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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,839
COMMITMENTS
   1,190    4,957      243   32,317   28,629   33,750   33,829       89       10

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -4,212)
     -83       53        0   -4,172   -4,255   -4,255   -4,202       43      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     14.6      0.7     95.5     84.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        4        2       38       46       41       51
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,544
COMMITMENTS
     300        0        0   24,143   24,307   24,443   24,307      101      237

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -3,022)
     300        0        0   -3,308   -3,022   -3,008   -3,022      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.4     99.0     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       28       31       29       31
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,863
COMMITMENTS
     132      216       79    3,960    4,526    4,171    4,821    1,692    1,042

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -492)
      -5        0        0     -406     -348     -411     -348      -81     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      3.7      1.3     67.5     77.2     71.1     82.2     28.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       21       20       22       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,983
COMMITMENTS
     904      144      152    6,562    7,494    7,618    7,790    1,365    1,193

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -806)
     -59     -218      -41     -717     -512     -817     -771       11      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      1.6      1.7     73.0     83.4     84.8     86.7     15.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        4       37       41       41       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,609
COMMITMENTS
     297      498      484    6,224    6,141    7,005    7,123      604      486

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,518)
       4      219     -326   -1,145   -1,398   -1,467   -1,505      -51      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      6.5      6.4     81.8     80.7     92.1     93.6      7.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        5        6       44       52       51       60
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,464
COMMITMENTS
     145        0       20    1,690    2,019    1,855    2,039      609      425

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -460)
     -85        0       15     -333     -365     -403     -350      -57     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      0.8     68.6     81.9     75.3     82.8     24.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       16       18       18       19
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,822
COMMITMENTS
      30       25        0    1,316    1,308    1,346    1,333      476      489

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -450)
     -10        0        0     -445     -521     -455     -521        5       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.4      0.0     72.2     71.8     73.9     73.2     26.1     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       17       16       18
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,727
COMMITMENTS
      30       40        0    1,183    1,189    1,213    1,229      514      498

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -208)
     -30       20      -25      -54      -11     -109      -16      -99     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.3      0.0     68.5     68.8     70.2     71.2     29.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       18       19       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,755
COMMITMENTS
       0        0        0   16,665   16,660   16,665   16,660       90       95

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -4,278)
       0        0        0   -4,253   -4,258   -4,253   -4,258      -25      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       22       19       22
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,852
COMMITMENTS
  38,184   33,692   33,522  209,448  217,139  281,154  284,353   35,698   32,499

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:      1,941)
   3,114   -7,653      473   -3,931   10,318     -344    3,138    2,285   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     10.6     10.6     66.1     68.5     88.7     89.7     11.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      31       36       41       69       86      122      145
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,153
COMMITMENTS
       0      948    1,300   14,753   13,805   16,053   16,053      100      100

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -5,470)
    -181     -897      431   -5,820   -5,104   -5,570   -5,570      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      8.0     91.3     85.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       0        4        6       45       52       51       61
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,307
COMMITMENTS
     970        0      300    8,659    9,581    9,929    9,881      378      426

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,742)
     100        0     -233   -1,552   -1,439   -1,685   -1,672      -57      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.0      2.9     84.0     93.0     96.3     95.9      3.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        2       27       24       31       26
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,271
COMMITMENTS
     237      163      301    2,912    2,325    3,450    2,789      821    1,482

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -375)
     -60       49      -56     -187     -490     -303     -497      -72      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      3.8      7.0     68.2     54.4     80.8     65.3     19.2     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        3       19       18       23       22
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      827,657
COMMITMENTS
 111,346  284,955  262,730  377,675  236,886  751,751  784,571   75,906   43,086

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     11,180)
  -2,647    7,256   -8,760   20,259    9,204    8,852    7,700    2,328    3,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     34.4     31.7     45.6     28.6     90.8     94.8      9.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      79      106      120       89       75      244      240
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,306
COMMITMENTS
     725        0    1,288   39,763   42,541   41,776   43,829   10,530    8,477

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -3,164)
    -418        0        0   -3,891   -4,796   -4,309   -4,796    1,145    1,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      2.5     76.0     81.3     79.9     83.8     20.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       17       16       19       18
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       31,920
COMMITMENTS
     835      170    2,584   25,875   21,254   29,294   24,008    2,626    7,912

