```
  
 
GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,261
COMMITMENTS
     934    2,956       75   40,142   37,893   41,151   40,924      110      337

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,042)
       0      921        0    1,109      108    1,109    1,029      -67       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      7.2      0.2     97.3     91.8     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        1       36       46       39       50
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,299
COMMITMENTS
     300        0        0   23,885   24,089   24,185   24,089      114      210

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        380)
     100        0        0      280      380      380      380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     98.3     99.1     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       25       27       26       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,908
COMMITMENTS
     615      223       87    6,678    7,054    7,380    7,364    1,528    1,544

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        487)
     264       20      -15      250      557      499      562      -12      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      2.5      1.0     75.0     79.2     82.8     82.7     17.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        3       32       35       36       39
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,281
COMMITMENTS
     480      380      170    6,224    6,217    6,874    6,767      407      514

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        625)
     106       26       33      559      599      698      658      -73      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      5.2      2.3     85.5     85.4     94.4     92.9      5.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        4        5       47       54       53       62
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,859
COMMITMENTS
      30       25       55    1,454    1,434    1,539    1,514      320      345

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         75)
       0      -10        0       26       88       26       78       49       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.3      3.0     78.2     77.1     82.8     81.4     17.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       20       22       21
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,287
COMMITMENTS
     200        0        0    4,048    4,287    4,248    4,287       39        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        519)
       0        0        0      500      519      500      519       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      0.0     94.4    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       12       15       13       15
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       16,739
COMMITMENTS
      25        0        0   16,399   16,739   16,424   16,739      315        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        514)
      25        0        0      489      514      514      514        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     98.0    100.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       23       15       24       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      394,654
COMMITMENTS
  64,822   27,207   75,123  205,317  264,401  345,262  366,731   49,391   27,922

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     14,262)
   1,186    4,484      469   10,885    7,966   12,540   12,918    1,722    1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      6.9     19.0     52.0     67.0     87.5     92.9     12.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      60       25       46       71       85      158      137
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      116,537
COMMITMENTS
     404    6,213   30,974   80,364   76,528  111,743  113,716    4,793    2,821

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,715)
      47       29      675    1,864    1,988    2,585    2,692      129       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      5.3     26.6     69.0     65.7     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        8       12       12       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,410
COMMITMENTS
     442      642      400   16,518   16,293   17,360   17,335       50       75

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,945)
       0      -50        0    1,945    1,985    1,945    1,935        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.7      2.3     94.9     93.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       4        5        3       45       45       50       52
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,336
COMMITMENTS
   1,395        0        0    4,641    6,036    6,036    6,036      300      300

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        730)
     -50        0        0      780      730      730      730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      0.0      0.0     73.2     95.3     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       19       15       22       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      922,167
COMMITMENTS
 171,594  355,780  269,688  394,665  257,117  835,948  882,585   86,220   39,582

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     33,162)
    -212   22,399   14,763   19,936   -1,854   34,487   35,308   -1,325   -2,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     38.6     29.2     42.8     27.9     90.7     95.7      9.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      94      105      137       81       79      269      243
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       50,149
COMMITMENTS
       0        0        0   44,180   44,839   44,180   44,839    5,969    5,310

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -1,712)
       0        0        0   -1,712   -1,712   -1,712   -1,712        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.1     89.4     88.1     89.4     11.9     10.6

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 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       54,207
COMMITMENTS
       0        0        0   43,149   51,114   43,149   51,114   11,058    3,093

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        428)
       0        0        0     -304      428     -304      428      732        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     79.6     94.3     79.6     94.3     20.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       50,004
COMMITMENTS
   2,270    3,136    3,838   37,695   33,337   43,803   40,311    6,201    9,693

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:          0)
       0     -428        0        0      428        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      6.3      7.7     75.4     66.7     87.6     80.6     12.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14        9       17       12
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,665,692
COMMITMENTS
  79,430  104,247  566,859  1012632  988,085  1658921  1659191    6,771    6,501

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,713)
  -1,462     -310    5,711   -3,299   -3,941      950    1,459      764      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      6.3     34.0     60.8     59.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      39       41       68       61       61      135      135
