```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,651
COMMITMENTS
   1,799      910        0   33,747   34,696   35,546   35,606      105       45

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,918)
       0        0        0    1,967    1,893    1,967    1,893      -49       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.6      0.0     94.7     97.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        0       36       38       37       41
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,207
COMMITMENTS
       0        0        0   21,106   21,082   21,106   21,082      101      125

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,327)
       0        0        0    1,327    1,327    1,327    1,327        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     99.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       32       25       32       25
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,685
COMMITMENTS
     400      216      114    6,283    6,302    6,797    6,632      888    1,053

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       33       -6       33       -6       11       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      2.8      1.5     81.8     82.0     88.4     86.3     11.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       25       23       26       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,628
COMMITMENTS
     166      160        0    8,945    9,348    9,111    9,508    1,517    1,120

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        319)
     121        0      -60       16       55       77       -5      242      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.5      0.0     84.2     88.0     85.7     89.5     14.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        2        0       47       43       48       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,709
COMMITMENTS
      59       57      227    7,708    7,621    7,994    7,905      715      804

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        668)
       0        0       25      593      490      618      515       50      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.7      2.6     88.5     87.5     91.8     90.8      8.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        4       45       52       49       57
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,300
COMMITMENTS
     680        0        0    2,811    3,564    3,491    3,564      809      736

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20      183       20      183        0     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      0.0      0.0     65.4     82.9     81.2     82.9     18.8     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       21       18       21
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       11,523
COMMITMENTS
       0        0        0   11,523   11,483   11,523   11,483        0       40

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        800)
       0        0        0      800      800      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       19       19       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      358,849
COMMITMENTS
  42,096   25,580   67,281  209,042  235,341  318,418  328,201   40,431   30,648

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     -9,295)
     225   -1,274   -2,198   -7,755   -5,192   -9,727   -8,664      432     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      7.1     18.7     58.3     65.6     88.7     91.5     11.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      38       20       41       72       82      129      130
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       70,182
COMMITMENTS
   2,099    6,141   16,733   47,537   44,295   66,369   67,169    3,814    3,013

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,469)
    -382      232      347    1,346      793    1,311    1,372      158       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      8.8     23.8     67.7     63.1     94.6     95.7      5.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        8       13       13       21       22
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,919
COMMITMENTS
     851      525      502   15,880   16,225   17,233   17,252      686      667

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        549)
       0      200      100      249       68      349      368      200      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.9      2.8     88.6     90.5     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        4        4       45       45       54       52
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,348
COMMITMENTS
       0    2,300      600   15,645   13,678   16,245   16,578    1,103      770

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.3      3.5     90.2     78.8     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        2       25       18       27       22
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,928
COMMITMENTS
     621      145      286    2,502    2,960    3,409    3,391    1,519    1,537

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:         91)
       3       -6        1       72      291       76      286       15     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      2.9      5.8     50.8     60.1     69.2     68.8     30.8     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        5       14       17       20       22
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,162
COMMITMENTS
       0        0        0    2,012    2,000    2,012    2,000      150      162

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        612)
       0        0        0      562      650      562      650       50      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.1     92.5     93.1     92.5      6.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       16       12       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      944,828
COMMITMENTS
 142,765  211,529  376,894  344,630  310,444  864,289  898,867   80,539   45,961

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      4,583)
  -1,187      -94    3,807    1,663      416    4,284    4,130      299      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     22.4     39.9     36.5     32.9     91.5     95.1      8.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      75       93      139       82       73      249      231
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,838
COMMITMENTS
   1,442      646    2,207   59,461   57,831   63,110   60,684    4,728    7,154

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      2,657)
    -258      646      -76    2,131    3,209    1,797    3,779      860   -1,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.0      3.3     87.7     85.2     93.0     89.5      7.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       23       22       25       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,795
COMMITMENTS
     434        0        0   60,744   58,917   61,178   58,917    9,617   11,878

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:       -212)
       0   -2,869        0     -151    1,661     -151   -1,208      -61      996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     85.8     83.2     86.4     83.2     13.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       24       24       24
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,006
COMMITMENTS
       0        0        0   67,246   77,384   67,246   77,384   13,760    3,622

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,705)
       0        0        0     -187    1,277     -187    1,277    1,892      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.0     95.5     83.0     95.5     17.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       21       20       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,644
COMMITMENTS
   6,399        0    2,654   78,405   90,528   87,458   93,182    8,186    2,462

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        936)
     825        0     -213      320    1,118      932      905        4       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      2.8     82.0     94.7     91.4     97.4      8.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        3       25       31       28       34
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,047