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -3,838)
     591      128     -813   -4,160   -3,465   -4,382   -4,150      544      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.5      8.1     81.1     66.6     91.8     75.2      8.2     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       13       15       15       17
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,790
COMMITMENTS
       0        0        0   56,890   53,303   56,890   53,303    6,900   10,487

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:      3,622)
       0        0        0    4,506    5,311    4,506    5,311     -884   -1,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.2     83.6     89.2     83.6     10.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       23       19       23
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,554
COMMITMENTS
       0        0        0   53,874   60,689   53,874   60,689    9,680    2,865

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,523)
       0        0        0   -2,892   -2,077   -2,892   -2,077      369     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     84.8     95.5     84.8     95.5     15.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       18       17       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,476
COMMITMENTS
   3,293        0    7,327   53,599   57,972   64,219   65,299    7,257    6,177

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -6,537)
     -92        0     -230   -6,007   -6,161   -6,329   -6,391     -208     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0     10.3     75.0     81.1     89.8     91.4     10.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        4       21       26       25       30
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       63,151
COMMITMENTS
     248    6,039    1,634   55,651   39,942   57,533   47,615    5,618   15,536

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -4,771)
    -240     -233     -124   -4,508   -3,630   -4,872   -3,987      101     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      9.6      2.6     88.1     63.2     91.1     75.4      8.9     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       12       18       15       20
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       38,696
COMMITMENTS
   4,075    2,137    1,594   27,663   27,106   33,332   30,837    5,364    7,859

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -5,500)
  -2,248      150     -554   -3,598   -4,706   -6,400   -5,110      900     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      5.5      4.1     71.5     70.0     86.1     79.7     13.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        3       11       12       15       15
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       71,048
COMMITMENTS
   3,941    1,320    4,258   52,539   61,748   60,738   67,326   10,310    3,722

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -4,155)
     -20      -40     -565   -2,559   -2,702   -3,144   -3,307   -1,011     -848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.9      6.0     73.9     86.9     85.5     94.8     14.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       22       23       26       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       57,911
COMMITMENTS
     840        0        0   56,543   56,385   57,383   56,385      528    1,526

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -7,171)
       0        0        0   -7,099   -6,571   -7,099   -6,571      -72     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     97.6     97.4     99.1     97.4      0.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       18       18       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      139,965
COMMITMENTS
   3,253    7,257    4,704  127,682  123,275  135,639  135,236    4,326    4,729

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -9,272)
  -1,442       82      -22   -7,505   -8,938   -8,969   -8,878     -303     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.2      3.4     91.2     88.1     96.9     96.6      3.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        4       34       35       39       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      110,513
COMMITMENTS
     610    3,777      690  100,954  100,831  102,254  105,298    8,259    5,215

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -5,679)
    -390      -61     -182   -4,462   -5,112   -5,034   -5,355     -645     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      3.4      0.6     91.4     91.2     92.5     95.3      7.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       25       22       28       23
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,212
COMMITMENTS
   7,456      248    7,219  153,289  168,285  167,964  175,752   14,248    6,460

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -10,738)
  -1,155      -30      308   -9,326  -10,869  -10,173  -10,591     -565     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.1      4.0     84.1     92.4     92.2     96.5      7.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        2       35       36       38       39
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,690,629
COMMITMENTS
 542,688  162,752  809,767  1316676  1700084  2669131  2672603   21,498   18,026

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     25,203)
   4,947   -3,825   12,884    6,654   14,378   24,485   23,437      718    1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      6.0     30.1     48.9     63.2     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      33       32       60      112       99      177      165
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,014,143
COMMITMENTS
  88,046  166,328  174,220  749,004  669,703  1011270  1010251    2,873    3,892

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:      5,401)
  -6,639    3,462    8,718    3,106   -6,925    5,185    5,255      216      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     16.4     17.2     73.9     66.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      27       26       40       45       41       90       89
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        5,425
COMMITMENTS
       0    1,190        0    5,309    4,089    5,309    5,279      116      146

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,006)
       0     -155        0   -1,036     -835   -1,036     -990       30      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.9      0.0     97.9     75.4     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       21       25       21       26
 
 
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-025652
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        2,808
COMMITMENTS
       0        0        0    2,783    2,725    2,783    2,725       25       83

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,019)
       0      -51        0   -1,014     -936   -1,014     -987       -5      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     97.0     99.1     97.0      0.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       19       16       19
 
