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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,219
COMMITMENTS
     934    2,035       75   39,033   37,785   40,042   39,895      177      324

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,910)
       0    1,435       18    2,807    1,632    2,825    3,085       85     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      5.1      0.2     97.1     93.9     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        4        1       38       45       41       49
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,919
COMMITMENTS
     200        0        0   23,605   23,709   23,805   23,709      114      210

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -13)
     100        0        0     -113      -13      -13      -13        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     98.7     99.1     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       25       26       26       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,421
COMMITMENTS
     351      203      102    6,428    6,497    6,881    6,802    1,540    1,619

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        860)
     184       10       15      652      813      851      838        9       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      2.4      1.2     76.3     77.2     81.7     80.8     18.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       29       31       33       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,656
COMMITMENTS
     374      354      137    5,665    5,618    6,176    6,109      480      547

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        683)
      50       63      -15      621      553      656      601       27       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.3      2.1     85.1     84.4     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        4        3       44       50       48       56
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,784
COMMITMENTS
      30       35       55    1,428    1,346    1,513    1,436      271      348

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.0      3.1     80.0     75.4     84.8     80.5     15.2     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       18       20       19
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,768
COMMITMENTS
     200        0        0    3,548    3,768    3,748    3,768       20        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      0.0     94.2    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       13       12       13
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,225
COMMITMENTS
       0        0        0   15,910   16,225   15,910   16,225      315        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,284)
       0        0        0    1,269    1,284    1,269    1,284       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.1    100.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       23       15       23       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      380,392
COMMITMENTS
  63,636   22,724   74,654  194,432  256,435  332,723  353,813   47,669   26,578

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -3,771)
   2,598   -3,076    3,113   -9,379   -3,638   -3,667   -3,601     -104     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      6.0     19.6     51.1     67.4     87.5     93.0     12.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      57       23       44       67       86      147      137
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      113,822
COMMITMENTS
     358    6,184   30,300   78,500   74,540  109,158  111,024    4,664    2,798

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      5.4     26.6     69.0     65.5     95.9     97.5      4.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        8       12       12       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,465
COMMITMENTS
     442      692      400   14,573   14,308   15,415   15,400       50       65

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,410)
     275        0      100    1,035    1,310    1,410    1,410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.5      2.6     94.2     92.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        6        3       43       46       47       54
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,606
COMMITMENTS
   1,445        0        0    3,861    5,306    5,306    5,306      300      300

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:         50)
    -150        0        0      470       50      320       50     -270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      0.0      0.0     68.9     94.6     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       18       14       21       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      889,005
COMMITMENTS
 171,806  333,381  254,925  374,729  258,971  801,460  847,277   87,545   41,728

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     49,879)
   8,094   27,886    1,702   37,797   17,646   47,593   47,234    2,287    2,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     37.5     28.7     42.2     29.1     90.2     95.3      9.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      95      101      138       74       77      264      235
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       51,861
COMMITMENTS
       0        0        0   45,892   46,551   45,892   46,551    5,969    5,310

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -156)
       0        0        0     -156      272     -156      272        0     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.5     89.8     88.5     89.8     11.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       15       18       15
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,779
COMMITMENTS
       0        0        0   43,453   50,686   43,453   50,686   10,326    3,093

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.8     94.2     80.8     94.2     19.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       50,004
COMMITMENTS
   2,270    3,564    3,838   37,695   32,909   43,803   40,311    6,201    9,693

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      7.1      7.7     75.4     65.8     87.6     80.6     12.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14        9       17       12
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,663,979
COMMITMENTS
  80,892  104,557  561,149  1015931  992,026  1657971  1657732    6,008    6,247

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     14,725)
  -1,501    2,409   -1,337   18,534   13,878   15,696   14,951     -972     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      6.3     33.7     61.1     59.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      40       39       65       60       59      132      131
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       41,143
COMMITMENTS
   7,088   15,131   11,447   21,525   14,266   40,060   40,843    1,083      299

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      3,925)
   2,477    1,118      678    1,845    2,240    5,000    4,036   -1,075     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     36.8     27.8     52.3     34.7     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        9       13       16       18       33       34
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,893
COMMITMENTS
       0   11,473    1,352   95,337   88,015   96,689  100,840    9,204    5,054

