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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,309
COMMITMENTS
     934      600       57   36,226   36,153   37,217   36,810       92      499

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -10,540)
    -185   -1,780       -7  -10,381   -9,074  -10,573  -10,861       33      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.6      0.2     97.1     96.9     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        3        1       38       43       41       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,932
COMMITMENTS
     100        0        0   23,718   23,722   23,818   23,722      114      210

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -6,625)
    -100        0        0   -6,550   -6,635   -6,650   -6,635       25       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.1     99.1     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       25       26       26       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,561
COMMITMENTS
     167      193       87    5,776    5,684    6,030    5,964    1,531    1,597

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,608)
    -348     -105      -86   -1,374   -1,803   -1,808   -1,994      200      386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.6      1.2     76.4     75.2     79.8     78.9     20.2     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       28       29       32       33
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,973
COMMITMENTS
     324      291      152    5,044    5,065    5,520    5,508      453      465

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,787)
    -121     -146     -153   -1,515   -1,495   -1,789   -1,794        2        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      4.9      2.5     84.4     84.8     92.4     92.2      7.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        4        4       42       48       47       55
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       14,941
COMMITMENTS
       0        0        0   14,641   14,941   14,641   14,941      300        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,690)
       0     -200        0   -2,780   -2,480   -2,780   -2,680       90      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.0    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       23       14       23       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      306,563
COMMITMENTS
  68,228   29,015   34,354  160,974  220,231  263,556  283,600   43,007   22,963

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,261)
   2,994     -260   -1,149       11   -1,726    1,856   -3,135   -4,117      874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      9.5     11.2     52.5     71.8     86.0     92.5     14.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      55       22       44       64       84      142      134
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,055
COMMITMENTS
     167      692      300   13,538   12,998   14,005   13,990       50       65

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,810)
    -258     -848     -275   -4,262   -3,687   -4,795   -4,810      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.9      2.1     96.3     92.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        6        2       42       44       45       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,556
COMMITMENTS
   1,595        0        0    3,391    5,256    4,986    5,256      570      300

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,562)
    -465        0      -25   -1,305   -1,537   -1,795   -1,562      233        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      0.0      0.0     61.0     94.6     89.7     94.6     10.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0       16       14       19       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      767,021
COMMITMENTS
 129,330  309,338  226,396  330,084  196,378  685,810  732,112   81,211   34,909

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      6,987)
    -873  -20,489    5,642   -1,154   24,908    3,615   10,061    3,372   -3,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     40.3     29.5     43.0     25.6     89.4     95.4     10.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      87       97      123       79       76      249      228
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,017
COMMITMENTS
       0        0        0   46,048   46,279   46,048   46,279    5,969    5,738

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,859)
     -55        0     -280   -4,456   -4,567   -4,791   -4,847      -68      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.5     89.0     88.5     89.0     11.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       15       18       15
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,779
COMMITMENTS
       0        0        0   43,453   50,686   43,453   50,686   10,326    3,093

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,829)
       0        0        0   -2,519   -2,418   -2,519   -2,418     -310     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     80.8     94.2     80.8     94.2     19.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      106,018
COMMITMENTS
       0   12,241    1,015   95,827   87,711   96,842  100,967    9,176    5,051

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -5,979)
       0     -244     -207   -4,453   -5,207   -4,660   -5,658   -1,319     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.5      1.0     90.4     82.7     91.3     95.2      8.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        3       20       24       23       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      146,912
COMMITMENTS
   8,111        0    6,014  118,711  133,264  132,836  139,278   14,076    7,634

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -7,194)
   1,469   -1,902     -565   -6,753   -3,930   -5,849   -6,397   -1,345     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      4.1     80.8     90.7     90.4     94.8      9.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       26       27       29       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,495,881
COMMITMENTS
 532,149  109,554  764,245  1176334  1598788  2472728  2472587   23,153   23,294

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:   -103,318)
  12,523    4,058  -39,503  -76,171  -71,536 -103,151 -106,981     -167    3,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      4.4     30.6     47.1     64.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      36       28       60      101       86      166      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      934,812
COMMITMENTS
 164,963   85,893  170,807  594,715  674,057  930,485  930,757    4,327    4,055

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     22,904)
  16,768   -9,830   14,070   -8,081   18,648   22,757   22,888      147       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      9.2     18.3     63.6     72.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      32       19       40       40       37       87       81
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,205
COMMITMENTS
     390      165      120    7,515    7,490    8,025    7,775      180      430

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.0      1.5     91.6     91.3     97.8     94.8      2.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       17       15       19       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,375
COMMITMENTS
      27      774      128    8,172    7,349    8,327    8,251       48      124

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,196)
      -1      -76       64   -1,250   -1,101   -1,187   -1,113       -9      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.2      1.5     97.6     87.7     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       25       26       28       30
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,322
COMMITMENTS
     100        0       19      813      961      932      980      390      342

