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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,309
COMMITMENTS
     934      600       57   36,226   36,153   37,217   36,810       92      499

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -10,540)
    -185   -1,780       -7  -10,381   -9,074  -10,573  -10,861       33      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.6      0.2     97.1     96.9     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        3        1       38       43       41       46
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,932
COMMITMENTS
     100        0        0   23,718   23,722   23,818   23,722      114      210

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -6,625)
    -100        0        0   -6,550   -6,635   -6,650   -6,635       25       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.1     99.1     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       25       26       26       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,561
COMMITMENTS
     167      193       87    5,776    5,684    6,030    5,964    1,531    1,597

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,608)
    -348     -105      -86   -1,374   -1,803   -1,808   -1,994      200      386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      2.6      1.2     76.4     75.2     79.8     78.9     20.2     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       28       29       32       33
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,973
COMMITMENTS
     324      291      152    5,044    5,065    5,520    5,508      453      465

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,787)
    -121     -146     -153   -1,515   -1,495   -1,789   -1,794        2        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      4.9      2.5     84.4     84.8     92.4     92.2      7.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        4        4       42       48       47       55
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       14,941
COMMITMENTS
       0        0        0   14,641   14,941   14,641   14,941      300        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,690)
       0     -200        0   -2,780   -2,480   -2,780   -2,680       90      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       23       14       23       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      384,163
COMMITMENTS
  61,038   25,800   71,541  203,811  260,074  336,390  357,414   47,773   26,748

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -250)
      78   -3,360    2,904      781     -868    3,763   -1,324   -4,012    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      6.7     18.6     53.1     67.7     87.6     93.0     12.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      54       24       47       65       86      144      139
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,055
COMMITMENTS
     167      692      300   13,538   12,998   14,005   13,990       50       65

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,810)
    -258     -848     -275   -4,262   -3,687   -4,795   -4,810      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.9      2.1     96.3     92.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        6        2       42       44       45       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,556
COMMITMENTS
   1,595        0        0    3,391    5,256    4,986    5,256      570      300

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,562)
    -465        0      -25   -1,305   -1,537   -1,795   -1,562      233        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      0.0      0.0     61.0     94.6     89.7     94.6     10.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0       16       14       19       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      839,126
COMMITMENTS
 163,712  305,496  253,223  336,932  241,325  753,868  800,044   85,258   39,082

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     12,189)
  -2,315  -22,695   11,315     -659   25,577    8,341   14,197    3,849   -2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     36.4     30.2     40.2     28.8     89.8     95.3     10.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      94      103      137       79       82      263      246
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       52,017
COMMITMENTS
       0        0        0   46,048   46,279   46,048   46,279    5,969    5,738

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,859)
     -55        0     -280   -4,456   -4,567   -4,791   -4,847      -68      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.5     89.0     88.5     89.0     11.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       15       18       15
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,779
COMMITMENTS
       0        0        0   43,453   50,686   43,453   50,686   10,326    3,093

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,829)
       0        0        0   -2,519   -2,418   -2,519   -2,418     -310     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.8     94.2     80.8     94.2     19.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,649,254
COMMITMENTS
  82,392  102,148  562,485  997,398  978,148  1642275  1642781    6,979    6,473

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     38,836)
   5,222    4,352   20,881   12,184   12,522   38,287   37,755      550    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      6.2     34.1     60.5     59.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      43       34       64       60       59      130      130
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       37,217
COMMITMENTS
   4,611   14,013   10,769   19,680   12,026   35,060   36,808    2,157      410

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        -17)
     282       95     -795      140      764     -373       63      357      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     37.7     28.9     52.9     32.3     94.2     98.9      5.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        8       11       17       18       31       32
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      106,342
COMMITMENTS
       0   12,241    1,015   96,151   88,033   97,166  101,289    9,176    5,053

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -6,076)
       0     -244     -207   -4,550   -5,302   -4,757   -5,753   -1,319     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.5      1.0     90.4     82.8     91.4     95.2      8.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        3       20       26       23       29
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,432
COMMITMENTS
       0    1,885      795   74,743   76,570   75,538   79,250   12,894    9,182

