```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,472
COMMITMENTS
     945      490        0   43,178   43,783   44,123   44,273      349      199

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      3,554)
       0      115        0    3,314    3,241    3,314    3,356      240      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.1      0.0     97.1     98.5     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        0       38       37       39       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,963
COMMITMENTS
     250      120       50   22,588   22,673   22,888   22,843       75      120

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        232)
       0        0        0      353      212      353      212     -121       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.5      0.2     98.4     98.7     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       30       30       32       32
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,629
COMMITMENTS
     277      216      472    6,219    6,243    6,968    6,931      661      698

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         93)
       0        0        0      106       70      106       70      -13       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      2.8      6.2     81.5     81.8     91.3     90.9      8.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       27       24       28       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,121
COMMITMENTS
     198      206      604   10,152   10,163   10,954   10,973    1,167    1,148

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        351)
     -12       52        2      329      195      319      249       32      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.7      5.0     83.8     83.8     90.4     90.5      9.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        3        6       39       42       45       48
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,573
COMMITMENTS
      23      201       59    8,833    8,650    8,915    8,910      658      663

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        570)
      10       46       27      606      606      643      679      -73     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.1      0.6     92.3     90.4     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        4        3       50       54       53       59
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,292
COMMITMENTS
      97        0      113    4,595    4,935    4,805    5,048    1,487    1,244

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      1.8     73.0     78.4     76.4     80.2     23.6     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       19       17       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,237
COMMITMENTS
     810        0        0    2,003    2,898    2,813    2,898      424      339

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        166)
      60        0        0      169      248      229      248      -63      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      0.0      0.0     61.9     89.5     86.9     89.5     13.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       19       21       20       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,352
COMMITMENTS
       0        0        0    1,483    1,442    1,483    1,442      869      910

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          5)
       0        0        0        8       10        8       10       -3       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     63.1     61.3     63.1     61.3     36.9     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       14       12       14
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:        8,939
COMMITMENTS
       0        0        0    8,939    8,939    8,939    8,939        0        0

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      385      385      385      385      -60      -60

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:       25)
       0        0        0       23       19       23       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      370,522
COMMITMENTS
  50,596   17,181   71,687  204,744  253,773  327,028  342,642   43,494   27,880

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      4,558)
  -1,246     -390    6,116      428    1,202    5,298    6,928     -740   -2,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      4.6     19.3     55.3     68.5     88.3     92.5     11.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      43       24       51       68       75      135      134
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       87,479
COMMITMENTS
     893    5,593   26,258   53,777   50,732   80,928   82,583    6,551    4,896

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        893)
    -112      628      435      564     -161      886      902        6       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.4     30.0     61.5     58.0     92.5     94.4      7.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        8       13       13       21       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       23,818
COMMITMENTS
     800       45      450   22,085   21,983   23,335   22,478      483    1,340

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      1,478)
     100       45      -25    1,427    1,282    1,502    1,302      -24      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.2      1.9     92.7     92.3     98.0     94.4      2.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        1        2       41       50       45       53
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,075
COMMITMENTS
     905    1,800      100   20,730   21,015   21,735   22,915    2,340    1,160

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        625)
       0        0        0      625      625      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      7.5      0.4     86.1     87.3     90.3     95.2      9.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        1       25       27       29       29
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,991
COMMITMENTS
   6,079       50      546   12,126   16,313   18,751   16,909      240    2,082

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        -33)
       0        0     -150      117        0      -33     -150        0      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      0.3      2.9     63.9     85.9     98.7     89.0      1.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       11       16       15       18
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        2,192
COMMITMENTS
       0       50        0    2,050    2,052    2,050    2,102      142       90

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         40)
       0        0        0        0        0        0        0       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      0.0     93.5     93.6     93.5     95.9      6.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       18       15       19
 
 
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE        Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        7,982
COMMITMENTS
       0        0        0    7,214    7,685    7,214    7,685      768      297

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      -90       55      -90       55      150        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.4     96.3     90.4     96.3      9.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      969,151
COMMITMENTS
 155,282  244,521  338,208  380,921  340,412  874,411  923,141   94,740   46,010

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:    -23,911)
  -1,444   -1,279  -11,158   -4,780   -8,640  -17,382  -21,077   -6,529   -2,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     25.2     34.9     39.3     35.1     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