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       44,636
COMMITMENTS
   7,540   16,102   12,535   23,413   15,683   43,487   44,320    1,149      316

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,493)
     452      972    1,088    1,888    1,417    3,427    3,476       66       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     36.1     28.1     52.5     35.1     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        9       14       17       18       35       35
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,251
COMMITMENTS
       0   11,219    1,532   94,403   87,435   95,935  100,186    9,316    5,065

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -643)
       0     -254      180     -935     -580     -755     -654      112       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.7      1.5     89.7     83.1     91.1     95.2      8.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        3       19       26       22       29
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,642
COMMITMENTS
       0      605    1,437   74,211   76,876   75,648   78,918   12,994    9,724

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -300)
       0   -1,284      642   -1,038      184     -396     -458       96      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      1.6     83.7     86.7     85.3     89.0     14.7     11.0

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 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      152,487
COMMITMENTS
  10,805        0    5,157  122,388  139,672  138,350  144,829   14,137    7,658

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,720)
   1,365        0   -1,128    3,269    4,800    3,506    3,672      214       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      3.4     80.3     91.6     90.7     95.0      9.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        2       25       27       29       29
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,547,567
COMMITMENTS
 546,806   98,994  786,815  1193835  1641611  2527456  2527420   20,111   20,147

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     29,449)
  10,081   -8,851    7,272   12,567   31,829   29,920   30,250     -471     -801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      3.9     30.9     46.9     64.4     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      42       23       61      102       85      169      147
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      986,086
COMMITMENTS
 178,358   76,860  191,477  612,502  713,688  982,337  982,025    3,749    4,061

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     19,664)
  -4,696  -11,134   20,772    4,187   11,134   20,263   20,772     -599   -1,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      7.8     19.4     62.1     72.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      34       21       43       41       38       93       84
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        8,463
COMMITMENTS
     390      105      105    7,523    7,551    8,018    7,761      445      703

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        360)
       0      -30       15      158      150      173      135      186      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.2      1.2     88.9     89.2     94.7     91.7      5.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       14       18       16
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,395
COMMITMENTS
      25      832      114    9,135    8,231    9,274    9,177      121      218

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        596)
      10       55      -45      615      530      580      540       16       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      8.9      1.2     97.2     87.6     98.7     97.7      1.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       27       30       30       34
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,784
COMMITMENTS
     188      315       24    2,052    1,655    2,264    1,994      520      790

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         98)
      17        0       -5       78       28       90       23        8       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     11.3      0.9     73.7     59.4     81.3     71.6     18.7     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       17       16       19       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      179,295
COMMITMENTS
   4,425    1,980   13,414  157,595  161,674  175,433  177,068    3,862    2,227

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,379)
      40     -307      584    2,763    3,035    3,387    3,311       -8       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.1      7.5     87.9     90.2     97.8     98.8      2.2      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 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,288
COMMITMENTS
       0      840       20   16,600   16,233   16,620   17,093    1,668    1,195

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,408)
       0        8        0    1,385    1,406    1,385    1,413       23       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      0.1     90.8     88.8     90.9     93.5      9.1      6.5

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 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,121
COMMITMENTS
     150    2,312      350   26,750   27,051   27,250   29,713    3,871    1,408

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:       -106)
       0      -10        0     -154      -96     -154     -106       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.4      1.1     86.0     86.9     87.6     95.5     12.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       18       24       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,628
COMMITMENTS
     130      450       40    9,678   10,314    9,848   10,804    1,780      824

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         84)
       0       88        0       84       -4       84       84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.9      0.3     83.2     88.7     84.7     92.9     15.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15       11       16       13
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,558
COMMITMENTS
       0    1,404      367   35,928   34,785   36,296   36,556    1,263    1,002

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        143)
       0       28       -7      150      122      143      143       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      1.0     95.7     92.6     96.6     97.3      3.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       25       22       27       25
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       47,101
COMMITMENTS
       0      510        0   46,591   46,401   46,591   46,911      510      190

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86      216       86      216        0     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     98.9     98.5     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       11       12       12
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      676,918
COMMITMENTS
       0    9,360        0  676,918  667,558  676,918  676,918        0        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     16,872)
