GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,733
COMMITMENTS
   1,799      910        0   31,780   32,803   33,579   33,713      154       20

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      1,359)
      66        0        0    1,407    1,497    1,473    1,497     -114     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      2.7      0.0     94.2     97.2     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        0       34       36       35       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,880
COMMITMENTS
       0        0        0   19,779   19,755   19,779   19,755      101      125

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        309)
       0        0        0      309      309      309      309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       32       24       32       24
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,641
COMMITMENTS
     400      216      114    6,250    6,308    6,764    6,638      877    1,003

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:         31)
     -28        0        0       33      -11        5      -11       26       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.8      1.5     81.8     82.6     88.5     86.9     11.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       25       23       26       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,309
COMMITMENTS
      45      160       60    8,929    9,293    9,034    9,513    1,275      796

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        520)
      45       20       60      704      515      809      595     -289      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.6      0.6     86.6     90.1     87.6     92.3     12.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        2        1       48       47       49       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,041
COMMITMENTS
      59       57      202    7,115    7,131    7,376    7,390      665      651

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        674)
     -41      -20       40      677      628      676      648       -2       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.7      2.5     88.5     88.7     91.7     91.9      8.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        2        4       46       52       50       57
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,280
COMMITMENTS
     680        0        0    2,791    3,381    3,471    3,381      809      899

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        513)
       0        0        0      455      405      455      405       58      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.0      0.0     65.2     79.0     81.1     79.0     18.9     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       19       17       19
 
 
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE          Code-02165T
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS)                         OPEN INTEREST:       10,723
COMMITMENTS
       0        0        0   10,723   10,683   10,723   10,683        0       40

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        840)
       0        0        0      840      840      840      840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       19       19       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      313,712
COMMITMENTS
  41,845   27,087   42,779  191,688  213,998  276,312  283,864   37,400   29,848

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      1,521)
  -7,685     -159    1,948    7,517   -1,573    1,780      216     -259    1,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      8.6     13.6     61.1     68.2     88.1     90.5     11.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      32       27       42       72       80      129      131
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       17,370
COMMITMENTS
     851      325      402   15,631   16,157   16,884   16,884      486      486

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        995)
       0        0       50    1,159      947    1,209      997     -214       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.9      2.3     90.0     93.0     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        2        4       44       46       53       52
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,198
COMMITMENTS
       0    2,300      600   15,495   13,528   16,095   16,428    1,103      770

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        450)
       0      150        0      300      300      300      450      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.4      3.5     90.1     78.7     93.6     95.5      6.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        2       25       18       27       22
 
 
GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02265V
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS)                      OPEN INTEREST:        4,837
COMMITMENTS
     618      151      285    2,430    2,669    3,333    3,105    1,504    1,732

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -309)
     -42       41       -5     -153     -289     -200     -253     -109      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      3.1      5.9     50.2     55.2     68.9     64.2     31.1     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        5       12       15       18       20
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,550
COMMITMENTS
       0        0        0    1,450    1,350    1,450    1,350      100      200

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -850)
     -50     -475        0     -750     -175     -800     -650      -50     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.5     87.1     93.5     87.1      6.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       14       11       14
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      775,827
COMMITMENTS
  77,392  228,219  312,312  309,849  193,069  699,553  733,600   76,274   42,227

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:     -6,846)
     396   -8,135    5,925  -13,256   -6,871   -6,935   -9,081       89    2,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     29.4     40.3     39.9     24.9     90.2     94.6      9.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      63       88      113       80       69      222      208
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,181
COMMITMENTS
   1,700        0    2,283   57,330   54,622   61,313   56,905    3,868    8,276

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      1,440)
  -1,207        0      981    2,951    1,263    2,725    2,244   -1,285     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      3.5     88.0     83.8     94.1     87.3      5.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       22       21       24       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,007
COMMITMENTS
     434    2,869        0   60,895   57,256   61,329   60,125    9,678   10,882

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      4,800)
       0        0        0    4,800    4,800    4,800    4,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      4.0      0.0     85.8     80.6     86.4     84.7     13.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       23       24       24       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,301
COMMITMENTS
       0        0        0   67,433   76,107   67,433   76,107   11,868    3,194

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        424)
       0        0        0      -29      424      -29      424      453        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.0     96.0     85.0     96.0     15.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       21       20       21
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,708
COMMITMENTS
   5,574        0    2,867   78,085   89,410   86,526   92,277    8,182    2,431

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        165)
    -463        0      287      310     -122      134      165       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      3.0     82.4     94.4     91.4     97.4      8.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        3       25       31       28       34
 
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-02365K
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,795
COMMITMENTS
       0   10,483    2,749   87,269   72,933   90,018   86,165    4,777    8,630

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -818)
       0   -1,177      246   -1,064      113     -818     -818        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      2.9     92.1     76.9     95.0     90.9      5.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        3       16       22       19       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,858
COMMITMENTS
   7,396    2,759    3,401   63,457   73,960   74,254   80,120   12,604    6,738

