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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,538
COMMITMENTS
   1,980      880        0   36,525   37,618   38,505   38,498       33       40

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,143)
      30       70        0    1,113    1,073    1,143    1,143        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.3      0.0     94.8     97.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        0       36       38       38       41
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,120
COMMITMENTS
       0        0        0   21,003   20,985   21,003   20,985      117      135

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        467)
       0        0        0      387      467      387      467       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       31       27       31       27
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,857
COMMITMENTS
     505      216      114    6,371    6,612    6,990    6,942      867      915

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      153      229      153      229        7      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.7      1.5     81.1     84.2     89.0     88.4     11.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       26       24       27       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,217
COMMITMENTS
     262      251       60    9,439    9,877    9,761   10,188    1,456    1,029

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        281)
      51       25       60      309      448      420      533     -139     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.2      0.5     84.1     88.1     87.0     90.8     13.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        2        1       45       48       47       51
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,241
COMMITMENTS
      25      196      198    8,165    8,232    8,388    8,626      853      615

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        460)
      -5      -35       10      257      390      262      365      198       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.1      2.1     88.4     89.1     90.8     93.3      9.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       1        4        4       45       57       49       63
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,251
COMMITMENTS
     825       40        0    2,666    3,379    3,491    3,419      760      832

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      0.9      0.0     62.7     79.5     82.1     80.4     17.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       20       16       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,083
COMMITMENTS
       0        0        0   11,078   11,043   11,078   11,043        5       40

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,229)
       0        0        0    1,229    1,254    1,229    1,254        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       22       19       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      360,648
COMMITMENTS
  51,051   25,113   60,088  204,443  245,497  315,582  330,699   45,066   29,949

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -3,132)
  -4,179    5,564   -4,878    4,514   -5,995   -4,543   -5,309    1,411    2,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      7.0     16.7     56.7     68.1     87.5     91.7     12.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      46       24       45       66       81      141      131
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       70,885
COMMITMENTS
   2,320    5,662   18,073   45,099   43,038   65,492   66,773    5,393    4,112

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -1,206)
     -82      636   -1,066     -240   -1,201   -1,388   -1,631      183      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      8.0     25.5     63.6     60.7     92.4     94.2      7.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        8       12       12       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       22,069
COMMITMENTS
   1,371       50      675   17,083   19,958   19,129   20,683    2,940    1,386

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      2,775)
    -250     -400       50    1,425    2,475    1,225    2,125    1,550      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.2      3.1     77.4     90.4     86.7     93.7     13.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        1        6       44       53       54       60
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,388
COMMITMENTS
     225    1,650      450   16,547   15,448   17,222   17,548    1,166      840

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        127)
       0        0        0       50      127       50      127       77        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      9.0      2.4     90.0     84.0     93.7     95.4      6.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       23       18       25       22
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        5,146
COMMITMENTS
     660      110      290    2,583    2,958    3,533    3,358    1,613    1,788

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      2.1      5.6     50.2     57.5     68.7     65.3     31.3     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        4       12       16       17       20
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,400
COMMITMENTS
      50      475        0    2,200    1,525    2,250    2,000      150      400

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     19.8      0.0     91.7     63.5     93.8     83.3      6.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        0       15       13       16       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      924,807
COMMITMENTS
 151,934  237,026  345,111  351,021  305,433  848,066  887,569   76,742   37,238

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    -27,742)
      82   -4,876   -6,411  -19,581  -12,685  -25,910  -23,972   -1,832   -3,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     25.6     37.3     38.0     33.0     91.7     96.0      8.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      72       94      120       85       76      241      216
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,760
COMMITMENTS
   2,127        0    1,824   55,664   56,693   59,615   58,517    5,145    6,243

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -1,137)
    -928        0       59    2,449      698    1,580      757   -2,717   -1,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      2.8     86.0     87.5     92.1     90.4      7.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       22       23       24       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,024
COMMITMENTS
     826    2,917        0   60,633   57,915   61,459   60,832   10,565   11,192

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        537)
       0       48        0      413      489      413      537      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      4.1      0.0     84.2     80.4     85.3     84.5     14.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       26       28       27       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,928
COMMITMENTS
       0        0        0   71,478   77,088   71,478   77,088    9,450    3,840

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        428)
       0        0        0      428      428      428      428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.3     95.3     88.3     95.3     11.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       21       20       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,769
COMMITMENTS
   4,408        0    3,523   81,901   91,271   89,832   94,794    8,937    3,975

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,275)
      22        0      523      645      724    1,190    1,247       85       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      3.6     82.9     92.4     91.0     96.0      9.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        3       25       29       28       32
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,127
COMMITMENTS
       0   10,680    2,977   90,095   75,784   93,072   89,441    6,055    9,686