       0        0        0   16,872   16,872   16,872   16,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0    100.0     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       11       16       12
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       30,657
COMMITMENTS
       0        0        0   30,295   30,657   30,295   30,657      362        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       58,396
COMMITMENTS
       0        0        0   58,396   58,396   58,396   58,396        0        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       14       14       14       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,007,527
COMMITMENTS
       0        0        0  1007527  1007527  1007527  1007527        0        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       13       15       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      201,413
COMMITMENTS
     347        0        0  201,066  201,306  201,413  201,306        0      107

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -1,690)
       0        0        0   -1,690   -1,690   -1,690   -1,690        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8     99.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       20       25       21       25
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,576,946
COMMITMENTS
       0      408        0  3576946  3576538  3576946  3576946        0        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       19       26       19       27
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,660
COMMITMENTS
   5,208    1,600      132   55,320   58,418   60,660   60,150        0      510

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      2.6      0.2     91.2     96.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       24       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,138,046
COMMITMENTS
  29,405   69,060        0  1102761  1068986  1132166  1138046    5,880        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     17,480)
       0        0        0   11,600   17,480   11,600   17,480    5,880        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      6.1      0.0     96.9     93.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        0       22       25       24       27
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       51,354
COMMITMENTS
   1,020      264      255   49,972   50,792   51,247   51,311      107       43

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.5      0.5     97.3     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       21       19       22       21
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       35,180
COMMITMENTS
     510        0        0   34,160   34,861   34,670   34,861      510      319

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        626)
       0        0        0      626      626      626      626       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     97.1     99.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       13       19       13
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      972,953
COMMITMENTS
       0   42,635    4,770  968,183  925,548  972,953  972,953        0        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.5     99.5     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       20       19       21       21
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       26,953
COMMITMENTS
     479        0      101   26,000   26,586   26,580   26,687      373      266

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        562)
     -30        0        3      589      559      562      562        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.4     96.5     98.6     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        2       36       36       39       38
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,713
COMMITMENTS
     490        0       60   16,019   16,197   16,569   16,257      144      456

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         35)
      -5        0      -45       85       80       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.4     95.8     96.9     99.1     97.3      0.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       17       22       18
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,855
COMMITMENTS
     180        0        0    7,275    7,226    7,455    7,226      400      629

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        211)
       0        0        0      137      139      137      139       74       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.0     92.6     92.0     94.9     92.0      5.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       22       20       23       20
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,677
COMMITMENTS
       0        0        0    9,938    9,740    9,938    9,740      739      937

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        290)
       0        0        0      110      405      110      405      180     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.1     91.2     93.1     91.2      6.9      8.8

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 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,585,256
COMMITMENTS
 346,538  121,289  818,140  1313592  1582796  2478270  2522225  106,985   63,031

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:    -53,166)
  -9,032   -7,755  -43,802   -5,890    2,338  -58,724  -49,218    5,558   -3,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      4.7     31.6     50.8     61.2     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     172       96      195       98      105      367      318
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      209,351
COMMITMENTS
 103,268   12,442   48,207   54,587  141,590  206,061  202,239    3,290    7,112

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        147)
   1,291      316     -200     -695    1,928      396    2,044     -249   -1,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3      5.9     23.0     26.1     67.6     98.4     96.6      1.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       10        9       18       21       28       36
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      230,357
COMMITMENTS
  37,248   17,499    7,076  150,074  149,616  194,398  174,191   35,959   56,166

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -1,300)
     593      351     -378   -2,710   -2,480   -2,495   -2,507    1,195    1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      7.6      3.1     65.1     64.9     84.4     75.6     15.6     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        4       25       25       30       31
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      125,042
COMMITMENTS
  27,342    1,630   31,255   62,112   88,957  120,709  121,841    4,333    3,201

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -4,728)
    -439   -1,129   -1,971   -1,538     -751   -3,948   -3,851     -781     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      1.3     25.0     49.7     71.1     96.5     97.4      3.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      20       12       23       25       23       56       47
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      577,394
COMMITMENTS
  36,069    4,820  102,548  422,863  453,337  561,481  560,706   15,913   16,688