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -730)
     -69      -30        1     -741     -715     -809     -744       79       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      1.4     61.5     72.7     70.5     74.1     29.5     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       12       19       14       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       46,646
COMMITMENTS
   7,204    1,334      880   34,794   42,586   42,878   44,800    3,768    1,846

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -982)
     316      126     -478   -1,074   -1,150   -1,236   -1,502      254      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      2.9      1.9     74.6     91.3     91.9     96.0      8.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        4       28       29       32       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,273
COMMITMENTS
       0      644       30   13,757   13,317   13,787   13,991    1,486    1,282

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -722)
       0      -50      -20   -1,107   -1,048   -1,127   -1,118      405      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.2     90.1     87.2     90.3     91.6      9.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       20       16       21       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,325
COMMITMENTS
     150    2,304      350   27,052   27,663   27,552   30,317    3,773    1,008

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -641)
     -14     -160        0     -706     -551     -720     -711       79       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.4      1.1     86.4     88.3     88.0     96.8     12.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       23       21       26       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,568
COMMITMENTS
     130      326       40    9,620   10,028    9,790   10,394    1,778    1,174

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -660)
     -60       -8        0     -637     -850     -697     -858       37      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.8      0.3     83.2     86.7     84.6     89.9     15.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       12       17       14
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,839
COMMITMENTS
      52      860       76   12,449   11,901   12,577   12,837    1,262    1,002

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -310)
     -80        0       64     -540     -754     -556     -690      246      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      6.2      0.5     90.0     86.0     90.9     92.8      9.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       23       17       24       19
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,845
COMMITMENTS
       0      510        0   45,335   45,015   45,335   45,525      510      320

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,756)
       0        0        0   -2,756   -2,946   -2,756   -2,946        0      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     98.9     98.2     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       10       11       11
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      638,686
COMMITMENTS
       0    9,360        0  638,686  629,326  638,686  638,686        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -57,152)
       0        0        0  -57,152  -57,152  -57,152  -57,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       10       13       11
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,657
COMMITMENTS
       0        0        0   30,295   30,657   30,295   30,657      362        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,225)
       0     -460        0   -2,587   -1,765   -2,587   -2,225      362        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,396
COMMITMENTS
       0        0        0   58,396   58,396   58,396   58,396        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,715)
       0        0        0   -4,692   -4,715   -4,692   -4,715      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       14       14       14       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,007,527
COMMITMENTS
       0        0        0  1007527  1007527  1007527  1007527        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -69,560)
       0        0        0  -69,560  -69,560  -69,560  -69,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       12       15       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      203,341
COMMITMENTS
     347        0        0  202,994  203,234  203,341  203,234        0      107

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -8,464)
    -506        0        0   -7,958   -8,441   -8,464   -8,441        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.8     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       20       25       21       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,584,041
COMMITMENTS
       0      408        0  3584041  3583633  3584041  3584041        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:   -136,208)
       0     -816        0 -136,208 -135,392 -136,208 -136,208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       19       27       19       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,660
COMMITMENTS
   5,208    1,600      132   55,320   58,418   60,660   60,150        0      510

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -3,667)
    -250     -115        0   -3,417   -3,807   -3,667   -3,922        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      2.6      0.2     91.2     96.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       24       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,134,411
COMMITMENTS
  29,405   69,060        0  1105006  1065351  1134411  1134411        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -54,144)
       0   -3,920        0  -54,144  -50,224  -54,144  -54,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      6.1      0.0     97.4     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        0       21       25       23       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,824
COMMITMENTS
   1,020      264      255   50,442   51,262   51,717   51,781      107       43

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -3,235)
    -575       41      -46   -2,591   -3,273   -3,212   -3,278      -23       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.5      0.5     97.3     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       20       19       21       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      968,183
COMMITMENTS
       0   47,405        0  968,183  920,778  968,183  968,183        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -57,904)
  -9,776    1,880   -1,880  -46,248  -57,904  -57,904  -57,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.0    100.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       20       19       20       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,238
COMMITMENTS
     672      300      148   27,013   27,484   27,833   27,932      405      306

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        122)
     190      300     -343      255      165      102      122       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.1      0.5     95.7     97.3     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        3       40       38       44       42
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,351
COMMITMENTS
     370        0      100   15,737   15,795   16,207   15,895      144      456

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -667)
     -75        0       35     -627     -667     -667     -632        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.6     96.2     96.6     99.1     97.2      0.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       20       14       22       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,542
COMMITMENTS
      60        0        0    7,216    7,060    7,276    7,060      266      482

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,644)
    -150        0      -45   -1,378   -1,577   -1,573   -1,622      -71      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     95.7     93.6     96.5     93.6      3.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       21       21       22       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,297
COMMITMENTS
       0        0        0    9,688    9,479    9,688    9,479      609      818

