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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,256
COMMITMENTS
     634    5,512      246   49,324   44,299   50,204   50,057       52      199

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      4,036)
       0      169       93    3,983    3,894    4,076    4,156      -40     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     11.0      0.5     98.1     88.1     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       1        3        1       43       51       45       54
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,801
COMMITMENTS
       0        0        0   24,687   24,591   24,687   24,591      114      210

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        456)
       0        0        0      456      456      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     99.2     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        0        0       29       30       29       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,441
COMMITMENTS
   1,081      334      211    7,656    8,478    8,948    9,023    1,493    1,418

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        413)
      -4       41       49      356      303      401      393       12       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      3.2      2.0     73.3     81.2     85.7     86.4     14.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        5       35       39       40       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,661
COMMITMENTS
     615      205      317    7,181    7,383    8,113    7,905      548      756

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        981)
     248      -84      -31      670      947      887      832       94      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      2.4      3.7     82.9     85.2     93.7     91.3      6.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        3        4       52       55       57       62
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,933
COMMITMENTS
     639        0      235    1,329    2,386    2,203    2,621      730      312

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        248)
     135        0      115      110      108      360      223     -112       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      0.0      8.0     45.3     81.4     75.1     89.4     24.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        0        3       16       18       21       21
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,710
COMMITMENTS
       0        0        0    1,321    1,299    1,321    1,299      389      411

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.3     76.0     77.3     76.0     22.7     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       17       16       17
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,514
COMMITMENTS
      38       15      135    1,899    1,934    2,072    2,084      442      430

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        585)
       8        0       60      383      431      451      491      134       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.6      5.4     75.5     76.9     82.4     82.9     17.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       22       22       25       24
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,387
COMMITMENTS
       0        0        0    4,348    4,387    4,348    4,387       39        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          0)
    -200        0        0      200        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.1    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       15       14       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       19,230
COMMITMENTS
       0        0        0   18,915   19,230   18,915   19,230      315        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,045)
     -25        0        0    1,070    1,045    1,045    1,045        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.4    100.0     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       27       16       27       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      394,245
COMMITMENTS
  70,883   36,658   74,361  199,387  255,783  344,631  366,801   49,615   27,444

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -7,648)
   3,555    3,121     -755  -10,963   -7,702   -8,163   -5,336      515   -2,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      9.3     18.9     50.6     64.9     87.4     93.0     12.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      61       24       47       72       87      157      141
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      121,146
COMMITMENTS
     275    6,056   32,189   84,894   80,696  117,357  118,941    3,789    2,205

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      8,030)
     -41      -91    2,334    6,597    6,311    8,891    8,554     -861     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.0     26.6     70.1     66.6     96.9     98.2      3.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        8       14       15       22       23
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       21,230
COMMITMENTS
     417      902      630   20,133   19,633   21,180   21,165       50       65

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      2,847)
       0      160      280    2,567    2,407    2,847    2,847        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.2      3.0     94.8     92.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       3        7        4       52       52       57       61
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,821
COMMITMENTS
     650      155      295    5,576    6,071    6,521    6,521      300      300

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        185)
    -695      155      295      585     -265      185      185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      2.3      4.3     81.7     89.0     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       20       15       23       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      896,126
COMMITMENTS
 170,691  353,308  268,719  371,160  235,762  810,570  857,788   85,556   38,338

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -11,833)
   3,169   12,872  -11,621   -1,729  -12,233  -10,181  -10,981   -1,652     -852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     39.4     30.0     41.4     26.3     90.5     95.7      9.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      86      113      141       78       74      259      246
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,435
COMMITMENTS
       0        0        0   40,802   41,909   40,802   41,909    5,633    4,526

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,604)
       0        0        0   -3,268   -2,820   -3,268   -2,820     -336     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     87.9     90.3     87.9     90.3     12.1      9.7