 
JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-03265C
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,212
COMMITMENTS
      48        0       55    1,647    1,809    1,750    1,864      462      348

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -400)
     -84        0       -4     -235     -285     -323     -289      -77     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      2.5     74.5     81.8     79.1     84.3     20.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       26       28       27       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       41,318
COMMITMENTS
   5,082      340    1,026   32,468   39,484   38,576   40,850    2,742      468

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:        788)
       0     -480      480      308      548      788      548        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      0.8      2.5     78.6     95.6     93.4     98.9      6.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       33       24       37       28
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,256
COMMITMENTS
     344       42        0    6,783    7,447    7,127    7,489    1,129      767

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -573)
     -88        0        0     -804     -784     -892     -784      319      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.5      0.0     82.2     90.2     86.3     90.7     13.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       13       14       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,315
COMMITMENTS
       0      648      100   13,493   13,578   13,593   14,326    1,722      989

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -659)
       0      -56      -40   -1,080     -481   -1,120     -577      461      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.7     88.1     88.7     88.8     93.5     11.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       18       19       19       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,956
COMMITMENTS
       0    2,010      200   27,654   28,014   27,854   30,224    3,102      732

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -867)
       0     -130        0     -799     -675     -799     -805      -68      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.6     89.3     90.5     90.0     97.6     10.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       25       23       27       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,392
COMMITMENTS
     516        0      136    9,905   11,011   10,557   11,147    1,835    1,245

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -294)
    -110        0       20     -272     -273     -362     -253       68      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      1.1     79.9     88.9     85.2     90.0     14.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       18       16       20       18
 
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465T
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       31,204
COMMITMENTS
       0    2,150        0   31,204   29,054   31,204   31,204        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,640)
       0     -550        0   -2,640   -2,090   -2,640   -2,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      0.0    100.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15        9       15       10
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,010
COMMITMENTS
     172        0       12   14,065   14,468   14,249   14,480      761      530

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,155)
     -40        0        0   -1,073   -1,115   -1,113   -1,115      -42      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.1     93.7     96.4     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       27       21       29       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MW X OFF PEAK HOURS PER MONTH)                  OPEN INTEREST:        9,713
COMMITMENTS
       0        0        0    8,583    8,518    8,583    8,518    1,130    1,195

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -468)
       0        0        0     -407     -436     -407     -436      -61      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.4     87.7     88.4     87.7     11.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       52,795
COMMITMENTS
       0        0        0   52,795   52,795   52,795   52,795        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,816)
       0        0        0   -2,816   -2,772   -2,816   -2,772        0      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       11       13       11
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      771,514
COMMITMENTS
       0        0        0  771,514  771,514  771,514  771,514        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -46,648)
       0        0        0  -46,648  -46,648  -46,648  -46,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13        9       13        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       39,996
COMMITMENTS
       0    1,720        0   39,996   38,276   39,996   39,996        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,893)
       0     -550        0   -1,893   -1,343   -1,893   -1,893        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15        8       15        9
 
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                Code-064A52
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,659
COMMITMENTS
       0        0        0   34,873   35,659   34,873   35,659      786        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,792)
       0        0        0   -1,770   -1,792   -1,770   -1,792      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8    100.0     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       11       14       11
 
 
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A53
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      522,667
COMMITMENTS
       0        0        0  522,667  522,667  522,667  522,667        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -25,872)
       0        0        0  -25,872  -25,872  -25,872  -25,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       12       13       12
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       77,465
COMMITMENTS
       0        0        0   77,379   77,465   77,379   77,465       86        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -4,884)
       0        0        0   -4,862   -4,884   -4,862   -4,884      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       17       17       17       17
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,318,272
COMMITMENTS
       0        0        0  1318272  1318272  1318272  1318272        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -76,048)
       0        0        0  -76,048  -76,048  -76,048  -76,048        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       14       17       14
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      213,440
COMMITMENTS
   1,720        0        0  211,209  213,247  212,929  213,247      511      193

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -9,614)
    -990        0        0   -8,624   -9,807   -9,614   -9,807        0      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     99.0     99.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       26       29       27       29
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,711,578
COMMITMENTS
       0        0        0  3711578  3711578  3711578  3711578        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -93,881)
       0        0        0  -93,881  -93,881  -93,881  -93,881        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       26       23       26       23
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       59,256
COMMITMENTS
   1,275    2,240        0   57,981   56,761   59,256   59,001        0      255

