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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,217
COMMITMENTS
   1,724    1,879      163   33,261   33,138   35,148   35,180       69       37

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -7,838)
     332   -2,524       80   -8,221   -5,089   -7,809   -7,533      -29     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.3      0.5     94.4     94.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        2       39       44       42       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,724
COMMITMENTS
     469        0      295   27,858   28,219   28,622   28,514      102      210

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -3,282)
    -314        0      295   -3,278   -3,567   -3,297   -3,272       15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      1.0     97.0     98.2     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        1       29       37       32       38
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,483
COMMITMENTS
     146      216       55    3,915    4,203    4,116    4,474    1,367    1,009

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -569)
      24        0      -24     -283     -419     -283     -443     -286     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      3.9      1.0     71.4     76.7     75.1     81.6     24.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       18       20       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,718
COMMITMENTS
     545      151      130    6,848    7,100    7,523    7,381    1,195    1,337

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -339)
    -383      -64       10      280     -204      -93     -258     -246      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      1.7      1.5     78.6     81.4     86.3     84.7     13.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        2       39       39       43       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,962
COMMITMENTS
     495      318      297    5,720    5,896    6,512    6,511      450      451

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,268)
     -71      -27      -74   -1,109   -1,113   -1,254   -1,214      -14      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      4.6      4.3     82.2     84.7     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        5        6       47       53       54       61
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       13,198
COMMITMENTS
       0      525        0   12,653   12,633   12,653   13,158      545       40

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -3,783)
       0      300     -300   -3,533   -3,773   -3,833   -3,773       50      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      0.0     95.9     95.7     95.9     99.7      4.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       23       14       23       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      430,362
COMMITMENTS
  52,174   24,568   94,312  237,695  284,399  384,182  403,279   46,181   27,083

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -4,687)
  -4,216      596    5,261   -6,146   -8,431   -5,101   -2,574      415   -2,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      5.7     21.9     55.2     66.1     89.3     93.7     10.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      43       31       48       70       87      138      146
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,673
COMMITMENTS
     400    1,125      450   14,803   13,934   15,653   15,509       20      164

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -4,837)
     200     -181     -350   -4,707   -4,455   -4,857   -4,986       20      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      7.2      2.9     94.4     88.9     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        5        4       38       46       43       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,964
COMMITMENTS
   1,895        0       50    4,755    6,624    6,700    6,674      264      290

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,637)
      75        0      -25   -2,630   -2,467   -2,580   -2,492      -57     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      0.0      0.7     68.3     95.1     96.2     95.8      3.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        0        1       20       17       25       18
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,471
COMMITMENTS
   2,323      155      486    5,620    7,810    8,429    8,451       42       20

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      1.8      5.7     66.3     92.2     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1        7       12        9       15
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        3,781
COMMITMENTS
     158      225      189    2,396    1,815    2,743    2,229    1,038    1,552

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -345)
      -2      -22      -19     -343     -163     -364     -204       19     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      6.0      5.0     63.4     48.0     72.5     59.0     27.5     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       16       16       19       19
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      873,605
COMMITMENTS
 144,505  259,741  267,306  384,645  300,370  796,455  827,417   77,150   46,189

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -8,956)
  -9,814  -17,404   12,439   -9,075       15   -6,451   -4,951   -2,505   -4,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     29.7     30.6     44.0     34.4     91.2     94.7      8.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      76      103      131       92       81      253      242
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,197
COMMITMENTS
       0    1,495       88   36,292   38,876   36,380   40,459    9,817    5,738

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,511)
       0     -982        0       10   -1,650       10   -2,632   -2,521      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.2     78.6     84.2     78.7     87.6     21.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       15       16       16       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,079
COMMITMENTS
       0        0        0   45,360   41,629   45,360   41,629    6,719   10,450

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -5,978)
       0        0        0   -5,408   -5,562   -5,408   -5,562     -570     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.1     79.9     87.1     79.9     12.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       17       18       17
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       61,304
COMMITMENTS
       0        0        0   50,354   57,273   50,354   57,273   10,950    4,031