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -682)
       0        0        0     -796     -953     -796     -953      114      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.1     92.1     94.1     92.1      5.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       15       14       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,471,226
COMMITMENTS
 331,128  181,662  359,689  689,454  877,677  1380271  1419028   90,955   52,198

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     69,237)
  -2,056   11,028   54,638   12,827    2,439   65,409   68,105    3,828    1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     12.3     24.4     46.9     59.7     93.8     96.5      6.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     134       98      157       90       95      315      277
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      229,004
COMMITMENTS
  36,760   16,820    7,292  147,543  144,173  191,595  168,285   37,409   60,719

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -13,572)
   3,414     -340   -4,455  -14,641  -14,417  -15,682  -19,212    2,110    5,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      7.3      3.2     64.4     63.0     83.7     73.5     16.3     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       23       23       27       28
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,072
COMMITMENTS
     378      954      150   30,432   29,796   30,960   30,900      112      172

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -13,360)
    -150   -1,237        0  -13,055  -11,968  -13,205  -13,205     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.1      0.5     97.9     95.9     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        2       39       31       43       35
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,000
COMMITMENTS
   4,451   30,348    2,329   77,730   49,613   84,510   82,290    3,490    5,710

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        734)
       0      277      599      -21       28      578      904      156     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     34.5      2.6     88.3     56.4     96.0     93.5      4.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       10        9       26       23       37       35
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,920
COMMITMENTS
   4,425      640        0    9,465   13,145   13,890   13,785       30      135

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,275)
    -200       46        0   -2,080   -2,350   -2,280   -2,304        5       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      4.6      0.0     68.0     94.4     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       11       20       14       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       23,046
COMMITMENTS
  17,030    2,607      339    2,866   19,428   20,235   22,374    2,811      672

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -168)
      81      642       22     -122     -894      -19     -230     -149       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.9     11.3      1.5     12.4     84.3     87.8     97.1     12.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      85       16        8       20       29      111       50
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       39,620
COMMITMENTS
  27,198    1,416       57    6,592   36,744   33,847   38,217    5,773    1,403

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        640)
   1,354      257     -393     -406      679      555      543       85       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.6      3.6      0.1     16.6     92.7     85.4     96.5     14.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      86       12        2       20       36      106       50
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,115
COMMITMENTS
  88,071   13,341   22,463  136,791  222,778  247,325  258,582   22,790   11,533

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -11,199)
   3,006      -39   -1,771  -12,675   -7,493  -11,440   -9,303      241   -1,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      4.9      8.3     50.6     82.5     91.6     95.7      8.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      80       14       35       73       87      168      126
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,542
COMMITMENTS
   2,762    1,430      885    8,577    9,229   12,224   11,544    4,318    4,998

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -3,997)
    -310      261     -473   -3,360   -3,381   -4,143   -3,593      146     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      8.6      5.4     51.8     55.8     73.9     69.8     26.1     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        2        9        9       14       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,511
COMMITMENTS
     250      100      113    4,048    4,198    4,411    4,411      100      100

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,659)
     164     -100     -187   -1,599   -1,359   -1,622   -1,646      -37      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.2      2.5     89.7     93.1     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       20       22       23       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,584
COMMITMENTS
     400    2,133       15   44,196   43,226   44,611   45,374      973      210

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -11,618)
     170   -1,039        0  -11,773  -10,604  -11,603  -11,643      -15       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.7      0.0     97.0     94.8     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        1       33       33       35       36
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,355
COMMITMENTS
     750    3,525        0    6,215    3,830    6,965    7,355      390        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,352)
    -100        0        0   -1,492   -1,352   -1,592   -1,352      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     47.9      0.0     84.5     52.1     94.7    100.0      5.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       19       14       21       15
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,261
COMMITMENTS
     285        0      140   15,801   15,921   16,226   16,061       35      200

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,560)
  -1,576        0        0   -1,009   -2,640   -2,585   -2,640       25       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.9     97.2     97.9     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       27       21       30       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,752
COMMITMENTS
   1,206      570      730   11,642   12,059   13,578   13,359      174      393

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,212)
     595     -681      116   -2,773   -1,840   -2,062   -2,405     -150      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      4.1      5.3     84.7     87.7     98.7     97.1      1.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        3       27       32       32       36
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,148
COMMITMENTS
     315    2,291      189   11,527    9,632   12,031   12,112      117       36

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,650)
       0     -187        0   -2,677   -2,355   -2,677   -2,542       27     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     18.9      1.6     94.9     79.3     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        4        3       20       22       24       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,715
COMMITMENTS
   6,739    1,028    2,503   21,993   27,944   31,235   31,475      480      240

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,999)
    -140     -214     -183   -1,653   -1,556   -1,976   -1,953      -23      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      3.2      7.9     69.3     88.1     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        5       28       28       37       33
```

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Updated January 7, 2011