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 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       56,199
COMMITMENTS
       0        0        0   45,569   51,822   45,569   51,822   10,630    4,377

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        304)
       0        0        0      304        0      304        0        0      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     81.1     92.2     81.1     92.2     18.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       16       16       16
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       49,850
COMMITMENTS
   2,270    2,316    3,838   36,853   34,915   42,961   41,069    6,889    8,781

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          0)
       0     -428        0        0      428        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      4.6      7.7     73.9     70.0     86.2     82.4     13.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       10       17       13
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       60,489
COMMITMENTS
     152    1,030    4,224   43,460   47,969   47,836   53,223   12,653    7,266

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:         62)
      62        0        0        0        0       62        0        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.7      7.0     71.8     79.3     79.1     88.0     20.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       15       12       17       14
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,665,411
COMMITMENTS
  73,265  102,091  556,256  1029487  1000363  1659008  1658710    6,403    6,701

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -56,673)
  -4,237   -1,415  -40,340  -11,243  -14,981  -55,821  -56,737     -852       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.1     33.4     61.8     60.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      38       40       65       63       59      134      131
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       48,131
COMMITMENTS
   7,331   15,489   14,572   24,202   17,436   46,104   47,497    2,026      633

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,352)
      61     -681      859      453    1,329    1,373    1,506      -21     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     32.2     30.3     50.3     36.2     95.8     98.7      4.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       10       16       18       20       37       39
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,544
COMMITMENTS
       0    9,021    1,999   90,382   85,971   92,381   96,991    8,163    3,553

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -5,429)
       0     -986     -248   -4,058   -3,813   -4,306   -5,047   -1,123     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.0      2.0     89.9     85.5     91.9     96.5      8.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        3       18       27       21       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,828
COMMITMENTS
  10,567        0    3,629  120,073  137,574  134,269  141,203   15,558    8,624

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -5,790)
    -755        0     -852   -5,537   -5,529   -7,144   -6,381    1,353      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      2.4     80.1     91.8     89.6     94.2     10.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       24       24       27       26
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,531,989
COMMITMENTS
 505,349   78,771  807,584  1203810  1625723  2516743  2512078   15,246   19,911

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -57,522)
 -31,361   -8,265    4,229  -27,833  -51,438  -54,965  -55,474   -2,557   -2,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      3.1     31.9     47.5     64.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      41       24       59      100       84      165      146
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      982,964
COMMITMENTS
 175,735   60,327  193,881  608,489  724,478  978,105  978,686    4,859    4,278

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -63,816)
 -20,895  -18,583  -16,578  -27,746  -29,112  -65,219  -64,273    1,403      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      6.1     19.7     61.9     73.7     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      29       24       42       40       38       88       85
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,242
COMMITMENTS
     390      105        0    7,555    7,658    7,945    7,763      297      479

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -222)
       0        0     -105       32      107      -73        2     -148     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      1.3      0.0     91.7     92.9     96.4     94.2      3.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       14       16       15
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,390
COMMITMENTS
      15      810       61    9,136    8,306    9,212    9,177      178      213

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -858)
       0     -144      -24     -902     -623     -926     -791       68      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.6      0.6     97.3     88.5     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        2       27       27       29       31
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,755
COMMITMENTS
     135      240       24    2,061    1,748    2,220    2,012      535      743

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -113)
     -23      -75        0      -80      -45     -103     -120      -10        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      8.7      0.9     74.8     63.4     80.6     73.0     19.4     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       19       18       20       21
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,944
COMMITMENTS
     125        0        0    1,261    1,275    1,386    1,275      558      669

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        146)
      28        0        0       92      133      120      133       26       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.0     64.9     65.6     71.3     65.6     28.7     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       21       22       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      176,908
COMMITMENTS
   3,574    1,758   14,259  154,740  158,544  172,573  174,561    4,335    2,347