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -764)
  -1,415        0      248      375   -1,012     -792     -764       28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      3.2      3.9     73.1     85.2     85.5     92.2     14.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       21       23       25       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,584
COMMITMENTS
       0      620        0   87,514   85,473   87,514   86,093    3,070    4,491

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      1,070)
       0        0        0    1,070    1,070    1,070    1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     96.6     94.4     96.6     95.0      3.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       17       17       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      188,466
COMMITMENTS
   3,597    5,954    5,382  170,861  171,019  179,840  182,355    8,626    6,111

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -549)
       0       36       89     -638     -452     -549     -327        0     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      3.2      2.9     90.7     90.7     95.4     96.8      4.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        5       38       36       46       41
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      138,885
COMMITMENTS
   3,441      750    1,589  123,525  131,631  128,555  133,970   10,330    4,915

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        869)
       0       60      -20    1,134      218    1,114      258     -245      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.5      1.1     88.9     94.8     92.6     96.5      7.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       25       25       29       27
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      229,185
COMMITMENTS
   6,963      225   10,885  195,940  211,525  213,788  222,635   15,397    6,550

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:     -1,977)
   1,658       92     -392   -4,160   -1,891   -2,894   -2,191      917      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.1      4.7     85.5     92.3     93.3     97.1      6.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        2       35       38       37       40
 
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-03565B
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,943,901
COMMITMENTS
 753,298   71,175  894,501  1270331  1959203  2918130  2924879   25,771   19,022

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:     33,841)
  34,153   -2,402  -13,224   12,614   49,909   33,543   34,283      298     -442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      2.4     30.4     43.2     66.6     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      43       22       60      105       98      171      161
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      969,724
COMMITMENTS
 116,193  209,876  185,060  663,795  570,811  965,048  965,747    4,676    3,977

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:     25,234)
   2,327    2,772   14,295    8,549    8,746   25,171   25,813       63     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     21.6     19.1     68.5     58.9     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      29       23       40       42       39       90       83
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       39,520
COMMITMENTS
   3,456      220      528   33,670   38,496   37,654   39,244    1,866      276

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -566)
    -360      120      120     -732     -800     -972     -560      406       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.6      1.3     85.2     97.4     95.3     99.3      4.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       30       27       33       31
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,287
COMMITMENTS
       0      994      446   16,980   15,702   17,426   17,142      861    1,145

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       -6       36       -6       36       46        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      2.4     92.9     85.9     95.3     93.7      4.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        3       21       19       24       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,545
COMMITMENTS
       0    1,780      370   28,854   28,515   29,224   30,665    2,321      880

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        442)
       0      360     -120      120      -58        0      182      442      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      1.2     91.5     90.4     92.6     97.2      7.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       24       21       26       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,797
COMMITMENTS
     660      108        0   10,691   11,213   11,351   11,321    1,446    1,476

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        157)
       0        0        0      -23      167      -23      167      180      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.8      0.0     83.5     87.6     88.7     88.5     11.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       16       19       17
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,173
COMMITMENTS
     672        0        0   14,368   15,413   15,040   15,413    1,133      760

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        165)
       0        0        0      169      149      169      149       -4       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.0     88.8     95.3     93.0     95.3      7.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       19       22       19
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       10,977
COMMITMENTS
       0        0        0    9,973   10,515    9,973   10,515    1,004      462

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:         57)
       0        0        0       57       37       57       37        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.9     95.8     90.9     95.8      9.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       21       17       21       17
 
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A34
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       54,866
COMMITMENTS
       0        0        0   54,866   54,544   54,866   54,544        0      322

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A35
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      847,444
COMMITMENTS
       0        0        0  847,444  847,444  847,444  847,444        0        0

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9
 
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE              Code-064A50
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       47,369
COMMITMENTS
       0      400        0   46,844   46,869   46,844   47,269      525      100

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     98.9     98.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17        6       17        8
 
 
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE          Code-064A51
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      775,528
COMMITMENTS
       0   14,080        0  775,528  761,448  775,528  775,528        0        0

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0    100.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        7       15       10
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       93,588
COMMITMENTS
       0    3,945        0   93,437   89,643   93,437   93,588      151        0

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      2,895)
       0        0        0    2,895    2,895    2,895    2,895        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.0     99.8     95.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       16       12       16       14
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,600,267
COMMITMENTS
       0   61,670        0  1600267  1538597  1600267  1600267        0        0

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:     46,880)
       0        0        0   46,880   46,880   46,880   46,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      0.0    100.0     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       16       11       16       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      177,440
COMMITMENTS
   4,855        0        0  172,585  176,975  177,440  176,975        0      465

