMMITMENTS
       0        0        0   40,802   41,909   40,802   41,909    5,633    4,526

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,604)
       0        0        0   -3,268   -2,820   -3,268   -2,820     -336     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.9     90.3     87.9     90.3     12.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       15       18       15
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,199
COMMITMENTS
       0        0        0   45,569   51,822   45,569   51,822   10,630    4,377

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        304)
       0        0        0      304        0      304        0        0      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     81.1     92.2     81.1     92.2     18.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       16       16       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       49,850
COMMITMENTS
   2,270    2,316    3,838   36,853   34,915   42,961   41,069    6,889    8,781

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          0)
       0     -428        0        0      428        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      4.6      7.7     73.9     70.0     86.2     82.4     13.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       10       17       13
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,489
COMMITMENTS
     152    1,030    4,224   43,460   47,969   47,836   53,223   12,653    7,266

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:         62)
      62        0        0        0        0       62        0        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.7      7.0     71.8     79.3     79.1     88.0     20.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       15       12       17       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,420
COMMITMENTS
       0    9,021    1,999   90,258   85,848   92,257   96,868    8,163    3,552

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -5,288)
       0     -986     -248   -3,917   -3,675   -4,165   -4,909   -1,123     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.0      2.0     89.9     85.5     91.9     96.5      8.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        3       18       25       21       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,024
COMMITMENTS
  10,567        0    3,629  120,073  137,574  134,269  141,203   14,755    7,821

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -6,407)
    -568        0     -852   -5,537   -5,342   -6,957   -6,194      550     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      2.4     80.6     92.3     90.1     94.8      9.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       24       24       27       26
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,531,989
COMMITMENTS
 505,349   78,771  807,584  1203810  1625723  2516743  2512078   15,246   19,911

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -57,522)
 -31,361   -8,265    4,229  -27,833  -51,438  -54,965  -55,474   -2,557   -2,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      3.1     31.9     47.5     64.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      41       24       59      100       84      165      146
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      982,964
COMMITMENTS
 175,735   60,327  193,881  608,489  724,478  978,105  978,686    4,859    4,278

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -63,816)
 -20,895  -18,583  -16,578  -27,746  -29,112  -65,219  -64,273    1,403      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      6.1     19.7     61.9     73.7     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      29       24       42       40       38       88       85
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,125
COMMITMENTS
     390      105        0    7,510    7,560    7,900    7,665      225      460

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -215)
       0        0     -105       40      110      -65        5     -150     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      1.3      0.0     92.4     93.0     97.2     94.3      2.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       14       16       15
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,390
COMMITMENTS
      15      810       61    9,136    8,306    9,212    9,177      178      213

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -858)
       0     -144      -24     -902     -623     -926     -791       68      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      8.6      0.6     97.3     88.5     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        2       27       27       29       31
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,755
COMMITMENTS
     135      240       24    2,061    1,748    2,220    2,012      535      743

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -113)
     -23      -75        0      -80      -45     -103     -120      -10        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      8.7      0.9     74.8     63.4     80.6     73.0     19.4     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       19       18       20       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,944
COMMITMENTS
     125        0        0    1,261    1,275    1,386    1,275      558      669

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        146)
      28        0        0       92      133      120      133       26       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      0.0     64.9     65.6     71.3     65.6     28.7     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       21       22       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,143
COMMITMENTS
   7,078    1,296      536   34,155   41,585   41,769   43,417    3,374    1,726

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,582)
    -546       22     -252     -546   -1,212   -1,344   -1,442     -238     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      2.9      1.2     75.7     92.1     92.5     96.2      7.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       30       27       33       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,980
COMMITMENTS
     102      482       92   13,681   13,416   13,875   13,990    1,105      990

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -486)
     -20     -190       24     -227     -260     -223     -426     -263      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.2      0.6     91.3     89.6     92.6     93.4      7.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       20       16       22       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,035
COMMITMENTS
     148    2,356      290   25,975   26,357   26,413   29,003    3,622    1,032

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,172)
      -2      -70        0     -949   -1,072     -951   -1,142     -221      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.8      1.0     86.5     87.8     87.9     96.6     12.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       22       19       25       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,305
COMMITMENTS
     100      438       40    9,687   10,003    9,827   10,481    1,478      824

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -331)
     -30      -20        0        1     -263      -29     -283     -302      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.9      0.4     85.7     88.5     86.9     92.7     13.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       11       17       13
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,239
COMMITMENTS
      36      800       76   11,841   11,379   11,953   12,255    1,286      984

