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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,406
COMMITMENTS
     985    1,840      114   36,226   35,267   37,325   37,221       81      185

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      2,189)
    -739      -39      -49    2,965    2,129    2,177    2,041       12      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      4.9      0.3     96.8     94.3     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        4        1       41       49       43       53
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,420
COMMITMENTS
     400        0        0   29,904   30,210   30,304   30,210      116      210

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      1,696)
     -69        0     -295    2,046    1,991    1,682    1,696       14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     98.3     99.3     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       30       37       31       37
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,684
COMMITMENTS
     146      216       55    4,044    4,364    4,245    4,635    1,439    1,049

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        201)
       0        0        0      129      161      129      161       72       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.8      1.0     71.1     76.8     74.7     81.5     25.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       18       20       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,907
COMMITMENTS
     458      161      119    7,107    7,197    7,684    7,477    1,223    1,430

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        189)
     -87       10      -11      259       97      161       96       28       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.8      1.3     79.8     80.8     86.3     83.9     13.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        2       40       39       43       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,349
COMMITMENTS
     607      333      297    5,909    6,136    6,813    6,766      536      583

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        387)
     112       15        0      189      240      301      255       86      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      4.5      4.0     80.4     83.5     92.7     92.1      7.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        5        6       46       50       53       58
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,410
COMMITMENTS
       0       55        0      834      867      834      922      576      488

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:       -414)
       0        0        0     -627     -396     -627     -396      213      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.0     59.1     61.5     59.1     65.4     40.9     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       12       15       13
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       13,194
COMMITMENTS
       0      400        0   12,924   12,739   12,924   13,139      270       55

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:         -4)
       0     -125        0      271      106      271      -19     -275       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.0     98.0     96.6     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       25       14       25       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      446,768
COMMITMENTS
  67,283   22,380   98,196  235,077  297,360  400,555  417,936   46,213   28,832

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     16,405)
  15,109   -2,188    3,883   -2,619   12,961   16,374   14,657       32    1,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      5.0     22.0     52.6     66.6     89.7     93.5     10.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      53       23       50       72       85      147      142
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,696
COMMITMENTS
     850    1,322      425   16,401   15,934   17,676   17,681       20       15

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      2,023)
     450      197      -25    1,598    2,000    2,023    2,172        0     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      7.5      2.4     92.7     90.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        6        4       37       47       43       56
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,419
COMMITMENTS
   2,350        0       50    5,005    7,369    7,405    7,419       14        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        455)
     455        0        0      250      745      705      745     -250     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      0.0      0.7     67.5     99.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        0        1       22       21       28       22
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,868
COMMITMENTS
     155      150      251    2,423    1,831    2,829    2,232    1,039    1,636

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:         87)
      -3      -75       62       27       16       86        3        1       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      3.9      6.5     62.6     47.3     73.1     57.7     26.9     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,127
COMMITMENTS
     130        0        0    1,845    2,127    1,975    2,127      152        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     86.7    100.0     92.9    100.0      7.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       14       15       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      897,227
COMMITMENTS
 152,312  271,425  274,303  391,453  308,498  818,067  854,225   79,159   43,001

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     23,621)
   7,807   11,684    6,997    6,808    8,128   21,612   26,809    2,009   -3,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     30.3     30.6     43.6     34.4     91.2     95.2      8.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      84      110      137       88       80      263      248
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,264
COMMITMENTS
       0    1,495       88   36,359   38,943   36,447   40,526    9,817    5,738

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:         67)
       0        0        0       67       67       67       67        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.2     78.6     84.2     78.8     87.6     21.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       16       16       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,079
COMMITMENTS
       0        0        0   45,360   41,629   45,360   41,629    6,719   10,450

CHANGES FROM 11/02/10 (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     87.1     79.9     87.1     79.9     12.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       17       18       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       61,304
COMMITMENTS
       0        0        0   50,354   57,273   50,354   57,273   10,950    4,031