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,263)
       0    1,013     -879   -5,730   -1,194   -6,609   -1,060    2,346   -3,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.9     84.5     86.6     85.4     89.6     14.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       16       15       17
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,115
COMMITMENTS
   8,314        0    6,014  118,711  133,467  133,039  139,481   14,076    7,634

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -7,136)
   1,672   -1,757     -710   -6,753   -3,872   -5,791   -6,339   -1,345     -797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      4.1     80.7     90.7     90.4     94.8      9.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       26       27       29       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,495,881
COMMITMENTS
 532,149  109,554  764,245  1176334  1598788  2472728  2472587   23,153   23,294

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:   -103,318)
  12,523    4,058  -39,503  -76,171  -71,536 -103,151 -106,981     -167    3,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      4.4     30.6     47.1     64.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      36       28       60      101       86      166      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      934,812
COMMITMENTS
 164,963   85,893  170,807  594,715  674,057  930,485  930,757    4,327    4,055

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     22,904)
  16,768   -9,830   14,070   -8,081   18,648   22,757   22,888      147       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      9.2     18.3     63.6     72.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      32       19       40       40       37       87       81
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,307
COMMITMENTS
     390      165      120    7,531    7,576    8,041    7,861      266      446

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.0      1.4     90.7     91.2     96.8     94.6      3.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       17       15       19       17
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        8,375
COMMITMENTS
      27      774      128    8,172    7,349    8,327    8,251       48      124

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,196)
      -1      -76       64   -1,250   -1,101   -1,187   -1,113       -9      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      9.2      1.5     97.6     87.7     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       25       26       28       30
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,322
COMMITMENTS
     100        0       19      813      961      932      980      390      342

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -730)
     -69      -30        1     -741     -715     -809     -744       79       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.0      1.4     61.5     72.7     70.5     74.1     29.5     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       12       19       14       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      174,925
COMMITMENTS
   4,079    2,564   11,974  154,671  158,225  170,724  172,763    4,201    2,163

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -10,756)
     246       13   -2,656   -8,592   -8,627  -11,002  -11,270      246      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.5      6.8     88.4     90.5     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        7       34       32       43       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,952
COMMITMENTS
       0      852       30   15,297   14,674   15,327   15,556    1,625    1,396

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -803)
       0      -32      -20   -1,323   -1,238   -1,343   -1,290      540      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      0.2     90.2     86.6     90.4     91.8      9.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       21       16       22       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,325
COMMITMENTS
     150    2,304      350   27,052   27,663   27,552   30,317    3,773    1,008

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -641)
     -14     -160        0     -706     -551     -720     -711       79       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.4      1.1     86.4     88.3     88.0     96.8     12.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       23       21       26       24
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,568
COMMITMENTS
     130      326       40    9,620   10,028    9,790   10,394    1,778    1,174

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -660)
     -60       -8        0     -637     -850     -697     -858       37      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.8      0.3     83.2     86.7     84.6     89.9     15.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       12       17       14
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,023
COMMITMENTS
       0    1,344      367   35,392   34,310   35,759   36,021    1,264    1,002

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,061)
       0      -86      -52   -4,256   -4,303   -4,308   -4,441      247      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      1.0     95.6     92.7     96.6     97.3      3.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       25       19       27       22
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       45,845
COMMITMENTS
       0      510        0   45,335   45,015   45,335   45,525      510      320

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,756)
       0        0        0   -2,756   -2,946   -2,756   -2,946        0      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     98.9     98.2     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       10       11       11
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      638,686
COMMITMENTS
       0    9,360        0  638,686  629,326  638,686  638,686        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -57,152)
       0        0        0  -57,152  -57,152  -57,152  -57,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       10       13       11
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,657
COMMITMENTS
       0        0        0   30,295   30,657   30,295   30,657      362        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,225)
       0     -460        0   -2,587   -1,765   -2,587   -2,225      362        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,396
COMMITMENTS
       0        0        0   58,396   58,396   58,396   58,396        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -4,715)
       0        0        0   -4,692   -4,715   -4,692   -4,715      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       14       14       14       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,007,527
COMMITMENTS
       0        0        0  1007527  1007527  1007527  1007527        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -69,560)
       0        0        0  -69,560  -69,560  -69,560  -69,560        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 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      203,341
COMMITMENTS
     347        0        0  202,994  203,234  203,341  203,234        0      107

