```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,401
COMMITMENTS
   1,803      675        0   33,468   34,701   35,271   35,376      130       25

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -9,344)
       0        0        0   -9,139   -9,142   -9,139   -9,142     -205     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.9      0.0     94.5     98.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        0       35       37       36       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,798
COMMITMENTS
       0        0        0   18,701   18,648   18,701   18,648       97      150

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,407)
     -50        0        0   -2,412   -2,512   -2,462   -2,512       55      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     99.2     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       25       26       25
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,015
COMMITMENTS
     505      216      114    5,126    5,443    5,745    5,773    1,270    1,242

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -412)
     128        0     -128     -856     -455     -856     -583      444      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      3.1      1.6     73.1     77.6     81.9     82.3     18.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       19       21       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,909
COMMITMENTS
     207      221        0    8,234    8,624    8,441    8,845    1,468    1,064

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,223)
    -451      -75      -55   -2,076   -2,298   -2,582   -2,428      359      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.2      0.0     83.1     87.0     85.2     89.3     14.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        0       38       43       39       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,611
COMMITMENTS
      30      141       28    6,940    6,931    6,998    7,100      613      511

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,275)
     -50       21      -46   -2,113   -2,267   -2,209   -2,292      -66       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.9      0.4     91.2     91.1     91.9     93.3      8.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        1       46       52       48       55
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,702
COMMITMENTS
       0        0        0    8,697    8,662    8,697    8,662        5       40

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,485)
       0        0        0   -1,480   -1,525   -1,480   -1,525       -5       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     99.5     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       17       17       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      367,166
COMMITMENTS
  66,617   19,843   53,134  194,364  261,285  314,115  334,263   53,051   32,903

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      7,330)
   7,876    2,027    4,221  -10,998   -1,098    1,099    5,150    6,231    2,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      5.4     14.5     52.9     71.2     85.6     91.0     14.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      51       21       38       70       85      142      129
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       80,303
COMMITMENTS
   2,601    6,539   21,544   50,722   48,170   74,866   76,253    5,437    4,050

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -5,679)
     650     -858   -1,935   -5,149   -3,078   -6,435   -5,871      755      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.1     26.8     63.2     60.0     93.2     95.0      6.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        8       12       12       20       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,474
COMMITMENTS
     996      250      425   14,096   14,971   15,517   15,646      957      828

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -6,361)
       0      -60     -200   -4,738   -6,353   -4,938   -6,613   -1,423      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      1.5      2.6     85.6     90.9     94.2     95.0      5.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        3        5       34       46       42       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,100
COMMITMENTS
     225      300       75   15,636   14,760   15,936   15,135    1,164    1,965

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,367)
    -150        0     -300   -1,855   -2,027   -2,305   -2,327      -62      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.8      0.4     91.4     86.3     93.2     88.5      6.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       22       16       23       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,675
COMMITMENTS
       0      200        0    1,625      900    1,625    1,100       50      575

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.9      0.0     97.0     53.7     97.0     65.7      3.0     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       11        9       11       11
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      905,434
COMMITMENTS
 144,439  220,882  330,445  351,193  312,012  826,077  863,339   79,357   42,094

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     23,496)
   3,170    7,110   13,064    2,654     -530   18,887   19,643    4,609    3,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     24.4     36.5     38.8     34.5     91.2     95.4      8.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      72       85      118       85       72      237      208
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,418
COMMITMENTS
   2,647        0    1,285   53,649   55,562   57,581   56,847    7,837    8,571

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -4,084)
    -356        0       47   -5,449   -3,693   -5,758   -3,646    1,674     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      2.0     82.0     84.9     88.0     86.9     12.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       19       20       21       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,250
COMMITMENTS
     826    2,469      400   58,523   56,136   59,749   59,005   11,501   12,245

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -6,206)
  -1,077     -400        0   -5,402   -6,109   -6,479   -6,509      273      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.5      0.6     82.1     78.8     83.9     82.8     16.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       24       25       26       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,468
COMMITMENTS
       0        0        0   67,950   74,351   67,950   74,351   11,518    5,117

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -3,720)
       0        0        0   -2,484   -2,493   -2,484   -2,493   -1,236   -1,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     85.5     93.6     85.5     93.6     14.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       20       19       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,043
COMMITMENTS
   7,070        0    2,536   72,305   83,968   81,911   86,504   10,132    5,539

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -5,401)
    -952        0       57   -3,426   -4,182   -4,321   -4,125   -1,080   -1,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      2.8     78.6     91.2     89.0     94.0     11.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        3       23       26       26       29
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,870
COMMITMENTS
     957    3,422    4,457   81,993   74,311   87,407   82,190    6,463   11,680

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -5,162)
     292     -746     -437   -4,838   -5,678   -4,983   -6,861     -179    1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.6      4.7     87.3     79.2     93.1     87.6      6.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       14       21       17       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,601