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,436)
    -523      -26     -180   -2,995   -3,404   -3,698   -3,611      261      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.0      8.1     87.5     89.6     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        7       34       31       42       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,765
COMMITMENTS
      85      636      109   16,315   15,942   16,509   16,687    1,257    1,078

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -814)
     -15     -205       19     -559     -547     -555     -732     -259      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      3.6      0.6     91.8     89.7     92.9     93.9      7.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       16       23       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,035
COMMITMENTS
     148    2,356      290   25,975   26,357   26,413   29,003    3,622    1,032

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,172)
      -2      -70        0     -949   -1,072     -951   -1,142     -221      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.8      1.0     86.5     87.8     87.9     96.6     12.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       22       19       25       22
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,305
COMMITMENTS
     100      438       40    9,687   10,003    9,827   10,481    1,478      824

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -331)
     -30      -20        0        1     -263      -29     -283     -302      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.9      0.4     85.7     88.5     86.9     92.7     13.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       11       17       13
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,868
COMMITMENTS
       0    1,316      354   33,227   32,214   33,582   33,884    1,286      984

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,348)
       0     -101      -18   -3,354   -3,211   -3,372   -3,330       24      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      1.0     95.3     92.4     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       24       18       26       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,320
COMMITMENTS
       0      468        0   48,831   48,683   48,831   49,151      489      169

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        944)
       0      -42        0      965    1,007      965      965      -21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     99.0     98.7     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       11       11       12
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      728,237
COMMITMENTS
       0   13,824        0  728,237  714,413  728,237  728,237        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     22,639)
       0     -816        0   22,639   23,455   22,639   22,639        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0    100.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       12       15       13
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,631
COMMITMENTS
       0        0        0   28,290   28,631   28,290   28,631      341        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -2,026)
       0        0        0   -2,005   -2,026   -2,005   -2,026      -21        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 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       53,964
COMMITMENTS
       0        0        0   53,964   53,964   53,964   53,964        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -4,662)
       0        0        0   -4,662   -4,662   -4,662   -4,662        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       15       13       15       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      932,455
COMMITMENTS
       0        0        0  932,455  932,455  932,455  932,455        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -75,072)
       0        0        0  -75,072  -75,072  -75,072  -75,072        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       12       15       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      190,557
COMMITMENTS
     200        0        0  190,357  190,450  190,557  190,450        0      107

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -11,613)
    -147        0        0  -11,466  -11,613  -11,613  -11,613        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.9     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       21       25       22       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,361,370
COMMITMENTS
   1,056        0        0  3360314  3361370  3361370  3361370        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:   -219,096)
  -3,816        0     -408 -214,872 -218,688 -219,096 -219,096        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:       37)
       1        0        0       18       27       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,653
COMMITMENTS
   6,030    1,600      132   54,491   58,411   60,653   60,143        0      510

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,407)
     822        0        0   -2,229   -1,407   -1,407   -1,407        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.6      0.2     89.8     96.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       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 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,160,296
COMMITMENTS
  24,125   86,052    5,280  1130891  1068964  1160296  1160296        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,030)
       0   16,992        0   -3,030  -20,022   -3,030   -3,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      7.4      0.5     97.5     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       24       25       26       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,487
COMMITMENTS
   1,020      243      255   48,126   48,946   49,401   49,444       86       43

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,827)
       0      -21        0   -1,806   -1,806   -1,806   -1,827      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.5      0.5     97.2     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       18       22       20
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       26,944
COMMITMENTS
       0    2,536      190   26,436   23,984   26,626   26,710      318      234

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.4      0.7     98.1     89.0     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       11       15       12
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,054
COMMITMENTS
     510       86        0   33,055   33,649   33,565   33,735      489      319