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -8,464)
    -506        0        0   -7,958   -8,441   -8,464   -8,441        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       20       25       21       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,584,041
COMMITMENTS
       0      408        0  3584041  3583633  3584041  3584041        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:   -136,208)
       0     -816        0 -136,208 -135,392 -136,208 -136,208        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       19       27       19       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,660
COMMITMENTS
   5,208    1,600      132   55,320   58,418   60,660   60,150        0      510

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -3,667)
    -250     -115        0   -3,417   -3,807   -3,667   -3,922        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      2.6      0.2     91.2     96.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       24       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,134,411
COMMITMENTS
  29,405   69,060        0  1105006  1065351  1134411  1134411        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -54,144)
       0   -3,920        0  -54,144  -50,224  -54,144  -54,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      6.1      0.0     97.4     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        0       21       25       23       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,824
COMMITMENTS
   1,020      264      255   50,442   51,262   51,717   51,781      107       43

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -3,235)
    -575       41      -46   -2,591   -3,273   -3,212   -3,278      -23       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.5      0.5     97.3     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       20       19       21       21
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      968,183
COMMITMENTS
       0   47,405        0  968,183  920,778  968,183  968,183        0        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -57,904)
  -9,776    1,880   -1,880  -46,248  -57,904  -57,904  -57,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0    100.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       20       19       20       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       28,238
COMMITMENTS
     672      300      148   27,013   27,484   27,833   27,932      405      306

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        122)
     190      300     -343      255      165      102      122       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.1      0.5     95.7     97.3     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        3       40       38       44       42
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,351
COMMITMENTS
     370        0      100   15,737   15,795   16,207   15,895      144      456

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -667)
     -75        0       35     -627     -667     -667     -632        0      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.6     96.2     96.6     99.1     97.2      0.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       20       14       22       15
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,542
COMMITMENTS
      60        0        0    7,216    7,060    7,276    7,060      266      482

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,644)
    -150        0      -45   -1,378   -1,577   -1,573   -1,622      -71      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.0     95.7     93.6     96.5     93.6      3.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       21       21       22       21
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,297
COMMITMENTS
       0        0        0    9,688    9,479    9,688    9,479      609      818

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -682)
       0        0        0     -796     -953     -796     -953      114      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.1     92.1     94.1     92.1      5.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       15       14       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,564,052
COMMITMENTS
 345,513  144,238  835,709  1280159  1522159  2461381  2502106  102,671   61,947

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     99,247)
   1,204   12,719   75,820   18,026   10,944   95,051   99,484    4,196     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      5.6     32.6     49.9     59.4     96.0     97.6      4.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     191      102      203       96      104      381      330
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      167,487
COMMITMENTS
  82,443    7,677   34,979   47,321  118,344  164,744  161,001    2,744    6,486

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     17,908)
   3,992    1,495    5,256    8,379   10,573   17,627   17,324      281      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2      4.6     20.9     28.3     70.7     98.4     96.1      1.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        5        6       15       17       23       27
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      229,004
COMMITMENTS
  36,760   16,820    7,292  147,543  144,173  191,595  168,285   37,409   60,719

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -13,572)
   3,414     -340   -4,455  -14,641  -14,417  -15,682  -19,212    2,110    5,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      7.3      3.2     64.4     63.0     83.7     73.5     16.3     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       23       23       27       28
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,527
COMMITMENTS
  26,657    2,854   32,480   61,737   86,542  120,874  121,876    4,653    3,651

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      3,142)
     157      134    1,379    1,088      986    2,624    2,500      517      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      2.3     25.9     49.2     68.9     96.3     97.1      3.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23       11       25       26       23       61       49
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      555,316
COMMITMENTS
  38,397    3,421   97,515  402,587  436,096  538,499  537,033   16,817   18,284

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -57,892)
  -7,423      178  -12,941  -40,905  -49,374  -61,269  -62,137    3,377    4,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.6     17.6     72.5     78.5     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10        2       12       32       33       44       45
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,072
COMMITMENTS
     378      954      150   30,432   29,796   30,960   30,900      112      172