CHANGES FROM 11/02/10 (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     82.1     93.4     82.1     93.4     17.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       59,888
COMMITMENTS
   3,643    2,521    5,323   39,840   42,936   48,806   50,780   11,082    9,108

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:       -127)
    -236    1,424      784     -712   -3,249     -164   -1,041       37      914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      4.2      8.9     66.5     71.7     81.5     84.8     18.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       14       15       18       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       66,257
COMMITMENTS
   4,267    1,338    3,298   46,912   55,319   54,477   59,955   11,780    6,302

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        968)
     482    1,338     -370      856        0      968      968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.0      5.0     70.8     83.5     82.2     90.5     17.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       18       16       21       18
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,725,906
COMMITMENTS
  75,448  113,945  580,803  1063494  1025770  1719745  1720518    6,160    5,388

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     25,599)
   7,101   12,870   12,076    6,353      943   25,530   25,889       69     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.6     33.7     61.6     59.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      45       32       62       64       64      134      133
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       32,333
COMMITMENTS
   2,344   11,686   10,802   18,128    9,480   31,274   31,968    1,058      365

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        -34)
     413    1,420     -593     -352     -817     -532        9      498      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     36.1     33.4     56.1     29.3     96.7     98.9      3.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        9        9       13       13       27       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       43,898
COMMITMENTS
       0        0        0   43,288   43,042   43,288   43,042      610      856

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     98.1     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       16       13       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      120,408
COMMITMENTS
       0   11,707    2,861  111,308  101,332  114,169  115,900    6,239    4,508

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        635)
       0    1,052        0      635     -461      635      591        0       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      2.4     92.4     84.2     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       28       31       31       34
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       98,324
COMMITMENTS
       0    1,103    1,367   89,818   90,584   91,185   93,054    7,139    5,270

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:         62)
       0      -62       62        0        0       62        0        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      1.4     91.3     92.1     92.7     94.6      7.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       22       21       23       22
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,710
COMMITMENTS
   5,981        0    7,247  135,531  150,369  148,759  157,616   14,951    6,094

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:         29)
     -22        0       28      -39      -11      -33       17       62       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      4.4     82.8     91.9     90.9     96.3      9.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       29       33       31       35
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,641,392
COMMITMENTS
 492,327  117,441  818,501  1309756  1685925  2620584  2621867   20,808   19,525

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     27,878)
     704  -16,106   16,412    9,334   28,729   26,450   29,035    1,428   -1,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      4.4     31.0     49.6     63.8     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      37       27       59      106       93      172      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      945,079
COMMITMENTS
  96,579  102,438  183,894  661,187  655,305  941,660  941,637    3,419    3,442

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     28,125)
  15,993     -692   14,174   -2,127   14,903   28,040   28,385       85     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     10.8     19.5     70.0     69.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       26       39       41       38       85       82
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,595
COMMITMENTS
     915      390        0    6,475    6,925    7,390    7,315      205      280

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:       -135)
       0      150      -45      -45     -241      -90     -136      -46        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      5.1      0.0     85.3     91.2     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       15       15       16       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        6,623
COMMITMENTS
     150      924        0    6,344    5,627    6,494    6,551      129       72

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        406)
     150        0        0      286      588      436      588      -30     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     14.0      0.0     95.8     85.0     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        0       26       24       27       25
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,278
COMMITMENTS
       0        0        0    2,259    2,274    2,259    2,274       19        4

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       85       95       85       95      -10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       14       21       14       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,092
COMMITMENTS
      40       25       30    1,594    1,740    1,664    1,795      428      297

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        101)
       0        0        0      192      163      192      163      -91      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.2      1.4     76.2     83.2     79.5     85.8     20.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       25       23       27
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      188,316
COMMITMENTS
   2,267    1,063   16,055  166,728  170,342  185,050  187,460    3,266      856