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -838)
       0       86        0     -817     -924     -817     -838      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.3      0.0     97.1     98.8     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       14       19       15
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      973,786
COMMITMENTS
       0   34,837    4,000  951,050  934,949  955,050  973,786   18,736        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,971)
       0   -8,568        0  -22,707    4,597  -22,707   -3,971   18,736        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.4     97.7     96.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       20       20       21       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      388,208
COMMITMENTS
  45,691        0   13,845  328,672  374,363  388,208  388,208        0        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -28,152)
  45,691   -2,165    1,349  -75,192  -27,336  -28,152  -28,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.0      3.6     84.7     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12        9       13       10
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,977
COMMITMENTS
     739        0       73   26,777   27,613   27,589   27,686      388      291

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        783)
      15        0       -8      761      791      768      783       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.3     95.7     98.7     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        2       36       34       39       36
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,061
COMMITMENTS
     515        0        0   15,312   15,621   15,827   15,621      234      440

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,095)
    -100      -10      -75     -945     -964   -1,120   -1,049       25      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.0     95.3     97.3     98.5     97.3      1.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       17       19       17
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,040
COMMITMENTS
       0        0        0    6,664    6,181    6,664    6,181      376      859

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,049)
       0        0        0   -1,005   -1,279   -1,005   -1,279      -44      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.7     87.8     94.7     87.8      5.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       21       15       21       15
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,476
COMMITMENTS
       0        0        0    9,927    9,450    9,927    9,450      549    1,026

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -443)
       0        0        0     -123     -502     -123     -502     -320       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.8     90.2     94.8     90.2      5.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       16       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,774,740
COMMITMENTS
 342,736  125,742  923,427  1393045  1655468  2659208  2704637  115,532   70,103

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    144,374)
  22,831    7,011   67,446   52,744   65,300  143,021  139,757    1,353    4,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      4.5     33.3     50.2     59.7     95.8     97.5      4.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     183      104      211       98      107      382      335
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      248,819
COMMITMENTS
 106,932   22,262   65,041   74,384  156,716  246,358  244,020    2,461    4,799

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     36,194)
  10,120    5,001   16,007   11,705   17,598   37,832   38,605   -1,638   -2,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.0      8.9     26.1     29.9     63.0     99.0     98.1      1.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       11       13       20       23       34       42
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      223,491
COMMITMENTS
  37,164   15,990    6,853  139,283  143,457  183,300  166,300   40,191   57,191

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -10,893)
    -693     -873   -2,075   -4,371   -5,311   -7,139   -8,259   -3,754   -2,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      7.2      3.1     62.3     64.2     82.0     74.4     18.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        4       23       24       28       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,202
COMMITMENTS
  30,684    1,250   31,167   66,503   97,349  128,355  129,767    4,847    3,435

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     11,304)
   5,050   -1,595      549    5,126   12,148   10,725   11,102      579      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      0.9     23.4     49.9     73.1     96.4     97.4      3.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      20       10       23       26       25       57       49
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      583,492
COMMITMENTS
  37,955    4,669  101,616  426,894  459,120  566,465  565,404   17,027   18,088

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     22,920)
   4,687     -545      166   16,508   21,226   21,361   20,847    1,559    2,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.8     17.4     73.2     78.7     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        3       13       34       34       47       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,607
COMMITMENTS
     355    1,566      100   30,844   29,594   31,299   31,260      308      347

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -6,594)
     -90     -190       -8   -6,492   -6,394   -6,590   -6,592       -4       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.0      0.3     97.6     93.6     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       35       33       38       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,630
COMMITMENTS
   5,611   30,536    2,539   76,212   48,984   84,362   82,059    3,268    5,571

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,633)
   1,160      100      300      659    1,514    2,119    1,914     -486     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     34.8      2.9     87.0     55.9     96.3     93.6      3.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       11       10       27       24       40       37
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,371
COMMITMENTS
   4,832    1,163    1,425   18,886   23,594   25,143   26,182    3,228    2,189