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -4,664)
       0     -110        0   -4,664   -4,554   -4,664   -4,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.8      0.0     97.8     95.8    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       25       20       26       21
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,077,197
COMMITMENTS
  23,400   68,160        0  1053797  1009037  1077197  1077197        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -46,648)
       0   -1,960        0  -46,648  -44,688  -46,648  -46,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      6.3      0.0     97.8     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       25       24       26       26
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,245
COMMITMENTS
   2,150        0        0   58,095   60,245   60,245   60,245        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -3,806)
    -550     -110        0   -3,256   -3,696   -3,806   -3,806        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.0     96.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       25       26       26       26
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       11,480
COMMITMENTS
     130      608       42   10,925   10,533   11,097   11,183      383      297

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:      1,714)
       0       44      -44    1,525    1,714    1,481    1,714      233        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.3      0.4     95.2     91.8     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       14       14       16       15
 
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE        Code-064A71
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      552,462
COMMITMENTS
       0   38,825        0  552,462  513,637  552,462  552,462        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -44,688)
       0   -9,800        0  -44,688  -34,888  -44,688  -44,688        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.0    100.0     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        9       13       10
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,118,686
COMMITMENTS
  49,363   23,400    1,152  1068171  1094134  1118686  1118686        0        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -66,248)
  -7,840        0   -1,960  -56,448  -64,288  -66,248  -66,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      2.1      0.1     95.5     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       23       24       25       26
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       24,513
COMMITMENTS
     188        0      610   22,690   23,491   23,488   24,101    1,025      412

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -972)
      60     -530      528   -1,552   -1,095     -964   -1,097       -8      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      2.5     92.6     95.8     95.8     98.3      4.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        3       31       29       34       32
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,549
COMMITMENTS
      45        0        0   14,114   13,707   14,159   13,707      390      842

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,292)
     -45        0        0   -1,181   -1,397   -1,226   -1,397      -66      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     97.0     94.2     97.3     94.2      2.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       14       18       14
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,200
COMMITMENTS
     460        0      209    8,271    8,643    8,940    8,852      260      348

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -713)
       1        0       -1     -704     -701     -704     -702       -9      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.0      2.3     89.9     93.9     97.2     96.2      2.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       22       17       25       19
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,795
COMMITMENTS
       0        0        0    8,332    8,066    8,332    8,066      463      729

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -800)
       0        0        0     -940     -757     -940     -757      140      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.7     91.7     94.7     91.7      5.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       18       19       18
 
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06665T
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,441
COMMITMENTS
     130        0       50    4,119    4,178    4,299    4,228      142      213

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:          1)
       0        0        0       20      196       20      196      -19     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      1.1     92.7     94.1     96.8     95.2      3.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       14       19       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,347,231
COMMITMENTS
 270,563  260,074  304,670  690,944  716,383  1266177  1281127   81,054   66,104

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     39,189)
  -3,677   -1,046   -6,840   54,600   53,861   44,083   45,975   -4,894   -6,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     19.3     22.6     51.3     53.2     94.0     95.1      6.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     107      123      156       90       96      299      290
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      231,991
COMMITMENTS
  28,323   14,865   15,594  162,833  151,318  206,750  181,777   25,241   50,214

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -14,585)
     998   -1,718   -2,214  -13,443  -16,162  -14,659  -20,094       74    5,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      6.4      6.7     70.2     65.2     89.1     78.4     10.9     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        3        5       26       24       34       31
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,451
COMMITMENTS
     258      835        0   39,118   38,541   39,376   39,376       75       75

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -6,792)
     142       50     -375   -6,247   -6,155   -6,480   -6,480     -312     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.1      0.0     99.2     97.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        0       46       40       49       42
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      106,380
COMMITMENTS
   6,312   34,203    5,370   90,171   61,633  101,853  101,206    4,527    5,174

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -5,102)
  -5,631    1,053     -332      801   -6,010   -5,162   -5,289       60      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     32.2      5.0     84.8     57.9     95.7     95.1      4.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       13       11       25       24       38       39
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,891
COMMITMENTS
       0    3,319    4,156   28,405   24,394   32,561   31,869    2,330    3,022