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,398)
       0        0        0   -2,164   -1,864   -2,164   -1,864      766      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.1     93.4     82.1     93.4     17.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       16       14       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,015
COMMITMENTS
   3,879    1,097    4,539   40,552   46,185   48,970   51,821   11,045    8,194

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -5,221)
   1,048   -1,184     -632   -7,292   -3,610   -6,876   -5,426    1,655      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.8      7.6     67.6     77.0     81.6     86.3     18.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       16       18       19
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,289
COMMITMENTS
   3,785        0    3,668   46,056   55,319   53,509   58,987   11,780    6,302

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -4,010)
    -876        0      -68   -3,107   -4,442   -4,051   -4,510       41      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.0      5.6     70.5     84.7     82.0     90.3     18.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       18       16       21       18
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,700,307
COMMITMENTS
  68,347  101,075  568,727  1057141  1024826  1694216  1694629    6,091    5,678

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     12,944)
  -1,760    5,635    6,721    9,448      652   14,409   13,009   -1,465      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.9     33.4     62.2     60.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      44       30       59       63       63      132      127
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       32,366
COMMITMENTS
   1,930   10,266   11,396   18,480   10,296   31,806   31,959      560      408

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:      1,061)
     318    1,455     -593    1,170        6      896      868      165      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     31.7     35.2     57.1     31.8     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        9        9       13       12       23       25
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      119,773
COMMITMENTS
       0   10,655    2,861  110,673  101,793  113,534  115,309    6,239    4,464

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -12,250)
       0     -712     -792  -10,977   -9,589  -11,769  -11,093     -481   -1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      2.4     92.4     85.0     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       28       31       31       34
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       98,262
COMMITMENTS
       0    1,165    1,305   89,818   90,584   91,123   93,054    7,139    5,208

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -5,133)
       0      -78      -18   -4,551   -4,659   -4,569   -4,755     -564     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      1.3     91.4     92.2     92.7     94.7      7.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       22       21       23       22
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,681
COMMITMENTS
   6,003        0    7,219  135,570  150,380  148,792  157,599   14,889    6,082

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -7,885)
   1,322        0     -157  -10,730   -7,298   -9,565   -7,455    1,680     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      4.4     82.8     91.9     90.9     96.3      9.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        2       29       32       31       34
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,613,514
COMMITMENTS
 491,623  133,547  802,089  1300422  1657196  2594134  2592832   19,380   20,682

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -80,030)
  10,126   -5,428  -28,594  -62,553  -47,294  -81,021  -81,316      991    1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      5.1     30.7     49.8     63.4     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      36       27       60      104       92      170      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      916,954
COMMITMENTS
  80,586  103,130  169,720  663,314  640,402  913,620  913,252    3,334    3,702

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:   -105,361)
 -10,288  -33,625  -29,101  -67,125  -42,872 -106,514 -105,598    1,153      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     11.2     18.5     72.3     69.8     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20       26       38       41       37       82       80
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        7,731
COMMITMENTS
     915      240       45    6,520    7,166    7,480    7,451      251      280

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:         82)
       0      -30       30       55      103       85      103       -2      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      3.1      0.6     84.3     92.7     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       15       15       17       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        6,217
COMMITMENTS
       0      924        0    6,058    5,039    6,058    5,963      159      254

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,663)
       0     -320        0   -1,651   -1,464   -1,651   -1,784      -12      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.9      0.0     97.4     81.1     97.4     95.9      2.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       26       23       26       24
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,203
COMMITMENTS
       0        0        0    2,174    2,179    2,174    2,179       29       24

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -822)
       0        0        0     -791     -831     -791     -831      -31        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     98.9     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       19       14       19
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,991
COMMITMENTS
      40       25       30    1,402    1,577    1,472    1,632      519      359

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -503)
      -7       25       15     -433     -417     -425     -377      -78     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.3      1.5     70.4     79.2     73.9     82.0     26.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       21       21       23
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      189,995
COMMITMENTS
   2,695      765   16,911  167,112  171,427  186,718  189,103    3,277      892

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -11,248)
    -645      103   -1,927   -8,789   -9,452  -11,362  -11,276      114       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.4      8.9     88.0     90.2     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        1        6       37       31       44       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,902
COMMITMENTS
       0      728       40   15,166   15,156   15,206   15,924    1,696      978