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -998)
     -16      -60        0   -1,006     -920   -1,022     -980       24      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.0      0.6     89.4     86.0     90.3     92.6      9.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       22       17       23       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,320
COMMITMENTS
       0      468        0   48,831   48,683   48,831   49,151      489      169

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        944)
       0      -42        0      965    1,007      965      965      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     99.0     98.7     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       11       11       12
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      728,237
COMMITMENTS
       0   13,824        0  728,237  714,413  728,237  728,237        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     22,639)
       0     -816        0   22,639   23,455   22,639   22,639        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0    100.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       12       15       13
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,631
COMMITMENTS
       0        0        0   28,290   28,631   28,290   28,631      341        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -2,026)
       0        0        0   -2,005   -2,026   -2,005   -2,026      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,964
COMMITMENTS
       0        0        0   53,964   53,964   53,964   53,964        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -4,662)
       0        0        0   -4,662   -4,662   -4,662   -4,662        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       15       13       15       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      932,455
COMMITMENTS
       0        0        0  932,455  932,455  932,455  932,455        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -75,072)
       0        0        0  -75,072  -75,072  -75,072  -75,072        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       12       15       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      190,557
COMMITMENTS
     200        0        0  190,357  190,450  190,557  190,450        0      107

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -11,613)
    -147        0        0  -11,466  -11,613  -11,613  -11,613        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       21       25       22       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,361,370
COMMITMENTS
   1,056        0        0  3360314  3361370  3361370  3361370        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:   -219,096)
  -3,816        0     -408 -214,872 -218,688 -219,096 -219,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       18       27       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,653
COMMITMENTS
   6,030    1,600      132   54,491   58,411   60,653   60,143        0      510

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,407)
     822        0        0   -2,229   -1,407   -1,407   -1,407        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      2.6      0.2     89.8     96.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       24       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,160,296
COMMITMENTS
  24,125   86,052    5,280  1130891  1068964  1160296  1160296        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,030)
       0   16,992        0   -3,030  -20,022   -3,030   -3,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      7.4      0.5     97.5     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       24       25       26       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,487
COMMITMENTS
   1,020      243      255   48,126   48,946   49,401   49,444       86       43

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,827)
       0      -21        0   -1,806   -1,806   -1,806   -1,827      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.5      0.5     97.2     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       18       22       20
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,944
COMMITMENTS
       0    2,536      190   26,436   23,984   26,626   26,710      318      234

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.4      0.7     98.1     89.0     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       11       15       12
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       16,808
COMMITMENTS
     510       86        0   15,809   16,403   16,319   16,489      489      319

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -799)
       0       86        0     -778     -885     -778     -799      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.5      0.0     94.1     97.6     97.1     98.1      2.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       14       19       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      973,786
COMMITMENTS
       0   34,837    4,000  951,050  934,949  955,050  973,786   18,736        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,971)
       0   -8,568        0  -22,707    4,597  -22,707   -3,971   18,736        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.4     97.7     96.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       20       20       21       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      388,208
COMMITMENTS
  45,691        0   13,845  328,672  374,363  388,208  388,208        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -28,152)
  45,691   -2,165    1,349  -75,192  -27,336  -28,152  -28,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.0      3.6     84.7     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12        9       13       10
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,977
COMMITMENTS
     739        0       73   26,777   27,613   27,589   27,686      388      291

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        783)
      15        0       -8      761      791      768      783       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.3     95.7     98.7     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        2       36       34       39       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,061
COMMITMENTS
     515        0        0   15,312   15,621   15,827   15,621      234      440

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,095)
    -100      -10      -75     -945     -964   -1,120   -1,049       25      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     95.3     97.3     98.5     97.3      1.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       17       19       17
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,040
COMMITMENTS
       0        0        0    6,664    6,181    6,664    6,181      376      859

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,049)
       0        0        0   -1,005   -1,279   -1,005   -1,279      -44      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.7     87.8     94.7     87.8      5.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       21       15       21       15
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,476
COMMITMENTS
       0        0        0    9,927    9,450    9,927    9,450      549    1,026

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -443)
       0        0        0     -123     -502     -123     -502     -320       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.8     90.2     94.8     90.2      5.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       16       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,531,942
COMMITMENTS
 324,925  172,216  369,595  737,246  934,026  1431766  1475837  100,176   56,105

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     32,343)
  19,921   10,529    7,368    4,774   14,800   32,063   32,697      280     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     11.2     24.1     48.1     61.0     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
     132       95      164       91      102      316      286
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      223,491
COMMITMENTS
  37,164   15,990    6,853  139,283  143,457  183,300  166,300   40,191   57,191