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:       -985)
       0   -1,100     -500     -700      588   -1,200   -1,012      215       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.5     11.9     81.4     69.9     93.3     91.3      6.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        4       14       15       18       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,635
COMMITMENTS
   5,100      500      100   14,105   18,660   19,305   19,260      330      375

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -1,840)
       0      100     -100   -1,995   -2,095   -2,095   -2,095      255      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      2.5      0.5     71.8     95.0     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       22       25       25       26
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,688
COMMITMENTS
  16,442    2,335      151    2,561   18,437   19,154   20,923    2,534      765

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:      1,431)
   1,341      497     -146      -59    1,074    1,136    1,425      295        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.8     10.8      0.7     11.8     85.0     88.3     96.5     11.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      76       18        5       20       35      100       55
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       32,647
COMMITMENTS
  19,488    3,033      439    7,732   27,904   27,659   31,376    4,988    1,271

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:      1,637)
   1,013       83      365     -259    1,720    1,119    2,168      518     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7      9.3      1.3     23.7     85.5     84.7     96.1     15.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      57       18        7       16       30       78       51
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      239,551
COMMITMENTS
  52,087   30,617   27,501  147,700  163,707  227,288  221,825   12,263   17,726

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:      4,539)
   1,235   -5,642      471    3,051    8,605    4,757    3,434     -218    1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     12.8     11.5     61.7     68.3     94.9     92.6      5.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      50       39       49       73       84      153      153
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       25,515
COMMITMENTS
   3,152      480    2,174   14,960   18,972   20,286   21,626    5,229    3,889

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,644)
  -1,155      284      147   -1,484   -3,682   -2,492   -3,251     -152      607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      1.9      8.5     58.6     74.4     79.5     84.8     20.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        6       20       21       26       27
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,711
COMMITMENTS
     225      115      392   16,494   16,820   17,111   17,327      600      384

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,527)
    -365      115       -8   -1,754   -2,731   -2,127   -2,624     -400       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.6      2.2     93.1     95.0     96.6     97.8      3.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       16       11       18       13
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,476
COMMITMENTS
     250      282      236    6,750    6,826    7,236    7,344      240      132

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,118)
       0      217     -214   -1,936   -2,118   -2,150   -2,115       32       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      3.8      3.2     90.3     91.3     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        2       31       34       36       38
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,602
COMMITMENTS
   1,070      961      637   53,825   54,250   55,532   55,848    1,070      754

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -13,140)
    -155      224     -206  -12,649  -13,458  -13,010  -13,440     -130      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.7      1.1     95.1     95.8     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        2        2       36       33       39       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,027
COMMITMENTS
     800      290        0   21,012   21,262   21,812   21,552      215      475

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -4,177)
    -200        0        0   -3,972   -4,127   -4,172   -4,127       -5      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.3      0.0     95.4     96.5     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       21       17       22       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,273
COMMITMENTS
      50      150        0    6,953    7,123    7,003    7,273      270        0

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,652)
     -50        0        0   -2,602   -2,652   -2,652   -2,652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.1      0.0     95.6     97.9     96.3    100.0      3.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       24       27       25       28
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,853
COMMITMENTS
   4,509        0      225   13,634   18,058   18,368   18,283      485      570

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -3,312)
    -199        0        0   -2,988   -3,262   -3,187   -3,262     -125      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      0.0      1.2     72.3     95.8     97.4     97.0      2.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       30       25       32       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,228
COMMITMENTS
   1,199    1,258      106   15,277   15,167   16,582   16,531      646      697

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,549)
    -404     -300     -127   -2,104   -2,072   -2,635   -2,499       86      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      7.3      0.6     88.7     88.0     96.3     96.0      3.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        4        2       32       35       37       40
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,528
COMMITMENTS
     732      296      295   12,243   12,448   13,270   13,039      258      489

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,043)
    -149     -308      -95   -1,980   -1,795   -2,224   -2,198      181      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      2.2      2.2     90.5     92.0     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        1       26       25       29       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,613
COMMITMENTS
   1,664    1,404    1,924   25,112   26,064   28,700   29,392    1,913    1,221

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -2,394)
    -389       88      -77   -1,898   -2,513   -2,364   -2,502      -30      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      4.6      6.3     82.0     85.1     93.8     96.0      6.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        6       34       34       41       41
```

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Updated September 10, 2010