COMMITMENTS
       0   11,917    2,749   88,521   72,751   91,270   87,417    4,777    8,630

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,252)
       0    1,434        0    1,252     -182    1,252    1,252        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.4      2.9     92.2     75.7     95.0     91.0      5.0      9.0

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 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,278
COMMITMENTS
   6,782    1,903    3,724   64,168   74,965   74,674   80,592   12,604    6,686

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        420)
    -614     -856      323      711    1,005      420      472        0      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      2.2      4.3     73.5     85.9     85.6     92.3     14.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       21       23       25       26
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,586,949
COMMITMENTS
  64,389  108,654  515,604  1001990  956,418  1581983  1580676    4,966    6,273

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,083)
   1,634    1,055    1,575   -1,890     -727    1,319    1,903     -236     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.8     32.5     63.1     60.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      45       30       62       60       61      129      129
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,584
COMMITMENTS
       0      620        0   87,514   85,473   87,514   86,093    3,070    4,491

CHANGES FROM 02/09/10 (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      0.7      0.0     96.6     94.4     96.6     95.0      3.4      5.0

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 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      191,386
COMMITMENTS
   4,850    5,675    6,300  171,368  173,448  182,518  185,423    8,868    5,963

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      2,920)
   1,253     -279      918      507    2,429    2,678    3,068      242     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.0      3.3     89.5     90.6     95.4     96.9      4.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        5       39       37       47       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,235
COMMITMENTS
   3,441    2,575    1,589  127,337  133,156  132,367  137,320    9,868    4,915

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        638)
       0       29        0    1,604      609    1,604      638     -966        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.8      1.1     89.5     93.6     93.1     96.5      6.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       28       25       32       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,858
COMMITMENTS
   7,030        0   10,900  198,785  214,606  216,715  225,506   15,143    6,352

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      2,673)
      67     -225       15    2,845    3,081    2,927    2,871     -254     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      4.7     85.7     92.6     93.5     97.3      6.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        0        2       37       39       39       41
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,469
COMMITMENTS
   2,950    1,503      679   52,026   55,164   55,655   57,346    6,814    5,123

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     -1,086)
  -1,086      114        0        0   -1,200   -1,086   -1,086        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.4      1.1     83.3     88.3     89.1     91.8     10.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        2       12       12       16       15
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,943,395
COMMITMENTS
 759,219   75,958  889,398  1270789  1960550  2919406  2925906   23,989   17,489

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:       -506)
   5,921    4,783   -5,103      458    1,347    1,276    1,027   -1,782   -1,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      2.6     30.2     43.2     66.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      42       20       60      105       98      171      160
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      999,902
COMMITMENTS
 138,012  231,539  178,639  678,126  585,455  994,777  995,633    5,125    4,269

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     30,178)
  21,819   21,663   -6,421   14,331   14,644   29,729   29,886      449      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     23.2     17.9     67.8     58.6     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      29       24       40       42       39       90       84
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      138,577
COMMITMENTS
     479      576    7,847  128,073  129,516  136,400  137,939    2,177      638

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      2,148)
      -8      211      505    1,423    1,198    1,920    1,915      228      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.4      5.7     92.4     93.5     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        5       33       31       39       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,502
COMMITMENTS
       0      974      456   20,185   18,927   20,641   20,357      861    1,145

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        -15)
       0      -20       10      -25       -5      -15      -15       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      2.1     93.9     88.0     96.0     94.7      4.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        3       21       21       24       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,659
COMMITMENTS
       0    2,260      250   29,076   28,269   29,326   30,779    2,333      880

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        114)
       0      480     -120      222     -246      102      114       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.1      0.8     91.8     89.3     92.6     97.2      7.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       24       21       26       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,841
COMMITMENTS
     660      108        0   10,711   11,257   11,371   11,365    1,470    1,476

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       20       44       20       44       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.8      0.0     83.4     87.7     88.6     88.5     11.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       16       19       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       44,751
COMMITMENTS
     604        0    1,183   41,754   42,806   43,540   43,989    1,210      762

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,132)
      30        0      477      610      654    1,117    1,130       16        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      2.6     93.3     95.7     97.3     98.3      2.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       21       20       22       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| 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:       11,141
COMMITMENTS
       0        0        0   10,137   10,671   10,137   10,671    1,004      470

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        164)
       0        0        0      164      156      164      156        0        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.0     95.8     91.0     95.8      9.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       17       22       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       54,866
COMMITMENTS
       0        0        0   54,866   54,544   54,866   54,544        0      322

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      847,444
COMMITMENTS
       0        0        0  847,444  847,444  847,444  847,444        0        0

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       32,040
COMMITMENTS
       0      510        0   31,764   30,421   31,764   30,931      276    1,109

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      0.0     99.1     94.9     99.1     96.5      0.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       10       13       11
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,369
COMMITMENTS
       0      400        0   46,844   46,869   46,844   47,269      525      100