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -10,893)
    -693     -873   -2,075   -4,371   -5,311   -7,139   -8,259   -3,754   -2,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      7.2      3.1     62.3     64.2     82.0     74.4     18.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        4       23       24       28       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,607
COMMITMENTS
     355    1,566      100   30,844   29,594   31,299   31,260      308      347

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -6,594)
     -90     -190       -8   -6,492   -6,394   -6,590   -6,592       -4       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.0      0.3     97.6     93.6     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       35       33       38       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,630
COMMITMENTS
   5,611   30,536    2,539   76,212   48,984   84,362   82,059    3,268    5,571

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,633)
   1,160      100      300      659    1,514    2,119    1,914     -486     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     34.8      2.9     87.0     55.9     96.3     93.6      3.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       11       10       27       24       40       37
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,371
COMMITMENTS
   4,832    1,163    1,425   18,886   23,594   25,143   26,182    3,228    2,189

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      3,090)
   1,940    1,160      300      689    1,985    2,929    3,445      161     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      4.1      5.0     66.6     83.2     88.6     92.3     11.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        2        3       14       15       20       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,224
COMMITMENTS
   3,575      928      450   10,199   12,684   14,224   14,062        0      162

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -2,365)
    -700     -450      450   -1,965   -2,215   -2,215   -2,215     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      6.5      3.2     71.7     89.2    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        3        1       18       19       24       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,356
COMMITMENTS
  16,701    2,211      424    2,452   18,863   19,577   21,498    2,779      858

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        725)
     499     -104      -29      138      770      608      637      117       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.7      9.9      1.9     11.0     84.4     87.6     96.2     12.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      85       17        5       25       34      112       55
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       42,483
COMMITMENTS
  31,081    1,414      382    5,321   39,461   36,784   41,257    5,699    1,226

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        488)
     568     -240      226     -238      468      556      454      -68       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.2      3.3      0.9     12.5     92.9     86.6     97.1     13.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      96       10        5       22       36      123       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      279,746
COMMITMENTS
  82,474    9,170   20,982  153,955  238,892  257,411  269,044   22,335   10,702

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,188)
   1,628   -1,473      -78   -5,657      -52   -4,107   -1,603      919   -1,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      3.3      7.5     55.0     85.4     92.0     96.2      8.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      78       17       34       76       89      166      129
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,103
COMMITMENTS
   2,225    2,340    1,058   13,601   13,568   16,884   16,966    4,219    4,137

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -888)
       0      -96     -181   -1,201     -316   -1,382     -593      494     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     11.1      5.0     64.5     64.3     80.0     80.4     20.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        3       11       14       17       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,543
COMMITMENTS
     450      100      560    6,483    6,833    7,493    7,493       50       50

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,304)
       0        0      410      944      944    1,354    1,354      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.3      7.4     85.9     90.6     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       25       31       29       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,898
COMMITMENTS
     730    3,254       59   55,382   53,365   56,171   56,678      727      220

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      4,157)
     155        0        0    4,278    4,182    4,433    4,182     -276      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.7      0.1     97.3     93.8     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        1        2       41       36       45       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,901
COMMITMENTS
       0        0        0   19,736   19,901   19,736   19,901      165        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        765)
       0        0        0      765      765      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,562
COMMITMENTS
     400    4,250       50    7,742    4,262    8,192    8,562      370        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        217)
     150        0     -100      167      317      217      217        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     49.6      0.6     90.4     49.8     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       28       21       30       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,075
COMMITMENTS
   4,942        0      290   20,812   25,583   26,044   25,873       31      202

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,247)
     375        0       50      836    1,205    1,261    1,255      -14       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      0.0      1.1     79.8     98.1     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       31       22       34       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,313
COMMITMENTS
   5,391    1,695      908   11,858   15,580   18,157   18,183      156      130

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:         13)
     798      182     -114     -653      -20       31       48      -18      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      9.3      5.0     64.8     85.1     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        1        3       31       33       37       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,640
COMMITMENTS
     258      315      415    9,610    9,792   10,283   10,522      357      118

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -2,301)
      79     -978       67   -2,607   -1,472   -2,461   -2,383      160       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.0      3.9     90.3     92.0     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        4       25       24       31       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,474
COMMITMENTS
   9,646    1,178    1,941   20,181   29,085   31,768   32,204      706      270

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,728)
     297      -42     -613   -1,542   -1,103   -1,858   -1,758      130       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      3.6      6.0     62.1     89.6     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        5        5       28       33       40       40
```

----

Updated February 4, 2011