COMMITMENTS
  10,401    2,543    3,804   66,688   78,832   80,893   85,179   11,708    7,422

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -7,284)
    -554      -55   -1,345   -5,601   -5,335   -7,500   -6,735      216     -549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      2.7      4.1     72.0     85.1     87.4     92.0     12.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       21       24       25       27
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,578,696
COMMITMENTS
  53,549  102,302  511,768  1009524  960,301  1574841  1574372    3,855    4,324

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     22,355)
     930    5,486   11,303   11,557    6,925   23,791   23,714   -1,436   -1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      6.5     32.4     63.9     60.8     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      39       29       53       55       57      115      118
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,678
COMMITMENTS
       0    1,180        0   88,974   86,643   88,974   87,823    3,704    4,855

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -7,688)
       0     -620        0   -8,468   -6,665   -8,468   -7,285      780     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     96.0     93.5     96.0     94.8      4.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       17       16       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      198,628
COMMITMENTS
   5,507    8,455    4,754  178,354  178,456  188,615  191,665   10,013    6,963

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -15,975)
    -886     -781     -592  -13,170  -15,215  -14,648  -16,588   -1,327      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.3      2.4     89.8     89.8     95.0     96.5      5.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        5       39       36       46       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      143,787
COMMITMENTS
   1,989    1,086    3,297  126,466  134,542  131,752  138,925   12,035    4,862

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -7,980)
     215     -945     -308   -7,468   -6,375   -7,561   -7,628     -419     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.8      2.3     88.0     93.6     91.6     96.6      8.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       25       25       28       28
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,938
COMMITMENTS
   6,791      662   11,547  203,692  215,081  222,030  227,290   12,908    7,648

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,874)
  -2,221      662      666    4,294   -1,288    2,739       40   -5,613   -2,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.3      4.9     86.7     91.5     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        4       35       37       39       41
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,862,272
COMMITMENTS
 707,716   75,822  860,965  1262551  1908468  2831232  2845255   31,040   17,017

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:   -194,978)
  43,529   -4,259  -88,391 -143,565  -99,181 -188,427 -191,831   -6,551   -3,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      2.6     30.1     44.1     66.7     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      45       20       58      103       95      169      157
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      891,391
COMMITMENTS
 128,974  196,509  144,378  612,716  548,031  886,068  888,918    5,323    2,473

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      1,975)
   6,544      -21    4,062   -8,745   -1,265    1,861    2,776      114     -801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     22.0     16.2     68.7     61.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       25       40       40       37       87       82
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,487
COMMITMENTS
       0      810        0    2,378    1,524    2,378    2,334      109      153

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,455)
     -86     -150      -42   -1,308   -1,275   -1,436   -1,467      -19       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     32.6      0.0     95.6     61.3     95.6     93.8      4.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       12       15       12       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      126,734
COMMITMENTS
     804      629    6,142  118,325  119,562  125,270  126,332    1,464      402

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -7,149)
    -918     -244     -797   -5,976   -6,037   -7,691   -7,078      542      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.5      4.8     93.4     94.3     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        7       34       33       42       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       22,650
COMMITMENTS
       3    1,151      517   21,155   19,584   21,675   21,252      975    1,398

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,115)
       3       12      -51   -1,170   -1,148   -1,218   -1,187      103       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      2.3     93.4     86.5     95.7     93.8      4.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       23       19       26       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,271
COMMITMENTS
       0    1,270      480   28,802   28,833   29,282   30,583    1,989      688

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -410)
       0      -10      -10     -598     -688     -608     -708      198      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.1      1.5     92.1     92.2     93.6     97.8      6.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       26       19       28       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,038
COMMITMENTS
     720        0        0   10,118   11,470   10,838   11,470    2,200    1,568

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -332)
       0        0        0   -1,380     -556   -1,380     -556    1,048      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      0.0     77.6     88.0     83.1     88.0     16.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       15       16       15
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,636
COMMITMENTS
      54        5      726   43,762   43,820   44,542   44,551    1,094    1,085

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,274)
       1        5      -11   -1,948   -2,054   -1,958   -2,060      684      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      1.6     95.9     96.0     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       21       23       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| 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:       11,208
COMMITMENTS
       0        0        0   10,078   10,364   10,078   10,364    1,130      844

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -554)
       0        0        0     -726     -520     -726     -520      172      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.9     92.5     89.9     92.5     10.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       16       18       16
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       55,508
COMMITMENTS
       0        0        0   55,508   55,166   55,508   55,166        0      342

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -3,080)
       0        0        0   -3,080   -3,080   -3,080   -3,080        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       14        8       14        8
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       49,744
COMMITMENTS
       0      400        0   49,119   49,244   49,119   49,644      625      100

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,750)
    -220        0        0   -2,420   -2,750   -2,640   -2,750     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     98.7     99.0     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18        8       18        9