CHANGES FROM 02/09/10 (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      0.8      0.0     98.9     98.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17        6       17        8
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      775,528
COMMITMENTS
       0   14,080        0  775,528  761,448  775,528  775,528        0        0

CHANGES FROM 02/09/10 (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      1.8      0.0    100.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       96,392
COMMITMENTS
       0    3,945        0   96,241   92,447   96,241   96,392      151        0

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      2,804)
       0        0        0    2,804    2,804    2,804    2,804        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.1      0.0     99.8     95.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       16       12       16       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,603,036
COMMITMENTS
       0   61,670        0  1603036  1541366  1603036  1603036        0        0

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      2,769)
       0        0        0    2,769    2,769    2,769    2,769        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0    100.0     96.2    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 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      182,235
COMMITMENTS
   4,855        0        0  177,380  181,002  182,235  181,002        0    1,233

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      4,795)
       0        0        0    4,795    4,027    4,795    4,027        0      768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.0     97.3     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       20       27       22       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,957,953
COMMITMENTS
  77,269        0        0  2880684  2957953  2957953  2957953        0        0

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     47,139)
       0        0        0   47,139   47,139   47,139   47,139        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     97.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       19       25       22       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       64,470
COMMITMENTS
      40    2,990        0   61,765   61,352   61,805   64,342    2,665      128

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,637)
       0        0        0    1,637    1,637    1,637    1,637        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.6      0.0     95.8     95.2     95.9     99.8      4.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       17       21       18
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,067,176
COMMITMENTS
       0   74,080        0  1067176  993,096  1067176  1067176        0        0

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     39,690)
       0        0        0   39,690   39,690   39,690   39,690        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       18       17       19
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       58,144
COMMITMENTS
   4,830      495       45   53,269   57,584   58,144   58,124        0       20

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.9      0.1     91.6     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       22       29       24       31
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,056,064
COMMITMENTS
  98,820   30,312        0  957,244  1025752  1056064  1056064        0        0

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      2.9      0.0     90.6     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       22       24       24       26
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,781
COMMITMENTS
     511       45      155   21,908   22,283   22,574   22,483      207      298

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        607)
     -44        0        0      616      512      572      512       35       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.2      0.7     96.2     97.8     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        3       34       35       38       38
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,684
COMMITMENTS
     135      270       25   15,556   16,389   15,716   16,684      968        0

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        784)
      90      270        0      351      529      441      799      343      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.6      0.1     93.2     98.2     94.2    100.0      5.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       16       18       17       20
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,529
COMMITMENTS
       0      184      192   11,149   10,958   11,341   11,334      188      195

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        165)
       0       45      -45      190       60      145       60       20      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      1.7     96.7     95.0     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       20       23       21       24
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,814
COMMITMENTS
     380        0        0    7,960    8,525    8,340    8,525      474      289

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        265)
       0        0        0      255      280      255      280       10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.0     90.3     96.7     94.6     96.7      5.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       29       25       30       25
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,616,426
COMMITMENTS
 246,681   98,499  854,589  1435814  1582151  2537084  2535239   79,342   81,187

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:    -26,406)
  11,348   -7,634  -21,804   -4,789    2,059  -15,245  -27,380  -11,161      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      3.8     32.7     54.9     60.5     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     141       99      186       92      100      329      303
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,504
COMMITMENTS
     483   31,172   21,738   63,463   32,686   85,684   85,596    2,820    2,908

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      3,340)
      44    3,614      -49    2,860     -755    2,856    2,811      485      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     35.2     24.6     71.7     36.9     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       12       12       18       18       31       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      214,169
COMMITMENTS
  29,516   23,657    1,882  157,273  135,853  188,671  161,392   25,498   52,777

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      2,892)
     109     -219      184    2,572    1,637    2,865    1,602       27    1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     11.0      0.9     73.4     63.4     88.1     75.4     11.9     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        7       30       26       37       33
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      149,517
COMMITMENTS
  27,719    5,947   34,905   83,747  105,693  146,372  146,545    3,145    2,973

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        182)
   1,467     -421     -279   -1,156      884       31      184      151       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      4.0     23.3     56.0     70.7     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27       12       30       27       28       66       60
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      589,916
COMMITMENTS
  30,147        0   74,674  465,751  496,918  570,572  571,593   19,344   18,323

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     11,963)
    -227     -120      639   12,938   12,940   13,349   13,459   -1,387   -1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.0     12.7     79.0     84.2     96.7     96.9      3.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9        0        9       36       37       45       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,015
COMMITMENTS
   1,405      580      350   62,255   63,080   64,010   64,010        5        5

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        525)
      25     -200       25      475      700      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.9      0.5     97.3     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        2        1       52       48       57       51
