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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       44,151
COMMITMENTS
     577    5,336      249   43,254   38,374   44,080   43,959       71      192

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -6,105)
     -57     -176        3   -6,070   -5,925   -6,124   -6,098       19       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     12.1      0.6     98.0     86.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       1        3        1       42       52       44       55
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,098
COMMITMENTS
       0        0        0   20,950   20,873   20,950   20,873      148      225

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -3,703)
       0        0        0   -3,737   -3,718   -3,737   -3,718       34       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     98.9     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       28       28       28       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,737
COMMITMENTS
   1,072      261      223    7,021    7,808    8,316    8,292    1,421    1,445

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -704)
      -9      -73       12     -635     -670     -632     -731      -72       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.7      2.3     72.1     80.2     85.4     85.2     14.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        4       31       37       35       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,165
COMMITMENTS
     495      110      221    5,784    6,046    6,500    6,377      665      788

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -1,496)
    -120      -95      -96   -1,397   -1,337   -1,613   -1,528      117       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      1.5      3.1     80.7     84.4     90.7     89.0      9.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        2        5       45       53       50       60
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,081
COMMITMENTS
     564        0      445    1,343    2,232    2,352    2,677      729      404

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        148)
     -75        0      210       14     -154      149       56       -1       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      0.0     14.4     43.6     72.4     76.3     86.9     23.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        4       15       16       20       20
 
 
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,119
COMMITMENTS
      20       70       80    1,589    1,672    1,689    1,822      430      297

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -395)
     -18       55      -55     -310     -262     -383     -262      -12     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.3      3.8     75.0     78.9     79.7     86.0     20.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       19       21       21       23
 
 
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,337
COMMITMENTS
       0        0        0    2,331    2,337    2,331    2,337        6        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,050)
       0        0        0   -2,017   -2,050   -2,017   -2,050      -33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       14       14       14
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       14,415
COMMITMENTS
       0        0        0   14,115   14,400   14,115   14,400      300       15

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -4,815)
       0        0        0   -4,800   -4,830   -4,800   -4,830      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.9     99.9     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       17       22       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      399,890
COMMITMENTS
  67,798   37,461   78,817  204,737  257,509  351,352  373,786   48,538   26,103

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      5,645)
  -3,085      803    4,456    5,350    1,726    6,722    6,985   -1,077   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      9.4     19.7     51.2     64.4     87.9     93.5     12.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      61       25       44       70       86      154      139
 
 
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      120,082
COMMITMENTS
     319    5,851   32,077   83,878   80,001  116,274  117,929    3,808    2,153

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -1,064)
      45     -205     -112   -1,016     -694   -1,084   -1,012       19      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.9     26.7     69.9     66.6     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        6        8       14       15       22       23
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,428
COMMITMENTS
     250      660      580   15,580   15,173   16,410   16,413       18       15

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -4,802)
    -167     -242      -50   -4,553   -4,460   -4,770   -4,752      -32      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      4.0      3.5     94.8     92.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        6        4       40       49       45       57
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,896
COMMITMENTS
     600      155      295    6,701    7,146    7,596    7,596      300      300

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,075)
     -50        0        0    1,125    1,075    1,075    1,075        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      2.0      3.7     84.9     90.5     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       21       16       24       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      964,555
COMMITMENTS
 173,055  363,912  310,017  397,559  249,169  880,631  923,098   83,924   41,457

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     68,429)
   2,364   10,604   41,298   26,399   13,408   70,061   65,310   -1,632    3,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     37.7     32.1     41.2     25.8     91.3     95.7      8.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      97      111      150       82       78      275      260
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       46,435
COMMITMENTS
       0        0        0   40,802   41,909   40,802   41,909    5,633    4,526

CHANGES FROM 02/01/11 (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     87.9     90.3     87.9     90.3     12.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       15       18       15
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       53,475
COMMITMENTS
       0        0        0   42,697   48,930   42,697   48,930   10,778    4,545

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,724)
       0        0        0   -2,872   -2,892   -2,872   -2,892      148      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     79.8     91.5     79.8     91.5     20.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       15       15       15
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       45,766
COMMITMENTS
   2,326    1,811    3,354   34,233   32,391   39,913   37,556    5,853    8,210

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -4,084)
      56     -505     -484   -2,620   -2,524   -3,048   -3,513   -1,036     -571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.0      7.3     74.8     70.8     87.2     82.1     12.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       14       10       17       13
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:    1,728,979
COMMITMENTS
  80,965  108,675  576,809  1064738  1036284  1722511  1721767    6,468    7,212

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     63,568)
   7,699    6,584   20,553   35,251   35,921   63,502   63,057       66      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      6.3     33.4     61.6     59.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      43       41       66       64       59      139      134
 