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      822,066
COMMITMENTS
       0   31,040        0  822,066  791,026  822,066  822,066        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -33,712)
       0        0        0  -33,712  -33,712  -33,712  -33,712        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:       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 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       91,298
COMMITMENTS
       0    4,345        0   90,498   86,153   90,498   90,498      800      800

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -6,514)
       0     -930        0   -6,514   -5,544   -6,514   -6,474        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      0.0     99.1     94.4     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       16       13       16       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,537,250
COMMITMENTS
       0   65,910        0  1537250  1471340  1537250  1537250        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -78,792)
       0   -3,920        0  -78,792  -74,872  -78,792  -78,792        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       12       16       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      168,419
COMMITMENTS
   5,375        0        0  163,044  167,814  168,419  167,814        0      605

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -9,246)
    -842        0        0   -8,364   -9,136   -9,206   -9,136      -40     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.0     96.8     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       22       25       24       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,708,942
COMMITMENTS
  98,893        0        0  2610049  2708942  2708942  2708942        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:   -115,248)
  -4,312        0        0 -110,936 -115,248 -115,248 -115,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.0     96.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       20       22       23       22
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       61,096
COMMITMENTS
      80    3,090        0   61,016   57,750   61,096   60,840        0      256

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,222)
       0        0        0   -2,200   -2,222   -2,200   -2,222      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.1      0.0     99.9     94.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       16       19       17
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,008,456
COMMITMENTS
       0   79,915        0  1008456  928,541  1008456  1008456        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -26,264)
       0   -1,960        0  -26,264  -24,304  -26,264  -26,264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       14       14       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       57,176
COMMITMENTS
   5,130      515       45   51,746   56,576   56,921   57,136      255       40

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -924)
       0      -44        0     -924     -880     -924     -924        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.9      0.1     90.5     99.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       22       28       24       30
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,038,064
COMMITMENTS
 105,180   35,400        0  932,884  1002664  1038064  1038064        0        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -19,992)
       0        0        0  -19,992  -19,992  -19,992  -19,992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      3.4      0.0     89.9     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        0       23       23       25       25
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,986
COMMITMENTS
     457        0       21   21,556   22,670   22,034   22,691      952      295

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        770)
     165        0        0      584      770      749      770       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.1     93.8     98.6     95.9     98.7      4.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       31       33       33       34
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,876
COMMITMENTS
       0      317      180   12,457   12,244   12,637   12,741      239      135

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,783)
       0      135      -65   -1,375   -1,702   -1,440   -1,632     -343     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      1.4     96.7     95.1     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       22       20       23
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,875
COMMITMENTS
       0        0        0    6,190    6,613    6,190    6,613    1,685    1,262

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,628)
       0        0        0   -1,016   -1,047   -1,016   -1,047     -612     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     78.6     84.0     78.6     84.0     21.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       17       22       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,514,518
COMMITMENTS
 284,666  102,218  779,188  1353505  1550081  2417359  2431488   97,158   83,030

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     76,488)
  20,508      802   37,031   10,375   33,468   67,915   71,301    8,573    5,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      4.1     31.0     53.8     61.6     96.1     96.7      3.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     146       89      173       85       97      316      284
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       91,986
COMMITMENTS
   3,147   22,212   16,987   68,600   49,646   88,734   88,845    3,252    3,141

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      4,506)
  -1,409      151    1,295    4,597    3,163    4,483    4,610       23     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     24.1     18.5     74.6     54.0     96.5     96.6      3.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        9       11       19       19       30       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,580
COMMITMENTS
  36,759   25,864    1,677  142,397  131,789  180,833  159,330   27,747   49,250

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -12,236)
  -2,563   -5,628     -139  -15,294  -14,372  -17,996  -20,139    5,760    7,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     12.4      0.8     68.3     63.2     86.7     76.4     13.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        4       27       27       33       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      162,559
COMMITMENTS
  30,703    5,334   35,775   92,232  117,479  158,710  158,588    3,849    3,971

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      2,892)
     359     -348    1,012    1,550    2,215    2,922    2,879      -29       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      3.3     22.0     56.7     72.3     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      24       10       25       23       23       56       49
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      610,047
COMMITMENTS
  35,604      756   65,719  482,935  518,459  584,259  584,933   25,788   25,113

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -35,521)
  -3,412      -42   -7,749  -30,839  -35,312  -42,000  -43,104    6,479    7,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.1     10.8     79.2     85.0     95.8     95.9      4.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        1        8       32       33       40       41
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,492
COMMITMENTS
      25    1,155      200   66,787   65,692   67,012   67,047      480      445

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:    -19,263)