     101      106      127       89       73      264      241
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,956
COMMITMENTS
   1,058      297    2,303   69,772   73,040   73,133   75,640    7,823    5,316

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        154)
     428        0      -31      -60      185      337      154     -183        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.4      2.8     86.2     90.2     90.3     93.4      9.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       24       26       27       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,103
COMMITMENTS
     662    5,827    2,908   39,148   25,904   42,718   34,639    7,385   15,464

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        904)
       0     -397       29      984      487    1,013      119     -109      785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     11.6      5.8     78.1     51.7     85.3     69.1     14.7     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       18       18       21       22
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,133
COMMITMENTS
   2,870        0      586   65,519   64,099   68,975   64,685    7,158   11,448

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         36)
       0        0        0       10      -24       10      -24       26       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      0.8     86.1     84.2     90.6     85.0      9.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       26       28       29       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,345
COMMITMENTS
       0        0        0   76,405   80,061   76,405   80,061   10,940    7,284

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        274)
       0        0        0      269      305      269      305        5      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.5     91.7     87.5     91.7     12.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       24       23       24       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,291
COMMITMENTS
   1,632    1,644    4,603   76,967   78,636   83,202   84,883    7,089    5,408

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        851)
    -436   -1,749     -620    1,354    2,176      298     -193      553    1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.8      5.1     85.2     87.1     92.1     94.0      7.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        3       28       27       31       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,840
COMMITMENTS
       0    4,583    6,389   98,686   92,455  105,075  103,427    5,765    7,413

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:       -133)
       0    1,062     -797      925     -339      128      -74     -261      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.1      5.8     89.0     83.4     94.8     93.3      5.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        3       19       28       22       31
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,822
COMMITMENTS
       0    5,453    2,265   30,475   22,807   32,740   30,525    3,082    5,297

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        416)
       0      -28      160      256      200      416      332        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.2      6.3     85.1     63.7     91.4     85.2      8.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       16       13       18       15
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,120
COMMITMENTS
  11,943    3,487   10,679   47,195   52,131   69,817   66,297    4,303    7,823

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -1,758)
  -2,229      604     -215      706   -1,543   -1,738   -1,154      -20     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      4.7     14.4     63.7     70.3     94.2     89.4      5.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       15       17       18       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,830
COMMITMENTS
       0        0        0   34,933   42,949   34,933   42,949   15,897    7,881

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        424)
       0        0        0      302      604      302      604      122     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     68.7     84.5     68.7     84.5     31.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       18       20       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,573
COMMITMENTS
   5,591    2,477    4,575   83,490   87,227   93,656   94,279    5,917    5,294

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      5,517)
     604      904     -413    8,369    5,151    8,560    5,642   -3,043     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      2.5      4.6     83.8     87.6     94.1     94.7      5.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        5       29       34       34       39
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,008,095
COMMITMENTS
  58,772  148,950  679,588  1265875  1175715  2004234  2004253    3,861    3,842

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     54,180)
   9,599    3,555   19,892   25,674   31,371   55,164   54,818     -985     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      7.4     33.8     63.0     58.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      45       33       66       62       65      133      139
 
 
TETCO M-3 INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       20,304
COMMITMENTS
     300        0        0   19,030   18,970   19,330   18,970      974    1,334

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     93.7     93.4     95.2     93.4      4.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       11       14       12       14
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,059
COMMITMENTS
   1,023    8,084    2,835   56,060   44,113   59,918   55,032    4,141    9,027

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      1,535)
      12    1,546     -323    1,846      312    1,535    1,535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     12.6      4.4     87.5     68.9     93.5     85.9      6.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       13       16       15       18
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,839
COMMITMENTS
     884    4,240      976  115,967  111,095  117,827  116,311    2,012    3,528

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      420      180      420      180     -120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      3.5      0.8     96.8     92.7     98.3     97.1      1.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       17       21       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,199
COMMITMENTS
   8,665   11,669    4,636  203,158  202,208  216,459  218,513    7,740    5,686

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      3,716)
  -1,163   -2,101    1,711    3,017    3,588    3,565    3,198      151      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      5.2      2.1     90.6     90.2     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        2        5       42       38       48       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      151,839
COMMITMENTS
     912      372    3,720  133,925  144,491  138,557  148,583   13,282    3,256

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      2,067)
     464      372     -106   -1,321    2,313     -963    2,579    3,030     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.2      2.4     88.2     95.2     91.3     97.9      8.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        2       31       27       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      270,609
COMMITMENTS