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      3,090)
   1,940    1,160      300      689    1,985    2,929    3,445      161     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      4.1      5.0     66.6     83.2     88.6     92.3     11.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        2        3       14       15       20       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,224
COMMITMENTS
   3,575      928      450   10,199   12,684   14,224   14,062        0      162

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -2,365)
    -700     -450      450   -1,965   -2,215   -2,215   -2,215     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      6.5      3.2     71.7     89.2    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        3        1       18       19       24       22
 
 
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE               Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,189
COMMITMENTS
     506      682    2,172    8,033    7,464   10,712   10,318      477      871

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,305)
  -3,895      411     -448    2,861   -1,418   -1,482   -1,455      178      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      6.1     19.4     71.8     66.7     95.7     92.2      4.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        5        8       13       14       22       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,597
COMMITMENTS
  17,533    2,273      655    4,629   21,810   22,818   24,739    2,779      858

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,196)
     598      -69       11      470    1,166    1,079    1,108      117       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.5      8.9      2.6     18.1     85.2     89.1     96.6     10.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      86       16        8       29       34      117       57
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       43,466
COMMITMENTS
  31,660    1,098      739    5,363   40,401   37,762   42,238    5,703    1,227

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        701)
     713     -291      286     -229      650      769      645      -68       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.8      2.5      1.7     12.3     93.0     86.9     97.2     13.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      99        8        6       22       37      125       48
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      309,962
COMMITMENTS
  82,125    9,991   33,134  170,764  254,394  286,023  297,520   23,938   12,442

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -3,839)
   2,009   -1,208     -328   -6,874   -1,280   -5,194   -2,816    1,354   -1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      3.2     10.7     55.1     82.1     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      77       20       38       76       89      168      133
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       21,103
COMMITMENTS
   2,225    2,340    1,058   13,601   13,568   16,884   16,966    4,219    4,137

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -888)
       0      -96     -181   -1,201     -316   -1,382     -593      494     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     11.1      5.0     64.5     64.3     80.0     80.4     20.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        3       11       14       17       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,543
COMMITMENTS
     450      100      560    6,483    6,833    7,493    7,493       50       50

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,304)
       0        0      410      944      944    1,354    1,354      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      1.3      7.4     85.9     90.6     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       25       31       29       36
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       56,898
COMMITMENTS
     730    3,254       59   55,382   53,365   56,171   56,678      727      220

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      4,157)
     155        0        0    4,278    4,182    4,433    4,182     -276      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      5.7      0.1     97.3     93.8     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        1        2       41       36       45       38
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,901
COMMITMENTS
       0        0        0   19,736   19,901   19,736   19,901      165        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        765)
       0        0        0      765      765      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,562
COMMITMENTS
     400    4,250       50    7,742    4,262    8,192    8,562      370        0

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        217)
     150        0     -100      167      317      217      217        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     49.6      0.6     90.4     49.8     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       28       21       30       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,075
COMMITMENTS
   4,942        0      290   20,812   25,583   26,044   25,873       31      202

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      1,247)
     375        0       50      836    1,205    1,261    1,255      -14       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      0.0      1.1     79.8     98.1     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       31       22       34       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,313
COMMITMENTS
   5,391    1,695      908   11,858   15,580   18,157   18,183      156      130

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:         13)
     798      182     -114     -653      -20       31       48      -18      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4      9.3      5.0     64.8     85.1     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        1        3       31       33       37       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,640
COMMITMENTS
     258      315      415    9,610    9,792   10,283   10,522      357      118

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -2,301)
      79     -978       67   -2,607   -1,472   -2,461   -2,383      160       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.0      3.9     90.3     92.0     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        4       25       24       31       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,474
COMMITMENTS
   9,646    1,178    1,941   20,181   29,085   31,768   32,204      706      270

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     -1,728)
     297      -42     -613   -1,542   -1,103   -1,858   -1,758      130       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      3.6      6.0     62.1     89.6     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       9        5        5       28       33       40       40
```

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Updated February 4, 2011