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -449)
       0     -768      337     -814      -18     -477     -449       28        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      1.3     90.0     83.1     91.3     95.2      8.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        3       19       26       22       29
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,942
COMMITMENTS
       0    1,889      795   75,249   76,692   76,044   79,376   12,898    9,566

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        511)
       0        4        0      507      123      507      127        4      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.9     84.6     86.2     85.5     89.2     14.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       16       15       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,767
COMMITMENTS
   9,440        0    6,285  119,119  134,872  134,844  141,157   13,923    7,610

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,652)
   1,126        0      271      408    1,405    1,805    1,676     -153      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      4.2     80.1     90.7     90.6     94.9      9.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        2       26       27       30       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,518,118
COMMITMENTS
 536,725  107,845  779,543  1181268  1609782  2497536  2497170   20,582   20,948

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     22,237)
   4,576   -1,709   15,298    4,934   10,994   24,808   24,583   -2,571   -2,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      4.3     31.0     46.9     63.9     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      38       27       59      100       85      165      147
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      966,422
COMMITMENTS
 183,054   87,994  170,705  608,315  702,554  962,074  961,253    4,348    5,169

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     31,610)
  18,091    2,101     -102   13,600   28,497   31,589   30,496       21    1,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      9.1     17.7     62.9     72.7     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      35       18       43       40       37       90       83
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,104
COMMITMENTS
     390      135       90    7,365    7,401    7,845    7,626      259      478

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -203)
       0      -30      -30     -166     -175     -196     -235       -7       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      1.7      1.1     90.9     91.3     96.8     94.1      3.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       18       15       20       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,799
COMMITMENTS
      15      777      159    8,520    7,701    8,694    8,637      105      162

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        424)
     -12        3       31      348      352      367      386       57       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.8      1.8     96.8     87.5     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        3       26       26       29       30
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,686
COMMITMENTS
     171      315       29    1,974    1,627    2,174    1,971      512      715

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     11.7      1.1     73.5     60.6     80.9     73.4     19.1     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       16       17       17       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,600
COMMITMENTS
      95        0       19      987    1,018    1,101    1,037      499      563

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        278)
      -5        0        0      174       57      169       57      109      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      1.2     61.7     63.6     68.8     64.8     31.2     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       14       16       16       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      175,916
COMMITMENTS
   4,384    2,288   12,831  154,831  158,639  172,046  173,757    3,870    2,159

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        991)
     305     -276      856      160      414    1,322      995     -331       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.3      7.3     88.0     90.2     97.8     98.8      2.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        6       34       32       42       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,881
COMMITMENTS
       0      832       20   15,215   14,828   15,235   15,680    1,645    1,201

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -72)
       0      -19      -10      -82      153      -92      124       20     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.1     90.1     87.8     90.3     92.9      9.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       21       16       22       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,227
COMMITMENTS
     150    2,322      350   26,904   27,147   27,404   29,819    3,823    1,408

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -98)
       0       18        0     -148     -516     -148     -498       50      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.4      1.1     86.2     86.9     87.8     95.5     12.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       19       24       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,544
COMMITMENTS
     130      362       40    9,594   10,318    9,764   10,720    1,780      824

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        -24)
       0       36        0      -26      290      -26      326        2     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.1      0.3     83.1     89.4     84.6     92.9     15.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       12       16       14
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,415
COMMITMENTS
       0    1,376      374   35,778   34,663   36,152   36,413    1,263    1,002

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        392)
       0       32        7      386      353      393      392       -1       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      1.0     95.6     92.6     96.6     97.3      3.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       25       20       27       23
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,015
COMMITMENTS
       0      510        0   46,505   46,185   46,505   46,695      510      320