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     11,736)
  -1,870      378    3,818   10,061    8,334   12,008   12,530     -272     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.8     17.8     73.2     78.5     97.2     97.1      2.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11        2       13       34       34       47       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,560
COMMITMENTS
     420      996      108   35,920   35,307   36,448   36,411      112      149

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,996)
      17       42      -42    3,021    2,996    2,996    2,996        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.7      0.3     98.2     96.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        2       42       35       46       39
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       87,398
COMMITMENTS
   4,451   29,033    2,336   76,937   50,279   83,724   81,648    3,674    5,750

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      -50      270      -50      270      170     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     33.2      2.7     88.0     57.5     95.8     93.4      4.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        9        9       26       23       37       34
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,239
COMMITMENTS
   4,725      738        0   10,514   14,339   15,239   15,077        0      162

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      270      270      270      270     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0      4.8      0.0     69.0     94.1    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       17       20       20       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,613
COMMITMENTS
  17,479    2,219      908    4,526   21,670   22,913   24,797    2,700      816

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        802)
     470      -13       48      232      553      750      588       52      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.2      8.7      3.5     17.7     84.6     89.5     96.8     10.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      89       15        9       28       35      120       58
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       42,622
COMMITMENTS
  32,042    1,321      154    4,850   39,610   37,046   41,085    5,575    1,537

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,889)
   5,068     -251     -130   -1,685    2,872    3,253    2,492     -365      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.2      3.1      0.4     11.4     92.9     86.9     96.4     13.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
     104       11        4       20       37      126       50
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      316,498
COMMITMENTS
  83,923   11,990   36,328  173,587  254,803  293,838  303,121   22,660   13,377

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     11,378)
  -2,935   -1,004    1,907   11,602    8,950   10,574    9,852      804    1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      3.8     11.5     54.8     80.5     92.8     95.8      7.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      80       22       42       81       98      179      146
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,538
COMMITMENTS
   2,177    2,053    1,260   13,711   12,977   17,148   16,290    3,390    4,248

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,006)
    -435      273      375    1,020      957      960    1,605       46     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     10.0      6.1     66.8     63.2     83.5     79.3     16.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       13       14       19       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,944
COMMITMENTS
     500      100      313    5,031    5,431    5,844    5,844      100      100

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        883)
     300        0      150      533      733      983      883     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      1.7      5.3     84.6     91.4     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        2       20       26       25       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       50,162
COMMITMENTS
     125    3,404        9   48,885   46,689   49,019   50,102    1,143       60

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,268)
    -100     -100        0    2,393    2,443    2,293    2,343      -25      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      6.8      0.0     97.5     93.1     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        1       36       34       38       36
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,801
COMMITMENTS
       0        0        0   18,567   18,801   18,567   18,801      234        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      630      630      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       14       14       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,755
COMMITMENTS
     250    3,950      150    6,965    3,655    7,365    7,755      390        0

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        150)
    -150       50      150      150      -50      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     50.9      1.9     89.8     47.1     95.0    100.0      5.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        1       21       17       23       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,804
COMMITMENTS
   2,107        0      240   18,412   20,354   20,759   20,594       45      210

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      2,944)
     810        0      150    1,982    2,792    2,942    2,942        2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.0      1.2     88.5     97.8     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        2       30       23       33       25
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,022
COMMITMENTS
   3,693    1,063    1,022   12,133   14,772   16,848   16,857      174      165

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,527)
   1,475      152        0       52    1,375    1,527    1,527        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      6.2      6.0     71.3     86.8     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        1        3       31       33       36       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,592
COMMITMENTS
     134    1,674      303   12,038   10,579   12,475   12,556      117       36

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:         -2)
    -166     -264       99       65      163       -2       -2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     13.3      2.4     95.6     84.0     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        4       24       23       30       28
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,860
COMMITMENTS
   9,193    1,220    2,443   21,660   29,957   33,296   33,620      564      240

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      1,266)
   1,962        0        0     -600    1,266    1,362    1,266      -96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      3.6      7.2     64.0     88.5     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11        2        4       28       30       41       35
```

----

Updated January 21, 2011