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE        Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:       52,701
COMMITMENTS
   8,180   15,306   18,315   24,627   18,454   51,122   52,075    1,579      626

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      4,570)
     849     -183    3,743      425    1,018    5,018    4,578     -447       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     29.0     34.8     46.7     35.0     97.0     98.8      3.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       10       16       18       20       37       39
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,093
COMMITMENTS
       0    8,593    2,030   89,900   85,917   91,930   96,540    8,163    3,553

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -451)
       0     -428       31     -482      -54     -451     -451        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.6      2.0     89.8     85.8     91.8     96.5      8.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        3       18       27       21       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,489
COMMITMENTS
  10,401        0    3,686  120,467  137,013  134,554  140,699   14,935    8,790

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -339)
    -166        0       57      394     -561      285     -504     -624      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      2.5     80.6     91.7     90.0     94.1     10.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       24       25       27       27
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    2,573,928
COMMITMENTS
 516,720   77,588  814,175  1227872  1662138  2558767  2553901   15,161   20,027

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     41,939)
  11,371   -1,183    6,591   24,062   36,415   42,024   41,823      -85      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      3.0     31.6     47.7     64.6     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      41       23       58      101       85      167      145
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,003,255
COMMITMENTS
 193,810   79,755  190,018  615,923  729,650  999,751  999,423    3,504    3,832

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     20,291)
  18,075   19,428   -3,863    7,434    5,172   21,646   20,737   -1,355     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      7.9     18.9     61.4     72.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      27       28       43       41       38       90       87
 
 
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       10,876
COMMITMENTS
      15      995       61   10,680    9,597   10,756   10,653      120      223

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,486)
       0      185        0    1,544    1,291    1,544    1,476      -58       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      9.1      0.6     98.2     88.2     98.9     97.9      1.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        2       29       29       31       33
 
 
EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE             Code-03265A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,410
COMMITMENTS
     123      170       24    1,784    1,494    1,931    1,688      479      722

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -345)
     -12      -70        0     -277     -254     -289     -324      -56      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      7.1      1.0     74.0     62.0     80.1     70.0     19.9     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       17       17       18       20
 
 
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        1,613
COMMITMENTS
      87       35        0    1,035    1,165    1,122    1,200      491      413

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -331)
     -38       35        0     -226     -110     -264      -75      -67     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.2      0.0     64.2     72.2     69.6     74.4     30.4     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       20       21       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      184,616
COMMITMENTS
   4,891    2,012   15,039  160,912  165,520  180,843  182,572    3,773    2,044

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      7,708)
   1,317      254      780    6,173    6,976    8,270    8,011     -562     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      1.1      8.1     87.2     89.7     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        7       35       31       43       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,902
COMMITMENTS
      90      670      104   16,260   16,067   16,454   16,841    1,448    1,061

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        137)
       5       34       -5      -54      125      -54      154      191      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      3.7      0.6     90.8     89.7     91.9     94.1      8.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       16       23       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,389
COMMITMENTS
     148    3,342      220   27,845   26,795   28,213   30,357    3,176    1,032

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,354)
       0      986      -70    1,870      438    1,800    1,354     -446        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     10.6      0.7     88.7     85.4     89.9     96.7     10.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       23       18       25       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,347
COMMITMENTS
     100      446       40    9,747   10,027    9,887   10,513    1,460      834

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:         42)
       0        8        0       60       24       60       32      -18       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.9      0.4     85.9     88.4     87.1     92.7     12.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       11       17       13
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,312
COMMITMENTS
       0    1,327      363   33,495   32,639   33,858   34,328    1,454      984

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        444)
       0       11        9      268      425      277      444      168       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      1.0     94.9     92.4     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       24       18       26       20
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       50,779
COMMITMENTS
       0      468        0   50,290   50,163   50,290   50,631      489      148

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,459)
       0        0        0    1,459    1,480    1,459    1,480        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     99.0     98.8     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       12       12       12       13
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      728,597
COMMITMENTS
       0   13,824        0  728,597  714,773  728,597  728,597        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      360      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0    100.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       12       15       13
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,631
COMMITMENTS
       0        0        0   28,290   28,631   28,290   28,631      341        0