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     -1,679)
    -428      299     -857     -384   -1,085   -1,668   -1,643      -11      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.6      8.5     88.5     90.5     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        3        6       37       31       44       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,219
COMMITMENTS
       0      738       40   15,697   15,415   15,737   16,193    1,482    1,026

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        317)
       0       10        0      531      259      531      269     -214       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.2     91.2     89.5     91.4     94.0      8.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       22       21       23       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,397
COMMITMENTS
     667        0        0    8,720    9,640    9,387    9,640    2,010    1,757

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:         52)
      18        0        0      -12       48        6       48       46        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      0.0     76.5     84.6     82.4     84.6     17.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       14       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,262
COMMITMENTS
       0    2,020      200   26,842   27,512   27,042   29,732    3,220      530

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:         -4)
       0        0        0     -124     -226     -124     -226      120      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      0.7     88.7     90.9     89.4     98.2     10.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       22       29       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,523
COMMITMENTS
     180      212      104   10,440   11,082   10,724   11,398    1,799    1,125

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        420)
       0      110      -18      342      260      324      352       96       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.7      0.8     83.4     88.5     85.6     91.0     14.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       22       17       24       19
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,410
COMMITMENTS
       0    1,100        0   26,155   25,055   26,155   26,155      255      255

CHANGES FROM 11/02/10 (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      4.2      0.0     99.0     94.9     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,039
COMMITMENTS
      39      537      405   41,592   41,041   42,036   41,983    1,003    1,057

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:       -526)
      28       22      -56     -303     -473     -330     -506     -196      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.2      0.9     96.6     95.4     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       29       25       31       28
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:        9,301
COMMITMENTS
       0        0        0    8,075    8,477    8,075    8,477    1,226      824

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        196)
       0        0        0       76      196       76      196      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.8     91.1     86.8     91.1     13.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,724
COMMITMENTS
       0      510        0   49,362   49,150   49,362   49,660      362       64

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     99.3     98.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       11       13       12
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      732,473
COMMITMENTS
       0    9,360        0  732,473  723,113  732,473  732,473        0        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0    100.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       10       16       11
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,297
COMMITMENTS
       0      880        0   35,297   34,417   35,297   35,297        0        0

CHANGES FROM 11/02/10 (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      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       10       14       11
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,682
COMMITMENTS
     440        0        0   34,477   35,682   34,917   35,682      765        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      765      510      765        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     96.6    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       10       16       10
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      519,172
COMMITMENTS
       0        0        0  519,172  519,172  519,172  519,172        0        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       14       13       14
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,301
COMMITMENTS
       0        0        0   67,257   67,301   67,257   67,301       44        0

CHANGES FROM 11/02/10 (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     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       17       15       17       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,146,387
COMMITMENTS
       0        0        0  1146387  1146387  1146387  1146387        0        0

CHANGES FROM 11/02/10 (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:       26)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      211,058
COMMITMENTS
   1,431        0      315  209,312  210,592  211,058  210,907        0      151

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.1     99.2     99.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       25       27       27       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,693,676
COMMITMENTS
       0    1,540        0  3693676  3692136  3693676  3693676        0        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      9,360)
       0        0        0    9,360    9,360    9,360    9,360        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:       39)
       0        1        0       23       25       23       26
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       62,175
COMMITMENTS
   1,642    2,030        0   60,533   59,890   62,175   61,920        0      255

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      2,540)
     220        0        0    2,320    2,540    2,540    2,540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.3      0.0     97.4     96.3    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       26       20       28       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,158,902
COMMITMENTS
  34,795   64,200        0  1124107  1094702  1158902  1158902        0        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     15,365)
   6,005        0        0    9,360   15,365   15,365   15,365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      5.5      0.0     97.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       27       26       29       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,837
COMMITMENTS
   2,120      223       46   56,520   58,568   58,686   58,837      151        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      2,883)
   1,020      223       46    1,710    2,869    2,776    3,138      107     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.4      0.1     96.1     99.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       26       27       29       28
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        9,719
COMMITMENTS
      88      440        0    9,077    9,024    9,165    9,464      554      255