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,777
COMMITMENTS
  18,801   30,897    9,822   99,429   87,003  128,052  127,722    5,725    6,055

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        844)
      23   -1,373    1,089     -362      506      750      222       94      622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     23.1      7.3     74.3     65.0     95.7     95.5      4.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       13       15       24       23       44       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,546
COMMITMENTS
   1,071    2,684    7,770   23,809   23,682   32,650   34,136    2,896    1,410

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     -3,324)
    -146      243     -243   -3,599   -3,175   -3,988   -3,175      664     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      7.6     21.9     67.0     66.6     91.9     96.0      8.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        4       14       15       19       21
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       95,163
COMMITMENTS
     295        0    2,003   57,831   65,712   60,129   67,715   35,034   27,448

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        313)
       0        0      189      127      213      316      402       -3      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      2.1     60.8     69.1     63.2     71.2     36.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       22       20       23       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,730
COMMITMENTS
     950    1,607      150   31,630   30,840   32,730   32,597        0      133

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0     -150     -150     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.9      0.5     96.6     94.2    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        1       25       33       28       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,813
COMMITMENTS
  17,027    3,953      446    2,781   17,825   20,254   22,224    2,559      589

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        718)
     644     -124      -35     -121      676      488      517      230      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.6     17.3      2.0     12.2     78.1     88.8     97.4     11.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      76       26        7       18       34      100       64
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       35,157
COMMITMENTS
  23,881    3,824      774    5,497   29,031   30,152   33,629    5,005    1,528

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        829)
     618     -105        4     -274      728      348      627      481      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.9     10.9      2.2     15.6     82.6     85.8     95.7     14.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      85       16        9       20       34      112       54
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      295,809
COMMITMENTS
  65,915    9,305   51,219  158,677  219,786  275,811  280,310   19,997   15,498

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:     -1,929)
   2,569   -1,923     -571   -3,415    1,915   -1,416     -580     -513   -1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      3.1     17.3     53.6     74.3     93.2     94.8      6.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      59       30       58       81       88      172      153
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,528
COMMITMENTS
   1,807        0      316   13,775   15,605   15,898   15,921    5,630    5,607

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,016)
      87        0        0    1,113    1,847    1,200    1,847     -184     -831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      1.5     64.0     72.5     73.8     74.0     26.2     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       16       18       18       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,312
COMMITMENTS
   1,446      100      225    6,610    7,835    8,281    8,160       31      152

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        225)
     100        0        0      225      325      325      325     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      1.2      2.7     79.5     94.3     99.6     98.2      0.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        3       30       30       35       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,704
COMMITMENTS
   2,215       86      630   41,276   44,793   44,121   45,509    1,583      195

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:       -651)
     360        0        0   -1,011     -651     -651     -651        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.2      1.4     90.3     98.0     96.5     99.6      3.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        1       31       33       35       34
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,626
COMMITMENTS
   2,200        0        0   20,330   22,076   22,530   22,076       96      550

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:      1,260)
       0        0        0    1,260    1,335    1,260    1,335        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.0      0.0     89.9     97.6     99.6     97.6      0.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       13       24       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,521
COMMITMENTS
     906      400      500   13,115   13,621   14,521   14,521        0        0

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:       -225)
       0        0        0     -225     -225     -225     -225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.8      3.4     90.3     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        2       28       25       32       27
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,383
COMMITMENTS
       0      100       35    2,413    2,286    2,448    2,421      935      962

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:         83)
       0        0        0       56       49       56       49       27       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      1.0     71.3     67.6     72.4     71.6     27.6     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       15       17       16       19
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,145
COMMITMENTS
     180      150        0   12,780   12,945   12,960   13,095      185       50

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:       -190)
       0      150        0     -190     -340     -190     -190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.1      0.0     97.2     98.5     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       17       21       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,423
COMMITMENTS
     480    2,956      636   18,895   16,754   20,011   20,346      412       77

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        -61)
       0     -526        0       11      465       11      -61      -72        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     14.5      3.1     92.5     82.0     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        1       29       34       31       38
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,728
COMMITMENTS
     632    1,410      134   12,962   12,166   13,728   13,710        0       18

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        231)
    -269      288      134      366     -191      231      231        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     10.3      1.0     94.4     88.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       22       23       24       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,869
COMMITMENTS
   3,566    2,800    1,294   38,153   40,963   43,013   45,057    2,856      812

CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST:        136)
    -120       30      106      144        0      130      136        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      6.1      2.8     83.2     89.3     93.8     98.2      6.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        6        5       34       37       42       44
```

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Updated February 19, 2010