CHANGES FROM 02/01/11 (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 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       61,299
COMMITMENTS
       0        0        0   61,299   61,299   61,299   61,299        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      7,335)
       0        0        0    7,335    7,335    7,335    7,335        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:       27)
       0        0        0       17       13       17       13
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,044,140
COMMITMENTS
       0        0        0  1044140  1044140  1044140  1044140        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    111,685)
       0        0        0  111,685  111,685  111,685  111,685        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       17       12       17       12
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:      196,070
COMMITMENTS
     200        0        0  195,870  196,070  196,070  196,070        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      5,513)
       0        0        0    5,513    5,620    5,513    5,620        0     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       21       26       22       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS)                     OPEN INTEREST:    3,448,665
COMMITMENTS
   1,056        0        0  3447609  3448665  3448665  3448665        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     87,295)
       0        0        0   87,295   87,295   87,295   87,295        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:       39)
       1        0        0       19       28       20       28
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       60,653
COMMITMENTS
   6,030    1,600      132   54,491   58,411   60,653   60,143        0      510

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      2.6      0.2     89.8     96.3    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       24       20       29       22
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:    1,179,976
COMMITMENTS
  24,125   86,052    5,280  1150571  1088644  1179976  1179976        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     19,680)
       0        0        0   19,680   19,680   19,680   19,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      7.3      0.4     97.5     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       25       25       27       28
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       49,487
COMMITMENTS
   1,020      243      255   48,126   48,946   49,401   49,444       86       43

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.5      0.5     97.2     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       18       22       20
 
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       28,984
COMMITMENTS
       0    2,536      190   28,476   26,024   28,666   28,750      318      234

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      2,040)
       0        0        0    2,040    2,040    2,040    2,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.7      0.7     98.2     89.8     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       14       13       15       14
 
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE           Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours)                     OPEN INTEREST:       34,278
COMMITMENTS
     510       86        0   33,279   33,873   33,789   33,959      489      319

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        224)
       0        0        0      224      224      224      224       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.3      0.0     97.1     98.8     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       15       19       16
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      974,536
COMMITMENTS
       0   35,587    4,000  970,536  934,949  974,536  974,536        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        750)
       0      750        0   19,486        0   19,486      750  -18,736        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.4     99.6     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       20       20       21       22
 
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours)                      OPEN INTEREST:      482,288
COMMITMENTS
  45,691        0   13,845  422,752  468,443  482,288  482,288        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     94,080)
       0        0        0   94,080   94,080   94,080   94,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      2.9     87.7     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12        9       13       10
 
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       23,751
COMMITMENTS
     526       25      106   22,701   23,370   23,333   23,501      418      250

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -4,226)
    -213       25       33   -4,076   -4,243   -4,256   -4,185       30      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.1      0.4     95.6     98.4     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       36       31       39       33
 
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,512
COMMITMENTS
     921        0        0   15,198   16,027   16,119   16,027      393      485

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        451)
     406        0        0     -114      406      292      406      159       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      0.0     92.0     97.1     97.6     97.1      2.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       17       16       19       16
 
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,986
COMMITMENTS
       0        0        0    6,570    6,073    6,570    6,073      416      913

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        -54)
       0        0        0      -94     -108      -94     -108       40       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.0     86.9     94.0     86.9      6.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       20       15       20       15
 
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,827
COMMITMENTS
       0        0        0   10,253    9,864   10,253    9,864      574      963

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        351)
       0        0        0      326      414      326      414       25      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.7     91.1     94.7     91.1      5.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       16       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,779,170
COMMITMENTS
 344,100  108,367  925,795  1384086  1678620  2653981  2712782  125,189   66,388

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      4,430)
   1,364  -17,376    2,368   -8,960   23,153   -5,227    8,145    9,657   -3,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      3.9     33.3     49.8     60.4     95.5     97.6      4.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     196      108      225      100      108      404      347
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      277,666
COMMITMENTS
 114,281   25,377   72,980   86,978  174,628  274,238  272,985    3,428    4,681

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     28,847)
   7,348    3,115    7,938   12,593   17,912   27,880   28,965      966     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2      9.1     26.3     31.3     62.9     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       11       14       21       24       37       42
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      226,092
COMMITMENTS
  38,127   16,117    7,450  142,424  142,777  188,001  166,344   38,091   59,748

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      2,601)
     963      127      597    3,141     -680    4,701       44   -2,100    2,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      7.1      3.3     63.0     63.1     83.2     73.6     16.8     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        4       24       24       29       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,310
COMMITMENTS
  27,927    1,116   31,881   68,074   96,053  127,882  129,051    4,428    3,259

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -892)
  -2,757     -134      714    1,571   -1,296     -472     -716     -419     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      0.8     24.1     51.5     72.6     96.7     97.5      3.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      20       10       25       27       25       59       51
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      576,024
COMMITMENTS
  35,101    6,843  100,713  423,384  450,837  559,198  558,392   16,826   17,632

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -7,467)
  -2,854    2,174     -903   -3,510   -8,283   -7,267   -7,012     -201     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.2     17.5     73.5     78.3     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        3       13       34       34       47       47
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,610
COMMITMENTS
     355    1,644      100   30,987   29,719   31,442   31,463      168      147