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.5      0.0     93.4     92.8     94.3     97.4      5.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       14       15       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,322
COMMITMENTS
     510        0        0   35,238   35,493   35,748   35,493      574      829

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:       -601)
       0        0        0     -601     -601     -601     -601       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     97.0     97.7     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       12       18       12
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      471,678
COMMITMENTS
       0   19,025        0  471,678  452,653  471,678  471,678        0        0

CHANGES FROM 11/02/10 (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      4.0      0.0    100.0     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,086,843
COMMITMENTS
  19,786   28,400    7,610  1059447  1050833  1086843  1086843        0        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     37,791)
       0    1,135        0   37,791   36,656   37,791   37,791        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.6      0.7     97.5     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       25       27       28       29
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      426,956
COMMITMENTS
   6,005   31,155    7,610  413,341  388,191  426,956  426,956        0        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      7.3      1.8     96.8     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       13        9       15       11
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,238
COMMITMENTS
     105      126      500   24,374   25,259   24,979   25,885    1,259      353

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     -1,999)
     -35      126     -126   -1,875   -2,016   -2,036   -2,016       37       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.5      1.9     92.9     96.3     95.2     98.7      4.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        3       35       33       39       37
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,308
COMMITMENTS
     655        0       25   15,394   15,652   16,074   15,677      234      631

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      1,040)
     180        0       25      865    1,005    1,070    1,030      -30       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.2     94.4     96.0     98.6     96.1      1.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       15       19       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,208
COMMITMENTS
       0        0        0    8,504    8,440    8,504    8,440      704      768

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        -28)
       0        0        0      -90      186      -90      186       62     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.4     91.7     92.4     91.7      7.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       26       21       26       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,856
COMMITMENTS
       0        0        0    9,425    9,234    9,425    9,234      431      622

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:       -202)
       0        0        0     -287     -157     -287     -157       85      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.6     93.7     95.6     93.7      4.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       21       20       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,857,598
COMMITMENTS
 360,105  142,591  963,881  1431385  1668219  2755370  2774690  102,227   82,907

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     81,619)
  12,407    3,119   35,862   27,104   41,833   75,372   80,813    6,247      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      5.0     33.7     50.1     58.4     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     171      131      219       99      110      397      355
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      163,336
COMMITMENTS
  76,789   13,334   31,719   53,843  113,947  162,351  159,001      985    4,335

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      4,241)
   5,680       -6     -253   -1,518    4,166    3,909    3,907      332      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      8.2     19.4     33.0     69.8     99.4     97.3      0.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       13        9       26       26       37       42
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      242,401
COMMITMENTS
  27,581   15,420   14,811  166,167  160,509  208,559  190,740   33,842   51,661

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     10,779)
     417    1,732      356   13,819    8,263   14,592   10,351   -3,813      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      6.4      6.1     68.6     66.2     86.0     78.7     14.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        2        5       28       28       36       34
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      154,855
COMMITMENTS
  24,317    6,530   40,770   85,866  103,769  150,953  151,069    3,902    3,786

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      7,795)
   4,765      525      950    1,819    6,124    7,533    7,600      261      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      4.2     26.3     55.4     67.0     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      28       16       32       27       27       68       62
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      627,566
COMMITMENTS
  46,966    3,186  112,642  453,010  498,860  612,618  614,688   14,948   12,878

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     30,354)
   6,169     -367   11,677   11,691   18,721   29,536   30,031      818      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.5     17.9     72.2     79.5     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        3       12       37       38       49       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,685
COMMITMENTS
     158    3,144       83   36,419   33,347   36,660   36,574       25      111

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      1,378)
       0      250       25    1,523    1,240    1,548    1,515     -170     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.6      0.2     99.3     90.9     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        7        2       40       39       43       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      108,841
COMMITMENTS
  10,056   35,684    4,082   90,498   63,273  104,636  103,039    4,205    5,802