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,170)
       0        0        0    1,170    1,170    1,170    1,170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     98.9     98.2     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       11       12       12
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      660,046
COMMITMENTS
       0    9,360        0  660,046  650,686  660,046  660,046        0        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     21,360)
       0        0        0   21,360   21,360   21,360   21,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0    100.0     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       14       11       14       12
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,657
COMMITMENTS
       0        0        0   30,295   30,657   30,295   30,657      362        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,396
COMMITMENTS
       0        0        0   58,396   58,396   58,396   58,396        0        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       14       14       14       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,007,527
COMMITMENTS
       0        0        0  1007527  1007527  1007527  1007527        0        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       13       15       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      203,103
COMMITMENTS
     347        0        0  202,756  202,996  203,103  202,996        0      107

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -238)
       0        0        0     -238     -238     -238     -238        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       20       25       21       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,576,946
COMMITMENTS
       0      408        0  3576946  3576538  3576946  3576946        0        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -7,095)
       0        0        0   -7,095   -7,095   -7,095   -7,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       19       26       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,660
COMMITMENTS
   5,208    1,600      132   55,320   58,418   60,660   60,150        0      510

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      2.6      0.2     91.2     96.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       24       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,120,566
COMMITMENTS
  29,405   69,060        0  1091161  1051506  1120566  1120566        0        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:    -13,845)
       0        0        0  -13,845  -13,845  -13,845  -13,845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      6.2      0.0     97.4     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        0       21       25       23       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,354
COMMITMENTS
   1,020      264      255   49,972   50,792   51,247   51,311      107       43

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -470)
       0        0        0     -470     -470     -470     -470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.5      0.5     97.3     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       21       19       22       21
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,554
COMMITMENTS
     510        0        0   33,534   34,235   34,044   34,235      510      319

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     97.0     99.1     98.5     99.1      1.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       13       18       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      972,953
COMMITMENTS
       0   42,635    4,770  968,183  925,548  972,953  972,953        0        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      4,770)
       0   -4,770    4,770        0    4,770    4,770    4,770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.5     99.5     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       20       19       21       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,391
COMMITMENTS
     509        0       98   25,411   26,027   26,018   26,125      373      266

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -1,847)
    -163     -300      -50   -1,602   -1,457   -1,815   -1,807      -32      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.4     96.3     98.6     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        2       36       37       39       39
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,678
COMMITMENTS
     495        0      105   15,934   16,117   16,534   16,222      144      456

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        327)
     125        0        5      197      322      327      327        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      0.6     95.5     96.6     99.1     97.3      0.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       20       17       22       18
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,644
COMMITMENTS
     180        0        0    7,138    7,087    7,318    7,087      326      557

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        102)
     120        0        0      -78       27       42       27       60       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     93.4     92.7     95.7     92.7      4.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       22       20       23       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,387
COMMITMENTS
       0        0        0    9,828    9,335    9,828    9,335      559    1,052

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:         90)
       0        0        0      140     -144      140     -144      -50      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.6     89.9     94.6     89.9      5.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       14       14       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,638,422
COMMITMENTS
 355,571  129,044  861,942  1319483  1580457  2536995  2571443  101,427   66,979

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     74,369)
  10,058  -15,194   26,233   39,323   58,299   75,613   69,337   -1,244    5,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      4.9     32.7     50.0     59.9     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     188      108      207       97      105      387      332
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      209,204
COMMITMENTS
 101,977   12,127   48,406   55,282  139,662  205,665  200,195    3,539    9,008

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     41,716)
  19,534    4,450   13,427    7,960   21,318   40,921   39,194      796    2,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7      5.8     23.1     26.4     66.8     98.3     95.7      1.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        9       10       17       19       28       34
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      231,657
COMMITMENTS
  36,655   17,148    7,454  152,784  152,096  196,893  176,698   34,764   54,959

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,653)
    -105      328      162    5,241    7,923    5,298    8,413   -2,645   -5,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      7.4      3.2     66.0     65.7     85.0     76.3     15.0     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        3       25       25       29       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      129,771
COMMITMENTS
  27,781    2,759   33,226   63,650   89,708  124,657  125,692    5,113    4,078

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      4,243)
   1,124      -96      746    1,913    3,166    3,783    3,816      460      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      2.1     25.6     49.0     69.1     96.1     96.9      3.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      24       12       25       26       23       61       49
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      565,658
COMMITMENTS
  37,940    4,442   98,730  412,803  445,004  549,473  548,177   16,185   17,481