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -844)
       0      -46        0     -793     -706     -793     -752      -51      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.2     89.7     89.7     90.0     94.2     10.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       21       20       22       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,345
COMMITMENTS
     649        0        0    8,732    9,592    9,381    9,592    1,964    1,753

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.0     77.0     84.5     82.7     84.5     17.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       14       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,266
COMMITMENTS
       0    2,020      200   26,966   27,738   27,166   29,958    3,100      308

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -864)
       0     -126        0     -780     -718     -780     -844      -84      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      0.7     89.1     91.6     89.8     99.0     10.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       27       23       29       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,103
COMMITMENTS
     180      102      122   10,098   10,822   10,400   11,046    1,703    1,057

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -352)
    -100       16      -16     -171      -94     -287      -94      -65     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.8      1.0     83.4     89.4     85.9     91.3     14.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       21       17       23       19
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,410
COMMITMENTS
       0    1,100        0   26,155   25,055   26,155   26,155      255      255

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,604)
       0     -525        0   -2,859   -2,079   -2,859   -2,604      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.0     99.0     94.9     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,565
COMMITMENTS
      11      515      460   41,895   41,514   42,366   42,489    1,199    1,076

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,791)
      11       20      -45   -2,864   -2,716   -2,898   -2,741      107      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      1.1     96.2     95.3     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       27       23       29       25
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:        9,105
COMMITMENTS
       0        0        0    7,999    8,281    7,999    8,281    1,106      824

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -378)
       0        0        0     -482     -360     -482     -360      104      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.9     91.0     87.9     91.0     12.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       18       21       18
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,724
COMMITMENTS
       0      510        0   49,362   49,150   49,362   49,660      362       64

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,560)
       0      510        0   -1,602   -2,091   -1,602   -1,581       42       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     99.3     98.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       11       13       12
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      732,473
COMMITMENTS
       0    9,360        0  732,473  723,113  732,473  732,473        0        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -31,704)
       0    9,360        0  -31,704  -41,064  -31,704  -31,704        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0    100.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       10       16       11
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,297
COMMITMENTS
       0      880        0   35,297   34,417   35,297   35,297        0        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,562)
       0     -420        0   -2,562   -2,142   -2,562   -2,562        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       10       14       11
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,172
COMMITMENTS
     440        0        0   33,967   34,917   34,407   34,917      765      255

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:      1,278)
     440        0        0      838    1,278    1,278    1,278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     96.6     99.3     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15        9       16        9
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      509,812
COMMITMENTS
       0        0        0  509,812  509,812  509,812  509,812        0        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     23,624)
       0        0        0   23,624   23,624   23,624   23,624        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       14       13       14
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       67,301
COMMITMENTS
       0        0        0   67,257   67,301   67,257   67,301       44        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -4,095)
       0        0        0   -4,074   -4,095   -4,074   -4,095      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       17       15       17       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,146,387
COMMITMENTS
       0        0        0  1146387  1146387  1146387  1146387        0        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -75,480)
       0        0        0  -75,480  -75,480  -75,480  -75,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      210,548
COMMITMENTS
   1,431        0      315  208,802  210,082  210,548  210,397        0      151

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -3,470)
    -567        0      147   -3,050   -3,701   -3,470   -3,554        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.1     99.2     99.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       25       27       27       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,684,316
COMMITMENTS
       0    1,540        0  3684316  3682776  3684316  3684316        0        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:   -110,269)
       0   -2,040        0 -110,269 -108,229 -110,269 -110,269        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        0       23       25       23       26
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,635
COMMITMENTS
   1,422    2,030        0   58,213   57,350   59,635   59,380        0      255

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,643)
    -105     -105        0   -2,538   -2,538   -2,643   -2,643        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.4      0.0     97.6     96.2    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       26       20       28       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,143,537
COMMITMENTS
  28,790   64,200        0  1114747  1079337  1143537  1143537        0        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -48,437)
  -1,224   -2,040        0  -47,213  -46,397  -48,437  -48,437        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      5.6      0.0     97.5     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       26       25       28       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       55,954
COMMITMENTS
   1,100        0        0   54,810   55,699   55,910   55,699       44      255