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      2,888)
  -1,069    6,904   -1,307    5,244   -2,551    2,868    3,046       20     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      3.0     90.9     76.5     93.9     90.2      6.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       16       22       19       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,380
COMMITMENTS
   8,963    2,419    4,026   67,914   79,631   80,903   86,076   11,477    6,304

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:         80)
    -744        0      191      569       -3       16      188       64     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      2.6      4.4     73.5     86.2     87.6     93.2     12.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        3       22       25       26       28
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,530,017
COMMITMENTS
  56,426   98,603  489,362  977,700  935,312  1523488  1523277    6,529    6,739

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    -79,576)
  -5,869   -6,639  -32,226  -42,666  -41,777  -80,761  -80,642    1,185    1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      6.4     32.0     63.9     61.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      42       28       57       56       58      120      121
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,574
COMMITMENTS
       0    1,180        0   90,224   87,539   90,224   88,719    3,350    4,855

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,008)
       0        0        0    1,362    1,008    1,362    1,008     -354        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     96.4     93.6     96.4     94.8      3.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       18       17       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      202,139
COMMITMENTS
   4,624    7,783    5,426  181,798  181,881  191,848  195,090   10,291    7,049

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,554)
    -778     -377    1,101    1,445      812    1,768    1,536     -214       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.9      2.7     89.9     90.0     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        5       39       36       47       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      147,735
COMMITMENTS
   3,049    2,929    2,057  130,881  138,019  135,987  143,005   11,748    4,730

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        761)
       0      798     -387    1,751      583    1,364      995     -603     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.0      1.4     88.6     93.4     92.0     96.8      8.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       26       25       30       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      241,553
COMMITMENTS
  10,786        0   10,927  204,463  223,139  226,176  234,066   15,377    7,487

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,986)
   2,027        0     -639     -294    2,613    1,094    1,974      892       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      4.5     84.6     92.4     93.6     96.9      6.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        3       35       39       38       42
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,972,720
COMMITMENTS
 695,241   58,041  941,834  1313406  1956791  2950481  2956666   22,239   16,054

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     15,911)
 -27,385     -901   18,555   32,616    4,722   23,786   22,376   -7,875   -6,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      2.0     31.7     44.2     65.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      44       21       57      113      101      178      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,031,193
COMMITMENTS
 153,645  211,477  191,121  677,552  622,323  1022318  1024921    8,875    6,272

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     64,567)
  15,042    3,533   23,283   22,667   33,532   60,992   60,348    3,575    4,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     20.5     18.5     65.7     60.3     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      28       26       41       43       39       93       84
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,920
COMMITMENTS
       0      825        0    2,846    1,896    2,846    2,721       74      199

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        196)
       0       15        0      268      160      268      175      -72       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     28.3      0.0     97.5     64.9     97.5     93.2      2.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       13       16       13       18
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,842
COMMITMENTS
     113        0        0      823    1,319      936    1,319      906      523

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        385)
      27      -35        0      120      446      147      411      238      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     44.7     71.6     50.8     71.6     49.2     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       17       15       19       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      134,766
COMMITMENTS
     937      412    7,363  125,011  126,683  133,311  134,458    1,455      308

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      2,392)
      66      121       86    2,192    2,185    2,344    2,392       49        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.3      5.5     92.8     94.0     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        7       35       34       43       41
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,572
COMMITMENTS
       0    1,136      514   21,140   19,463   21,654   21,113      918    1,459

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        -14)
       0      -21        8      -22       -1      -14      -14       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      2.3     93.7     86.2     95.9     93.5      4.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        3       23       20       26       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,639
COMMITMENTS
       0    1,514      490   29,103   28,947   29,593   30,951    2,046      688

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        348)
       0      100       10      324      238      334      348       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      1.5     92.0     91.5     93.5     97.8      6.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       22       28       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,238
COMMITMENTS
     720       88        0   10,374   11,550   11,094   11,638    2,144    1,600

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:         16)
       0       88        0     -384      -36     -384       52      400      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.7      0.0     78.4     87.2     83.8     87.9     16.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       17       15       18       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,468
COMMITMENTS
      76        0      712   43,905   43,988   44,693   44,700      775      768

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        345)
      10       -0       -7      352      343      354      335       -9       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      1.6     96.6     96.7     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       21       23       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| 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:       11,300
COMMITMENTS
       0        0        0   10,238   10,766   10,238   10,766    1,062      534

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:         18)
       0        0        0        6       44        6       44       12      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.6     95.3     90.6     95.3      9.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       16       19       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       57,466
COMMITMENTS
       0        0        0   57,466   57,124   57,466   57,124        0      342

CHANGES FROM 01/19/10 (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:       21)
       0        0        0       14        9       14        9
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      906,804
COMMITMENTS
       0        0        0  906,804  906,804  906,804  906,804        0        0