  13,832    1,751   14,248  222,485  240,042  250,565  256,041   20,044   14,568

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      5,725)
     528      338      399    4,739    5,410    5,666    6,147       59     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.6      5.3     82.2     88.7     92.6     94.6      7.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        5       39       40       44       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,883
COMMITMENTS
   1,062    1,485      951   73,029   73,520   75,042   75,956    6,841    5,927

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.8      1.2     89.2     89.8     91.6     92.8      8.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       19       16       22       18
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,000,974
COMMITMENTS
 595,397   98,062  928,438  1450456  1962337  2974291  2988837   26,683   12,137

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     27,061)
  -9,734  -12,682  -11,701   50,625   52,789   29,190   28,406   -2,129   -1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      3.3     30.9     48.3     65.4     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      42       24       57      108      102      173      162
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,115,522
COMMITMENTS
 150,873   79,186  279,112  682,595  756,151  1112580  1114449    2,942    1,073

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     32,104)
  -1,911   14,274     -548   34,740   19,205   32,281   32,931     -177     -827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      7.1     25.0     61.2     67.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      26       25       38       46       45       89       91
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,638
COMMITMENTS
      50       95        0    1,313    1,230    1,363    1,325      275      313

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         94)
       0        0        0      103       37      103       37       -9       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      5.8      0.0     80.2     75.1     83.2     80.9     16.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       17       16       18       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      133,329
COMMITMENTS
   2,424    3,116    3,397  127,003  126,760  132,825  133,273      504       56

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      2,568)
    -137      -44      290    2,391    2,282    2,544    2,528       24       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.3      2.5     95.3     95.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        6       38       35       44       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,475
COMMITMENTS
     344        0        0    8,748    9,369    9,092    9,369      383      106

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        512)
       0        0        0      512      512      512      512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      0.0     92.3     98.9     96.0     98.9      4.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       12       18       13       18
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,278
COMMITMENTS
   3,055        0      153   25,721   29,019   28,930   29,172    1,348    1,106

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        169)
     156        0       -3      -24      172      129      169       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.0      0.5     85.0     95.8     95.5     96.3      4.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       23       21       26       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,008
COMMITMENTS
     100      580      600   29,099   30,166   29,799   31,346    2,209      662

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        -83)
       0        0        0      355      -83      355      -83     -438        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.8      1.9     90.9     94.2     93.1     97.9      6.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       25       22       27       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,851
COMMITMENTS
       0        0        0   24,369   24,171   24,369   24,171      482      680

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         16)
       0        0        0       16       16       16       16        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1     97.3     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       15       17       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       13,514
COMMITMENTS
     820        0        0   11,540   12,614   12,360   12,614    1,154      900

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      480      120      480      120     -360        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     85.4     93.3     91.5     93.3      8.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       18       20       18
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,515
COMMITMENTS
       1        0        0   33,454   33,983   33,455   33,983    1,061      532

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        328)
      -0        0        0      319      328      318      328        9       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.9     98.5     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       20       22       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       13,368
COMMITMENTS
       0        0        0   12,870   11,492   12,870   11,492      498    1,876

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        512)
       0        0        0      512      152      512      152        0      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.3     86.0     96.3     86.0      3.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       18       22       18
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       22,571
COMMITMENTS
       0    1,266        0   22,360   21,094   22,360   22,360      211      211

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          0)
  -1,060        0        0    1,060        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      0.0     99.1     93.5     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       10       13       11
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      521,708
COMMITMENTS
   4,080   19,200   12,240  505,388  490,268  521,708  521,708        0        0

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      3.7      2.3     96.9     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14        5       16        7
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       98,694
COMMITMENTS
       0    6,745        0   98,694   91,949   98,694   98,694        0        0

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:       -470)
       0     -143   -4,997    4,527    4,670     -470     -470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      0.0    100.0     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       16       13       16       15
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,620,448
COMMITMENTS
       0   85,680        0  1620448  1534768  1620448  1620448        0        0

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          0)
       0  -53,680  -39,280   39,280   92,960        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      0.0    100.0     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       15       12       15       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      154,813
COMMITMENTS
   9,796        0        0  145,017  153,758  154,813  153,758        0    1,055

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:       -180)