     -75     -150        0  -18,605  -18,893  -18,680  -19,043     -583     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      0.3     99.0     97.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        4        2       48       49       51       54
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,006
COMMITMENTS
  19,209   29,265    8,319   99,975   86,734  127,503  124,318    5,503    8,688

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      2,662)
   4,603   -1,900   -1,156   -1,005    3,363    2,442      307      220    2,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     22.0      6.3     75.2     65.2     95.9     93.5      4.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       12       12       24       24       42       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,526
COMMITMENTS
     916    2,641    5,913   25,795   24,065   32,624   32,619    1,902    1,907

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        982)
     255        0       45      707      877    1,007      922      -25       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      7.6     17.1     74.7     69.7     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        4       16       18       21       24
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,070
COMMITMENTS
       0    2,130        0   36,070   33,851   36,070   35,981        0       89

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -4,741)
       0        0        0   -4,726   -4,696   -4,726   -4,696      -15      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      0.0    100.0     93.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        0       25       34       25       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,379
COMMITMENTS
  16,060    1,942      322    4,063   20,470   20,445   22,734    2,934      645

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:        977)
     -38     -170      140      499      778      601      748      376      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7      8.3      1.4     17.4     87.6     87.5     97.2     12.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      89       16        5       19       27      111       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       33,582
COMMITMENTS
  21,663    1,285      273    6,265   30,858   28,201   32,416    5,381    1,166

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:      1,109)
     612     -507     -213      489    1,647      888      927      221      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.5      3.8      0.8     18.7     91.9     84.0     96.5     16.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      80        9        3       18       30      101       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      274,652
COMMITMENTS
  86,135   13,845   32,593  133,225  211,546  251,953  257,984   22,699   16,668

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     13,964)
  14,988     -123    2,244   -9,978    7,853    7,254    9,974    6,710    3,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      5.0     11.9     48.5     77.0     91.7     93.9      8.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      69       23       47       74       82      168      134
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,379
COMMITMENTS
   1,374        0      495   14,330   14,979   16,199   15,474    5,180    5,905

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,884)
    -719        0     -168   -1,240   -2,304   -2,127   -2,472      243      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      2.3     67.0     70.1     75.8     72.4     24.2     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       13       14       15       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,791
COMMITMENTS
   1,206        0      266    5,746    7,335    7,218    7,601      573      190

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,756)
    -375        0      -50   -1,256   -1,781   -1,681   -1,831      -75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      0.0      3.4     73.8     94.1     92.6     97.6      7.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        2       25       30       29       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,437
COMMITMENTS
     750        0      690   35,416   37,552   36,856   38,242    1,581      195

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -4,464)
       0        0        0   -4,480   -4,214   -4,480   -4,214       16     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      1.8     92.1     97.7     95.9     99.5      4.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       35       25       37       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,796
COMMITMENTS
   2,425        0        0   17,260   19,196   19,685   19,196      111      600

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -3,830)
    -230        0        0   -3,651   -3,830   -3,881   -3,830       51        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      0.0      0.0     87.2     97.0     99.4     97.0      0.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       14       23       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,703
COMMITMENTS
   2,484        0        0   11,219   12,862   13,703   12,862        0      841

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,758)
    -500      -50        0   -1,258   -1,506   -1,758   -1,556        0     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      0.0      0.0     81.9     93.9    100.0     93.9      0.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        0       21       22       24       22
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,457
COMMITMENTS
     230        0        0    2,372    2,602    2,602    2,602      855      855

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:       -471)
      -5      -63        0     -318     -498     -323     -561     -148       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      0.0     68.6     75.3     75.3     75.3     24.7     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       15       14       15
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,430
COMMITMENTS
       0        0        0   11,915   12,430   11,915   12,430      515        0

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,785)
       0        0        0   -2,700   -2,680   -2,700   -2,680      -85     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.9    100.0     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       15       16       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,101
COMMITMENTS
     708       96      150   14,930   15,724   15,788   15,970      313      131

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,212)
    -393        0       -7   -1,835   -2,283   -2,235   -2,290       23       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.6      0.9     92.7     97.7     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        1       28       32       31       34
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,803
COMMITMENTS
   1,121      356        0    9,682   10,382   10,803   10,738        0       65

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -1,115)
    -403     -107        0     -612     -881   -1,015     -988     -100     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      3.3      0.0     89.6     96.1    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       19       21       22       22
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,374
COMMITMENTS
   7,355    1,716      856   39,913   47,043   48,124   49,615    2,250      759

CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST:     -2,275)
     112      225     -439   -2,487   -2,607   -2,814   -2,821      539      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      3.4      1.7     79.2     93.4     95.5     98.5      4.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        3       34       37       41       42
```

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Updated January 8, 2010