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -3,276)
    -525        0        0   -2,751   -3,276   -3,276   -3,276        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     98.0     99.5     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       25       27       26       27
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:        9,719
COMMITMENTS
      88      440        0    9,077    9,024    9,165    9,464      554      255

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,068)
     -42     -210        0   -1,494     -858   -1,536   -1,068      468        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.5      0.0     93.4     92.8     94.3     97.4      5.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       14       15       15
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       36,923
COMMITMENTS
     510        0        0   35,839   36,094   36,349   36,094      574      829

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:        280)
       0        0        0       25      280       25      280      255        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     97.1     97.8     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       12       18       12
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      471,678
COMMITMENTS
       0   19,025        0  471,678  452,653  471,678  471,678        0        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -41,616)
       0  -10,200        0  -41,616  -31,416  -41,616  -41,616        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      0.0    100.0     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,049,052
COMMITMENTS
  19,786   27,265    7,610  1021656  1014177  1049052  1049052        0        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -59,206)
 -10,200    2,856   -2,856  -46,150  -59,206  -59,206  -59,206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.6      0.7     97.4     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       24       26       27       28
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,237
COMMITMENTS
     140        0      626   26,249   27,275   27,015   27,901    1,222      336

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:        548)
      60        0        0      251      521      311      521      237       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      2.2     93.0     96.6     95.7     98.8      4.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        0        4       37       35       42       39
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,268
COMMITMENTS
     475        0        0   14,529   14,647   15,004   14,647      264      621

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:        214)
      15        0      -15      154      219      154      204       60       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.0     95.2     95.9     98.3     95.9      1.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       14       17       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,236
COMMITMENTS
       0        0        0    8,594    8,254    8,594    8,254      642      982

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,008)
       0        0        0   -1,045   -1,153   -1,045   -1,153       37      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.0     89.4     93.0     89.4      7.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       25       19       25       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,058
COMMITMENTS
       0        0        0    9,712    9,391    9,712    9,391      346      667

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -585)
       0        0        0     -501     -500     -501     -500      -84      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.6     93.4     96.6     93.4      3.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       21       21       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,775,978
COMMITMENTS
 347,698  139,472  928,019  1404281  1626386  2679998  2693877   95,980   82,102

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     55,125)
  16,213   12,540   23,850   12,678   20,329   52,741   56,720    2,384   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      5.0     33.4     50.6     58.6     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     177      123      211       97      108      386      348
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,095
COMMITMENTS
  71,109   13,340   31,973   55,361  109,781  158,442  155,094      653    4,001

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,762)
  -1,717    1,222   -1,370    1,253   -1,674   -1,834   -1,822       71       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7      8.4     20.1     34.8     69.0     99.6     97.5      0.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6       11        9       24       26       35       41
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      231,622
COMMITMENTS
  27,164   13,688   14,455  152,348  152,246  193,967  180,389   37,655   51,233

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -16,721)
   2,356   -2,032   -1,923  -15,010   -9,481  -14,577  -13,436   -2,144   -3,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      5.9      6.2     65.8     65.7     83.7     77.9     16.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        2        5       25       25       32       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      147,060
COMMITMENTS
  19,552    6,005   39,820   84,048   97,644  143,420  143,469    3,641    3,591

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:        780)
   1,383     -864      494     -986    1,257      892      887     -112     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      4.1     27.1     57.2     66.4     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      29       13       32       26       27       68       59
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      597,212
COMMITMENTS
  40,798    3,553  100,966  441,319  480,139  583,082  584,657   14,129   12,554

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -31,139)
  -4,739     -397   -6,603  -19,858  -24,133  -31,200  -31,133       61       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.6     16.9     73.9     80.4     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9        3       12       37       38       49       50
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,307
COMMITMENTS
     158    2,894       58   34,896   32,107   35,112   35,059      195      248

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -9,386)
      50     -845     -250   -9,256   -8,366   -9,456   -9,461       70       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      8.2      0.2     98.8     90.9     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        7        2       36       39       39       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      107,502
COMMITMENTS
   8,486   36,106    4,493   90,549   61,982  103,528  102,581    3,974    4,921