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      1,339)
   1,570     -422     -411      -51    1,291    1,108      458      231      881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     32.8      3.8     83.1     58.1     96.1     94.7      3.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7       11       14       28       27       44       43
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,773
COMMITMENTS
   4,580    2,907    3,672   25,777   27,380   34,029   33,959    2,744    2,814

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:       -305)
   1,845       88     -480   -1,772     -245     -407     -637      102      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      7.9     10.0     70.1     74.5     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        5        4       15       16       22       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,718
COMMITMENTS
   4,750      550        0   11,918   16,118   16,668   16,668       50       50

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      400      400      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      3.3      0.0     71.3     96.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        0       19       21       21       24
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       29,304
COMMITMENTS
  19,348    2,494    1,311    5,306   24,884   25,965   28,689    3,339      615

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      1,064)
     180       33      290      482      896      952    1,219      112     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.0      8.5      4.5     18.1     84.9     88.6     97.9     11.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      85       18        8       22       35      110       60
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       42,471
COMMITMENTS
  30,290      930      703    5,900   39,784   36,893   41,417    5,578    1,054

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      3,086)
   1,705        0      500      912    2,722    3,116    3,222      -30     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.3      2.2      1.7     13.9     93.7     86.9     97.5     13.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
     107        8        3       19       37      127       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      327,992
COMMITMENTS
  76,533   14,885   40,315  189,579  258,931  306,427  314,132   21,564   13,860

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     14,413)
   4,056      694   -5,535   13,672   18,882   12,192   14,041    2,221      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      4.5     12.3     57.8     78.9     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      62       28       50       88       87      184      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,216
COMMITMENTS
   2,783      669    1,128   15,693   16,700   19,604   18,497    3,612    4,719

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      1,254)
     265      150        0    1,132    1,118    1,397    1,268     -143      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      2.9      4.9     67.6     71.9     84.4     79.7     15.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        3       20       21       25       25
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,996
COMMITMENTS
     222      310        0    4,640    4,573    4,862    4,883      134      113

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.2      0.0     92.9     91.5     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        0       25       26       27       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       51,593
COMMITMENTS
     785      851       38   49,500   50,174   50,323   51,063    1,270      530

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:      3,281)
     525      390        0    2,726    2,841    3,251    3,231       30       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.6      0.1     95.9     97.2     97.5     99.0      2.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        1       33       30       36       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,549
COMMITMENTS
     600        0        0   14,699   15,549   15,299   15,549      250        0

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        470)
     200        0        0      270      470      470      470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.0     94.5    100.0     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       19       19       21       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,099
COMMITMENTS
     650      150        0    5,049    5,799    5,699    5,949      400      150

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      2.5      0.0     82.8     95.1     93.4     97.5      6.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        0       24       23       27       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,998
COMMITMENTS
   1,300      300      175   14,248   15,203   15,723   15,678      275      320

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        861)
    -530      300      175    1,231      661      876    1,136      -15     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      1.9      1.1     89.1     95.0     98.3     98.0      1.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       32       21       35       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,571
COMMITMENTS
     886      985      228   13,474   13,910   14,588   15,123      983      448

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        660)
       0      155       25      443      500      468      680      192      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      6.3      1.5     86.5     89.3     93.7     97.1      6.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        3       31       30       37       34
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,205
COMMITMENTS
       0    1,555      120   12,798   11,315   12,918   12,990      287      215

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        168)
       0       45        6       27       90       33      141      135       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      0.9     96.9     85.7     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        5        2       24       24       26       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,411
COMMITMENTS
   5,585    1,343    1,055   24,081   28,681   30,721   31,079      690      332

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:        530)
     600      -37     -309      -25      776      266      430      264      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      4.3      3.4     76.7     91.3     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        6       34       31       41       38
```

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Updated November 15, 2010