CHANGES FROM 01/19/10 (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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       50,594
COMMITMENTS
       0      600        0   49,969   49,894   49,969   50,494      625      100

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        650)
       0        0        0      650      650      650      650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     98.8     98.6     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       18        8       18       10
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      833,736
COMMITMENTS
       0   31,040        0  833,736  802,696  833,736  833,736        0        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     11,670)
       0        0        0   11,670   11,670   11,670   11,670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.0    100.0     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       15        8       15       11
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       95,883
COMMITMENTS
       0    4,345        0   95,883   91,538   95,883   95,883        0        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      4,330)
       0        0        0    5,130    5,130    5,130    5,130     -800     -800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      0.0    100.0     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       16       12       16       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,635,290
COMMITMENTS
       0   65,910        0  1635290  1569380  1635290  1635290        0        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     93,360)
       0        0        0   93,360   93,360   93,360   93,360        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:       24)
       0        2        0       16       11       16       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      183,944
COMMITMENTS
   5,575        0        0  178,369  183,339  183,944  183,339        0      605

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      8,032)
       0        0        0    8,032    8,032    8,032    8,032        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      0.0     97.0     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       23       26       25       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,952,636
COMMITMENTS
  98,893        0        0  2853743  2952636  2952636  2952636        0        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:    146,324)
       0        0        0  146,324  146,324  146,324  146,324        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.0     96.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        0       21       23       24       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       62,371
COMMITMENTS
      80    3,090        0   59,741   59,025   59,821   62,115    2,550      256

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      1,275)
       0        0        0   -1,275    1,275   -1,275    1,275    2,550        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.0      0.0     95.8     94.6     95.9     99.6      4.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       16       19       17
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,040,251
COMMITMENTS
       0   76,200        0  1040251  964,051  1040251  1040251        0        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     31,795)
       0   -3,715        0   31,795   35,510   31,795   31,795        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      0.0    100.0     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       16       16       17
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       60,710
COMMITMENTS
   5,130      515       45   55,280   60,110   60,455   60,670      255       40

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.8      0.1     91.1     99.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       22       30       24       32
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,094,528
COMMITMENTS
 105,180   35,400        0  989,348  1059128  1094528  1094528        0        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      3.2      0.0     90.4     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       23       24       25       26
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,432
COMMITMENTS
     504       45      119   22,319   23,019   22,942   23,183      490      249

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        877)
     115        0       29      659      760      803      789       74       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.2      0.5     95.3     98.2     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        2       37       31       40       33
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,765
COMMITMENTS
      25        0        0   15,880   16,765   15,905   16,765      860        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        259)
      25        0        0      114      259      139      259      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     94.7    100.0     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       18       18       19       18
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,009
COMMITMENTS
       0      127      161   12,669   12,646   12,830   12,934      179       75

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        128)
       0      115      -13      191       96      178      198      -50      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      1.2     97.4     97.2     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       24       22       25
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,799
COMMITMENTS
     415        0        0    8,642    9,424    9,057    9,424      742      375

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        243)
       0        0        0      668    1,385      668    1,385     -425   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      0.0     88.2     96.2     92.4     96.2      7.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       26       23       27       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,585,721
COMMITMENTS
 259,101   91,971  832,554  1395433  1589579  2487088  2514103   98,634   71,618

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     45,605)
 -36,117    3,505   32,186   39,038    6,605   35,107   42,295   10,498    3,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      3.6     32.2     54.0     61.5     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     136       80      167       91      101      307      282
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       79,611
COMMITMENTS
   2,575   22,601   16,474   57,237   37,588   76,287   76,664    3,325    2,947

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        855)
     167    1,186    1,266       56     -647    1,489    1,805     -634     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     28.4     20.7     71.9     47.2     95.8     96.3      4.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4       10       12       16       18       29       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      221,689
COMMITMENTS
  33,793   27,102    2,152  161,164  141,575  197,109  170,829   24,580   50,860

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        856)
    -801    1,602     -526    7,893    2,925    6,566    4,001   -5,710   -3,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     12.2      1.0     72.7     63.9     88.9     77.1     11.1     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        5       32       30       38       36
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      150,114
COMMITMENTS
  28,340    6,150   33,561   84,612  106,567  146,513  146,278    3,601    3,836

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -4,272)
  -3,333      809      300   -1,138   -5,468   -4,171   -4,359     -101       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      4.1     22.4     56.4     71.0     97.6     97.4      2.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      23       11       25       26       26       59       52
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      600,338
COMMITMENTS
  31,673      496   74,405  471,962  502,395  578,040  577,296   22,298   23,042

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -2,624)
     321       21    5,207   -7,083   -7,566   -1,555   -2,338   -1,069     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.1     12.4     78.6     83.7     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        1        9       33       34       42       43
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       73,019
COMMITMENTS
     845    1,130      145   71,994   71,629   72,984   72,904       35      115