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:        584)
       0    2,068      138       97   -1,705      235      501      349       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     33.6      4.2     84.2     57.7     96.3     95.4      3.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       12       14       27       26       42       43
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,078
COMMITMENTS
   2,735    2,819    4,152   27,549   27,625   34,436   34,596    2,642    2,482

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:      1,190)
     500        0      196      328    1,089    1,024    1,285      166      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      7.6     11.2     74.3     74.5     92.9     93.3      7.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        4       15       16       21       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,318
COMMITMENTS
   4,750      550        0   11,518   15,718   16,268   16,268       50       50

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,385)
    -548     -200        0   -1,710   -2,160   -2,258   -2,360     -127      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      3.4      0.0     70.6     96.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        0       18       21       20       24
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,240
COMMITMENTS
  19,168    2,461    1,022    4,824   23,987   25,013   27,470    3,227      770

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:      1,047)
     861      342     -123      118      848      856    1,067      191      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.9      8.7      3.6     17.1     84.9     88.6     97.3     11.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      82       18        6       24       33      110       55
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       39,384
COMMITMENTS
  28,585      930      203    4,988   37,062   33,776   38,194    5,608    1,190

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:        497)
     406      166       17     -191      130      232      313      265      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.6      2.4      0.5     12.7     94.1     85.8     97.0     14.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      99        8        2       16       37      115       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      313,579
COMMITMENTS
  72,478   14,191   45,850  175,907  240,049  294,235  300,090   19,344   13,489

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:      1,343)
    -969     -270      513    4,272    1,473    3,816    1,716   -2,473     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      4.5     14.6     56.1     76.6     93.8     95.7      6.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      59       31       46       81       83      171      135
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,962
COMMITMENTS
   2,518      519    1,128   14,561   15,582   18,207   17,229    3,755    4,733

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,749)
     -31     -192     -499     -990   -1,323   -1,520   -2,014   -1,229     -735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      2.4      5.1     66.3     70.9     82.9     78.4     17.1     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       18       21       22       24
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,996
COMMITMENTS
     222      310        0    4,640    4,573    4,862    4,883      134      113

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,776)
     -28      178     -322   -1,359   -1,645   -1,709   -1,789      -67       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.2      0.0     92.9     91.5     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        0       25       27       27       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       48,312
COMMITMENTS
     260      461       38   46,774   47,333   47,072   47,832    1,240      480

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -8,342)
    -480     -399        0   -7,793   -7,893   -8,273   -8,292      -69      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.0      0.1     96.8     98.0     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       34       31       36       32
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,079
COMMITMENTS
     400        0        0   14,429   15,079   14,829   15,079      250        0

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -4,120)
    -200        0        0   -3,915   -4,120   -4,115   -4,120       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.0     95.7    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       20       20       20
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,099
COMMITMENTS
     650      150        0    5,049    5,799    5,699    5,949      400      150

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,037)
       0      -50        0   -1,167   -1,137   -1,167   -1,187      130      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      2.5      0.0     82.8     95.1     93.4     97.5      6.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        0       24       23       27       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,137
COMMITMENTS
   1,830        0        0   13,017   14,542   14,847   14,542      290      595

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -3,162)
  -1,954        0        0     -978   -3,062   -2,932   -3,062     -230     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      0.0      0.0     86.0     96.1     98.1     96.1      1.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       30       19       33       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,911
COMMITMENTS
     886      830      203   13,031   13,410   14,120   14,443      791      468

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -2,317)
    -139      -93      -12   -2,101   -2,107   -2,252   -2,212      -65     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.6      1.4     87.4     89.9     94.7     96.9      5.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        2       28       30       33       33
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,037
COMMITMENTS
       0    1,510      114   12,771   11,225   12,885   12,849      152      188

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -3,285)
       0      520     -298   -2,758   -3,242   -3,056   -3,020     -229     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.6      0.9     98.0     86.1     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        5        2       23       24       25       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,881
COMMITMENTS
   4,985    1,380    1,364   24,106   27,905   30,455   30,649      426      232

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -952)
   1,107     -176      192     -457     -645      842     -629   -1,794     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      4.5      4.4     78.1     90.4     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        3        6       33       31       42       38
```

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Updated November 5, 2010