    -210     -406   -5,546    5,576    5,772     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      0.0     93.7     99.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        0       19       27       22       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,239,512
COMMITMENTS
 104,720        0   12,240  2122552  2227272  2239512  2239512        0        0

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          0)
 -73,024        0  -31,665  104,689   31,665        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      0.5     94.8     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       17       22       20       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       45,146
COMMITMENTS
      38    3,510       42   44,918   41,129   44,998   44,681      148      465

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      110        0      110        0     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.8      0.1     99.5     91.1     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       14       14       15       16
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      745,645
COMMITMENTS
       0   66,280        0  745,645  679,365  745,645  745,645        0        0

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     27,240)
       0        0        0   27,240   27,240   27,240   27,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      0.0    100.0     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       12       14       12       15
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       46,602
COMMITMENTS
   5,220      210      110   41,272   46,282   46,602   46,602        0        0

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        996)
       0        0        0      996      996      996      996        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      0.5      0.2     88.6     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       21       25       23       27
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      786,811
COMMITMENTS
  97,037        0    2,328  687,446  784,483  786,811  786,811        0        0

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      7,910)
  -1,152        0    1,152    7,910    6,758    7,910    7,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      0.0      0.3     87.4     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       19       23       21       24
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,342
COMMITMENTS
     291       84       74   21,220   21,998   21,585   22,156      757      186

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        284)
     166        0      -51      772      381      887      330     -603      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.4      0.3     95.0     98.5     96.6     99.2      3.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        1       33       37       34       39
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,255
COMMITMENTS
     237        0        0    8,805    9,063    9,042    9,063      213      192

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        102)
       7        0        0      103       99      110       99       -9        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     95.1     97.9     97.7     97.9      2.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       20       23       20
 
 
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE                Code-066655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,711
COMMITMENTS
     140        0       95   17,101   17,601   17,336   17,696      375       15

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -1,102)
     -60        0       30     -947   -1,137     -977   -1,107     -125        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.5     96.6     99.4     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       18       17       19
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,995
COMMITMENTS
     195        0      260   15,240   15,615   15,695   15,875      300      120

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        296)
     -35        0     -105      446      436      306      331      -10      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      1.6     95.3     97.6     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       24       22       25       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,733,367
COMMITMENTS
 238,673  100,445  942,818  1464369  1609868  2645860  2653131   87,507   80,236

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     35,498)
  16,281   -5,101   18,336   -1,763   26,778   32,853   40,012    2,645   -4,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.7     34.5     53.6     58.9     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     144       94      176       82      102      310      295
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,628
COMMITMENTS
   8,344   23,275   24,553   67,276   53,146  100,173  100,974    3,455    2,654

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:    -10,516)
   2,676   -1,393   -4,913   -9,815   -3,500  -12,051   -9,805    1,535     -711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     22.5     23.7     64.9     51.3     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        6       12       15       17       27       29
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,896
COMMITMENTS
  33,733   33,350    1,038  147,252  125,349  182,023  159,737   29,873   52,159

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      4,064)
   1,428      816       44   -1,746     -223     -274      637    4,338    3,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     15.7      0.5     69.5     59.2     85.9     75.4     14.1     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        3       27       26       31       32
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,744
COMMITMENTS
  30,845    9,731   54,236  116,394  138,505  201,475  202,472    4,269    3,272

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      5,008)
   1,817     -197    1,041    1,887    3,891    4,745    4,735      263      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      4.7     26.4     56.6     67.3     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      28       14       38       29       29       70       70
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      629,652
COMMITMENTS
  43,279    2,473   75,413  487,838  529,894  606,530  607,779   23,122   21,872

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     21,999)
     921   -9,158    1,293   18,807   28,861   21,021   20,996      977    1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.4     12.0     77.5     84.2     96.3     96.5      3.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        2       10       31       32       41       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,254
COMMITMENTS
     645      725      595   66,654   66,849   67,894   68,169      360       85

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      1,690)
     100      -50      250    1,190    1,515    1,540    1,715      150      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.1      0.9     97.7     97.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        5        6       44       45       51       53
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      177,676
COMMITMENTS
  21,948   43,909   14,741  134,353  110,859  171,042  169,509    6,634    8,167

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -5,551)
  -1,930    1,384   -1,541   -1,724   -5,162   -5,195   -5,319     -356     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     24.7      8.3     75.6     62.4     96.3     95.4      3.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6       18       18       25       24       46       46
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,255