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      2,090)
     369        0      -25    1,946    2,315    2,290    2,290     -200     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.5      0.2     98.6     98.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        3        3       50       50       54       56
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,658
COMMITMENTS
  19,000   34,777    8,589  101,015   85,483  128,604  128,849    5,054    4,809

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -4,417)
      18     -536     -875   -3,127   -2,610   -3,984   -4,021     -433     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     26.0      6.4     75.6     64.0     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       15       15       24       23       44       41
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,847
COMMITMENTS
   2,300    2,441    6,145   25,438   26,437   33,883   35,023    1,964      824

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:          6)
     400        0     -163     -147      370       90      207      -84     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      6.8     17.1     71.0     73.7     94.5     97.7      5.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        5       16       16       23       23
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       99,130
COMMITMENTS
   1,872       94    2,188   50,305   68,961   54,365   71,243   44,765   27,887

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        501)
      32       60        0      561      679      593      739      -92     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.1      2.2     50.7     69.6     54.8     71.9     45.2     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       19       19       21       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,645
COMMITMENTS
     650    1,800      150   36,795   35,495   37,595   37,445       50      200

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:       -600)
       0     -330        0     -650     -320     -650     -650       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      4.8      0.4     97.7     94.3     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        1       27       33       30       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,354
COMMITMENTS
  15,964    3,928      631    3,934   18,274   20,529   22,833    2,825      521

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:         92)
     352      615      -86       15     -483      281       46     -189       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.4     16.8      2.7     16.8     78.2     87.9     97.8     12.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      85       25        8       21       29      111       58
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,697
COMMITMENTS
  22,932    4,418      647    5,976   28,528   29,555   33,593    5,142    1,104

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        345)
      88    1,002      176      342     -693      606      485     -261     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.1     12.7      1.9     17.2     82.2     85.2     96.8     14.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      81       20        7       17       30      104       52
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      295,500
COMMITMENTS
  73,626   11,787   45,031  157,101  224,242  275,757  281,060   19,743   14,440

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:     -9,653)
 -14,615   -3,687    4,166    2,966  -10,821   -7,483  -10,342   -2,170      689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      4.0     15.2     53.2     75.9     93.3     95.1      6.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      73       25       58       79       89      180      151
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,624
COMMITMENTS
   1,944        0      495   15,748   16,596   18,187   17,091    5,437    6,533

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        252)
     -37   -1,245        0      -19      427      -56     -818      308    1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      2.1     66.7     70.3     77.0     72.3     23.0     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       14       16       17       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,260
COMMITMENTS
   1,572       86      450    6,946    8,415    8,968    8,951      292      309

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        482)
     -34       86     -116      532      412      382      382      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.9      4.9     75.0     90.9     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        3       27       33       32       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,432
COMMITMENTS
   1,710       95      634   42,506   45,508   44,850   46,237    1,582      195

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:      2,254)
   1,440        0        0    1,658    2,254    3,098    2,254     -844        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.2      1.4     91.5     98.0     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        1       35       29       39       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,541
COMMITMENTS
   2,400        0        0   19,030   20,841   21,430   20,841      111      700

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        925)
       0        0        0      925      825      925      825        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.0      0.0     88.3     96.8     99.5     96.8      0.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       21       13       22       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,933
COMMITMENTS
   1,734      700      400   13,799   14,833   15,933   15,933        0        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        925)
       0      -50       50      875      925      925      925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      4.4      2.5     86.6     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        2       27       25       31       27
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,618
COMMITMENTS
     234       75       40    2,389    2,713    2,663    2,828      955      790

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:         76)
      -5        0       15       64      154       74      169        2      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.1      1.1     66.0     75.0     73.6     78.2     26.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       14       17       16       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,598
COMMITMENTS
     460        0        0   13,813   14,548   14,273   14,548      325       50

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        961)
       0        0        0      911      911      911      911       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.0     94.6     99.7     97.8     99.7      2.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       20       18       21       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,573
COMMITMENTS
     708    2,818      636   17,877   15,885   19,221   19,339      352      234

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        270)
       0      600        0      270     -558      270       42        0      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     14.4      3.2     91.3     81.2     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        1       29       32       32       36
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,076
COMMITMENTS
   1,438    1,094        0   12,638   12,982   14,076   14,076        0        0

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:        531)
     179       90        0      352      441      531      531        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      7.8      0.0     89.8     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        0       23       25       26       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,895
COMMITMENTS
   7,099    3,068    1,484   40,588   46,504   49,171   51,056    2,724      839

CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST:         10)
    -171      137        0       70     -127     -101       10      111        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      5.9      2.9     78.2     89.6     94.8     98.4      5.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        6        3       33       39       40       46
```

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Updated January 29, 2010