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:          3)
       0       78        0      143      125      143      203     -140     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      5.2      0.3     98.0     94.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        4        1       34       32       37       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       85,663
COMMITMENTS
   5,611   28,126    2,039   74,748   49,510   82,398   79,675    3,265    5,988

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -1,967)
       0   -2,410     -500   -1,464      526   -1,964   -2,384       -3      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     32.8      2.4     87.3     57.8     96.2     93.0      3.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4       10        9       27       24       39       36
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,105
COMMITMENTS
   7,035    1,263    1,675   20,650   26,961   29,360   29,899    2,745    2,206

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      3,734)
   2,203      100      250    1,764    3,367    4,217    3,717     -483       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      3.9      5.2     64.3     84.0     91.4     93.1      8.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        3        3       15       16       23       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,119
COMMITMENTS
   3,800      969        0   10,319   13,054   14,119   14,023        0       96

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:       -105)
     225       41     -450      120      370     -105      -39        0      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      6.9      0.0     73.1     92.5    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        0       18       19       24       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,296
COMMITMENTS
  18,597    2,448      626    5,034   23,357   24,257   26,431    3,039      865

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,699)
   1,064      175      -30      405    1,547    1,439    1,692      260        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.1      9.0      2.3     18.4     85.6     88.9     96.8     11.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      91       16       10       28       35      122       59
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       45,015
COMMITMENTS
  32,702    1,531      658    5,677   41,637   39,037   43,826    5,977    1,188

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,549)
   1,042      433      -81      314    1,235    1,275    1,588      274      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.6      3.4      1.5     12.6     92.5     86.7     97.4     13.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      98       10        8       22       38      124       53
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      296,258
COMMITMENTS
  77,497    9,271   34,631  159,968  238,653  272,096  282,556   24,162   13,703

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -13,703)
  -4,628     -720    1,497  -10,796  -15,741  -13,927  -14,964      224    1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      3.1     11.7     54.0     80.6     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      74       20       44       79       91      172      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       22,136
COMMITMENTS
   2,225    2,497      958   14,406   14,279   17,589   17,734    4,547    4,402

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:      1,033)
       0      157     -100      805      711      705      768      328      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     11.3      4.3     65.1     64.5     79.5     80.1     20.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        3       13       15       19       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,970
COMMITMENTS
     350        0      560    5,060    5,410    5,970    5,970        0        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -1,573)
    -100     -100        0   -1,423   -1,423   -1,523   -1,523      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0      9.4     84.8     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        4       23       26       27       30
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       52,949
COMMITMENTS
     630    2,865        9   51,318   49,745   51,957   52,619      992      330

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -3,949)
    -100     -389      -50   -4,064   -3,620   -4,214   -4,059      265      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.4      0.0     96.9     93.9     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        1       41       36       45       37
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,898
COMMITMENTS
       0        0        0   18,753   18,898   18,753   18,898      145        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -1,003)
       0        0        0     -983   -1,003     -983   -1,003      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       12       13       12
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,467
COMMITMENTS
     150    3,950       50    6,927    3,467    7,127    7,467      340        0

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -1,095)
    -250     -300        0     -815     -795   -1,065   -1,095      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     52.9      0.7     92.8     46.4     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        1       27       21       28       25
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,692
COMMITMENTS
   4,732       10      330   15,604   20,169   20,666   20,509       26      183

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -5,383)
    -210       10       40   -5,208   -5,414   -5,378   -5,364       -5      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      0.0      1.6     75.4     97.5     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       27       24       30       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,523
COMMITMENTS
   5,391    1,642      908   12,025   15,853   18,324   18,403      199      120

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        210)
       0      -53        0      167      273      167      220       43      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      8.9      4.9     64.9     85.6     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        1        3       31       33       37       37
 
 
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,708
COMMITMENTS
     258      404      442    9,597    9,744   10,297   10,590      411      118

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:         68)
       0       89       27      -13      -48       14       68       54        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.8      4.1     89.6     91.0     96.2     98.9      3.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        4       27       25       33       29
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,276
COMMITMENTS
  10,696    1,339    1,654   20,370   30,013   32,720   33,006      556      270

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:        802)
   1,050      161     -287      189      928      952      802     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      4.0      5.0     61.2     90.2     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10        5        5       28       33       41       41
 
 
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE               Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,426
COMMITMENTS
   1,512      225      324   11,499   12,743   13,335   13,292    3,091    3,134

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.4      2.0     70.0     77.6     81.2     80.9     18.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       16       17       17
```

----

Updated February 11, 2011