COMMITMENTS
  12,584    4,475    1,652   26,393   36,428   40,629   42,555    3,626    1,700

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -1,302)
     187     -320     -630   -1,003     -453   -1,446   -1,403      144      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     10.1      3.7     59.6     82.3     91.8     96.2      8.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        5       15       17       22       23
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,531
COMMITMENTS
   4,956    2,080    1,626   70,817   84,655   77,399   88,361   34,132   23,170

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      1,201)
       0        0        0      -94      823      -94      823    1,295      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.9      1.5     63.5     75.9     69.4     79.2     30.6     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       22       21       25       23
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,932
COMMITMENTS
     800    1,308        0   43,907   43,407   44,707   44,715      225      217

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        -95)
       0      360        0     -245     -455     -245      -95      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.9      0.0     97.7     96.6     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        0       28       37       29       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,386
COMMITMENTS
  15,168    2,980      242    3,536   17,667   18,946   20,889    2,440      497

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      1,224)
     917      -41     -173      355    1,496    1,099    1,282      125      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.9     13.9      1.1     16.5     82.6     88.6     97.7     11.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      86       11        3       19       29      107       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       27,053
COMMITMENTS
  17,132    2,400      295    5,142   23,397   22,569   26,092    4,484      961

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      1,175)
     634      185       45      137      991      816    1,221      359      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.3      8.9      1.1     19.0     86.5     83.4     96.4     16.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      59       13        2       11       29       71       44
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,872
COMMITMENTS
  61,341   13,454   46,763  146,739  199,438  254,844  259,655   16,029   11,217

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -5,278)
  -3,019      544       19   -1,307   -5,395   -4,307   -4,832     -971     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      5.0     17.3     54.2     73.6     94.1     95.9      5.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      65       21       43       75       86      157      136
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       23,956
COMMITMENTS
   1,437        0      244   17,584   19,116   19,265   19,360    4,691    4,596

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:      2,032)
      21        0        0    2,814    2,246    2,835    2,246     -803     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      1.0     73.4     79.8     80.4     80.8     19.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       21       19       22
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,514
COMMITMENTS
   2,254        0        0    9,727   11,764   11,981   11,764      533      750

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        499)
     100        0        0      349      349      449      349       50      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      0.0      0.0     77.7     94.0     95.7     94.0      4.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        0        0       35       32       40       32
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       38,038
COMMITMENTS
   2,895        0       12   34,435   37,959   37,342   37,971      696       67

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        744)
       0        0        0      754      679      754      679      -10       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.0      0.0     90.5     99.8     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        1       34       32       37       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,107
COMMITMENTS
     970        0      120   21,757   21,627   22,847   21,747      260    1,360

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        890)
      65        0        0      875      890      940      890      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      0.5     94.2     93.6     98.9     94.1      1.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       23       17       26       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,092
COMMITMENTS
     450      100        0   18,642   18,692   19,092   18,792        0      300

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        975)
       0      100      -50    1,025      925      975      975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.5      0.0     97.6     97.9    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        0       27       28       29       29
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,589
COMMITMENTS
     417      283        9    2,957    3,656    3,383    3,948    1,206      641

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:         34)
     -10        0        0       24       13       14       13       20       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      6.2      0.2     64.4     79.7     73.7     86.0     26.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       19       23       22
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,049
COMMITMENTS
     145        0        0   15,465   15,559   15,610   15,559      439      490

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        522)
       0        0        0      987      672      987      672     -465     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     96.4     96.9     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       23       14       24       14
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,857
COMMITMENTS
   2,515      970       98   18,871   20,501   21,484   21,569      373      288

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        238)
       0        0        0      301      193      301      193      -63       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      4.4      0.4     86.3     93.8     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        2       29       31       35       36
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,453
COMMITMENTS
     266       90        1    9,822   10,066   10,089   10,157      364      296

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:        451)
       0        0        0      361      361      361      361       90       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.9      0.0     94.0     96.3     96.5     97.2      3.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       28       21       29       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,790
COMMITMENTS
   8,798       11    2,159   46,288   57,197   57,245   59,367    2,545      423

CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST:     -1,459)
    -891        0      369      -90     -981     -612     -612     -847     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      0.0      3.6     77.4     95.7     95.7     99.3      4.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        1        4       32       38       39       42
```

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Updated August 28, 2009