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -13,360)
    -150   -1,237        0  -13,055  -11,968  -13,205  -13,205     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.1      0.5     97.9     95.9     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        2       39       31       43       35
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       88,000
COMMITMENTS
   4,451   30,348    2,329   77,730   49,613   84,510   82,290    3,490    5,710

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        734)
       0      277      599      -21       28      578      904      156     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     34.5      2.6     88.3     56.4     96.0     93.5      4.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       10        9       26       23       37       35
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,920
COMMITMENTS
   4,425      640        0    9,465   13,145   13,890   13,785       30      135

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,275)
    -200       46        0   -2,080   -2,350   -2,280   -2,304        5       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8      4.6      0.0     68.0     94.4     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       11       20       14       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,316
COMMITMENTS
  17,310    2,345      759    4,436   21,539   22,505   24,644    2,811      672

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -353)
      20      568       -1     -222     -982     -204     -415     -149       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.4      9.3      3.0     17.5     85.1     88.9     97.3     11.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      86       15       11       22       32      115       54
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       40,292
COMMITMENTS
  27,729    1,386      143    6,648   37,361   34,519   38,889    5,773    1,403

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:        575)
   1,296      242     -389     -417      625      490      478       85       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.8      3.4      0.4     16.5     92.7     85.7     96.5     14.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      88       11        3       20       36      108       50
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      297,246
COMMITMENTS
  87,957   14,052   32,199  153,734  238,733  273,890  284,985   23,356   12,261

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -10,141)
   2,938       65   -1,260  -12,246   -7,255  -10,569   -8,450      428   -1,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      4.7     10.8     51.7     80.3     92.1     95.9      7.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      82       16       38       73       87      171      129
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,542
COMMITMENTS
   2,762    1,430      885    8,577    9,229   12,224   11,544    4,318    4,998

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -3,997)
    -310      261     -473   -3,360   -3,381   -4,143   -3,593      146     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      8.6      5.4     51.8     55.8     73.9     69.8     26.1     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        2        9        9       14       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,511
COMMITMENTS
     250      100      113    4,048    4,198    4,411    4,411      100      100

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,659)
     164     -100     -187   -1,599   -1,359   -1,622   -1,646      -37      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      2.2      2.5     89.7     93.1     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       20       22       23       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       45,584
COMMITMENTS
     400    2,133       15   44,196   43,226   44,611   45,374      973      210

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    -11,618)
     170   -1,039        0  -11,773  -10,604  -11,603  -11,643      -15       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.7      0.0     97.0     94.8     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        1       33       33       35       36
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,355
COMMITMENTS
     750    3,525        0    6,215    3,830    6,965    7,355      390        0

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,352)
    -100        0        0   -1,492   -1,352   -1,592   -1,352      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     47.9      0.0     84.5     52.1     94.7    100.0      5.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       19       14       21       15
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,261
COMMITMENTS
     285        0      140   15,801   15,921   16,226   16,061       35      200

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,560)
  -1,576        0        0   -1,009   -2,640   -2,585   -2,640       25       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.9     97.2     97.9     99.8     98.8      0.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       27       21       30       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,752
COMMITMENTS
   1,206      570      730   11,642   12,059   13,578   13,359      174      393

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,212)
     595     -681      116   -2,773   -1,840   -2,062   -2,405     -150      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.1      5.3     84.7     87.7     98.7     97.1      1.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        3       27       32       32       36
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,148
COMMITMENTS
     315    2,291      189   11,527    9,632   12,031   12,112      117       36

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,650)
       0     -187        0   -2,677   -2,355   -2,677   -2,542       27     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     18.9      1.6     94.9     79.3     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        4        3       20       22       24       27
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,715
COMMITMENTS
   6,739    1,028    2,503   21,993   27,944   31,235   31,475      480      240

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -1,999)
    -140     -214     -183   -1,653   -1,556   -1,976   -1,953      -23      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      3.2      7.9     69.3     88.1     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        5       28       28       37       33
```

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Updated January 7, 2011