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     10,341)
    -457    1,022    1,215   10,216    8,907   10,974   11,144     -632     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.8     17.5     73.0     78.7     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11        2       13       32       33       45       46
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,564
COMMITMENTS
     403      954      150   32,899   32,311   33,452   33,415      112      149

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,492)
      25        0        0    2,467    2,515    2,492    2,515        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.8      0.4     98.0     96.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        2        2       41       33       45       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,278
COMMITMENTS
   4,451   29,033    2,336   76,987   50,009   83,774   81,378    3,504    5,900

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -722)
       0   -1,315        7     -743      396     -736     -912       14      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     33.3      2.7     88.2     57.3     96.0     93.2      4.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        9        9       26       23       37       34
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,119
COMMITMENTS
   4,725      738        0   10,244   14,069   14,969   14,807      150      312

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,199)
     300       98        0      779      924    1,079    1,022      120      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      4.9      0.0     67.8     93.1     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       16       19       19       20
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,812
COMMITMENTS
  17,009    2,232      861    4,294   21,117   22,164   24,210    2,648      602

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -504)
    -301     -113      101     -142     -422     -341     -434     -163      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.6      9.0      3.5     17.3     85.1     89.3     97.6     10.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      86       17       11       22       33      113       59
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       39,733
COMMITMENTS
  26,974    1,572      284    6,535   36,737   33,793   38,593    5,940    1,140

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:       -559)
    -755      186      141     -113     -623     -726     -296      167     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.9      4.0      0.7     16.4     92.5     85.1     97.1     14.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      85       13        6       20       36      107       53
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      305,120
COMMITMENTS
  86,857   12,994   34,421  161,986  245,853  283,264  293,268   21,856   11,852

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      7,875)
  -1,099   -1,058    2,222    8,252    7,120    9,374    8,283   -1,500     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      4.3     11.3     53.1     80.6     92.8     96.1      7.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      81       20       38       78       94      176      138
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       19,532
COMMITMENTS
   2,612    1,780      885   12,691   12,020   16,188   14,685    3,344    4,847

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,990)
    -150      350        0    4,114    2,791    3,964    3,141     -974     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      9.1      4.5     65.0     61.5     82.9     75.2     17.1     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        2       13       14       18       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,061
COMMITMENTS
     200      100      163    4,498    4,698    4,861    4,961      200      100

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        550)
     -50        0       50      450      500      450      550      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.0      3.2     88.9     92.8     96.0     98.0      4.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       20       24       24       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       47,894
COMMITMENTS
     225    3,504        9   46,492   44,246   46,726   47,759    1,168      135

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      2,310)
    -175    1,371       -6    2,296    1,020    2,115    2,385      195      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.3      0.0     97.1     92.4     97.6     99.7      2.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        1       36       35       38       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,171
COMMITMENTS
       0        0        0   17,937   18,171   17,937   18,171      234        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       14       13       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,605
COMMITMENTS
     400    3,900        0    6,815    3,705    7,215    7,605      390        0

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        250)
    -350      375        0      600     -125      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     51.3      0.0     89.6     48.7     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       21       15       23       17
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,860
COMMITMENTS
   1,297        0       90   16,430   17,562   17,817   17,652       43      208

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,599)
   1,012        0      -50      629    1,641    1,591    1,591        8        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      0.5     92.0     98.3     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        1       29       21       32       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,495
COMMITMENTS
   2,218      911    1,022   12,081   13,397   15,321   15,330      174      165

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      1,743)
   1,012      341      292      439    1,338    1,743    1,971        0     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      5.9      6.6     78.0     86.5     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        1        3       30       33       35       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,594
COMMITMENTS
     300    1,938      204   11,973   10,416   12,477   12,558      117       36

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        446)
     -15     -353       15      446      784      446      446        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     15.4      1.6     95.1     82.7     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        5        3       21       22       25       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,594
COMMITMENTS
   7,231    1,220    2,443   22,260   28,691   31,934   32,354      660      240

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        879)
     492      192      -60      267      747      699      879      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      3.7      7.5     68.3     88.0     98.0     99.3      2.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        2        4       29       29       38       34
```

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Updated January 14, 2011