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      5,455)
       0        0        0    5,455    5,455    5,455    5,455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     97.3     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       21       27       23       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,910,814
COMMITMENTS
  77,269        0        0  2833545  2910814  2910814  2910814        0        0

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:    101,260)
       0        0        0  101,260  101,260  101,260  101,260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     97.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       19       25       22       25
 
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE            Code-064A58
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       62,833
COMMITMENTS
      40    2,990        0   60,128   59,715   60,168   62,705    2,665      128

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        115)
       0        0        0        0      115        0      115      115        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.8      0.0     95.7     95.0     95.8     99.8      4.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       19       16       20       17
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,027,486
COMMITMENTS
       0   74,080        0  1027486  953,406  1027486  1027486        0        0

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      1,875)
       0        0        0    1,875    1,875    1,875    1,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      0.0    100.0     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       17       17       17       18
 
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A60
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       58,144
COMMITMENTS
   4,830      495       45   53,269   57,584   58,144   58,124        0       20

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        489)
       0        0        0      489      489      489      489        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.9      0.1     91.6     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       22       29       24       31
 
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A66
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       11,536
COMMITMENTS
     472        0        0    9,712   11,281   10,184   11,281    1,352      255

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     84.2     97.8     88.3     97.8     11.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       14       14       14
 
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE         Code-064A78
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,056,064
COMMITMENTS
  98,820   30,312        0  957,244  1025752  1056064  1056064        0        0

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      8,544)
       0        0        0    8,544    8,544    8,544    8,544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.9      0.0     90.6     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       22       24       24       26
 
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06665O
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,174
COMMITMENTS
     555       45      155   21,292   21,771   22,002   21,971      172      203

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:     -1,989)
     -54        0        8   -1,677   -1,980   -1,723   -1,972     -266      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.2      0.7     96.0     98.2     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        3       34       34       38       37
 
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06665P
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,900
COMMITMENTS
      45        0       25   15,205   15,860   15,275   15,885      625       15

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0     -125      -90     -125      -90       50       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.2     95.6     99.7     96.1     99.9      3.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       15       17       16       18
 
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE        Code-06665Q
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,364
COMMITMENTS
       0      139      237   10,959   10,898   11,196   11,274      168       90

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:         83)
       0      -20       18       35      100       53       98       30      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      2.1     96.4     95.9     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       23       20       24
 
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE        Code-06665R
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,549
COMMITMENTS
     380        0        0    7,705    8,245    8,085    8,245      464      304

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        112)
       0        0        0      191       42      191       42      -79       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     90.1     96.4     94.6     96.4      5.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       29       23       30       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,307,602
COMMITMENTS
 225,068  183,008  320,352  686,710  734,745  1232130  1238105   75,472   69,497

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:    -53,095)
 -17,017   26,950  -26,724    9,829  -37,430  -33,912  -37,204  -19,183  -15,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     14.0     24.5     52.5     56.2     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     100       99      147       88       95      278      268
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      211,277
COMMITMENTS
  29,407   23,876    1,698  154,701  134,216  185,806  159,790   25,471   51,487

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      4,735)
    -460     -223     -192    4,413    1,971    3,761    1,556      974    3,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     11.3      0.8     73.2     63.5     87.9     75.6     12.1     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        6       31       27       37       34
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       63,490
COMMITMENTS
   1,380      780      325   61,780   62,380   63,485   63,485        5        5

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        766)
      49     -350      300      417    1,016      766      966        0     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.2      0.5     97.3     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        3        2       51       47       56       52
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,933
COMMITMENTS
  18,778   32,270    8,733   99,791   86,497  127,302  127,500    5,631    5,433

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:     -2,012)
    -706   -2,990      -15   -1,591      502   -2,312   -2,503      300      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     24.3      6.6     75.1     65.1     95.8     95.9      4.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       14       16       24       23       45       40
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,870
COMMITMENTS
   1,217    2,441    8,013   27,408   26,857   36,638   37,311    2,232    1,559

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -625)
  -1,603        0      703      393   -1,555     -507     -852     -118      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      6.3     20.6     70.5     69.1     94.3     96.0      5.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        4       16       16       21       22
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       94,850
COMMITMENTS
     295        0    1,814   57,704   65,499   59,813   67,313   35,037   27,537

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        638)
      60        0      -55    7,623      504    7,628      449   -6,990      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      1.9     60.8     69.1     63.1     71.0     36.9     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       22       20       23       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,880
COMMITMENTS
     950    1,607      150   31,780   30,990   32,880   32,747        0      133

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0      -30      -30      -30      -30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      4.9      0.5     96.7     94.3    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        1       25       33       28       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,095
COMMITMENTS
  16,383    4,077      481    2,902   17,149   19,766   21,707    2,329      388

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -929)
     161      183      -72     -578     -915     -489     -804     -440     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.1     18.5      2.2     13.1     77.6     89.5     98.2     10.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      74       31        8       19       32      100       68
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       34,325
COMMITMENTS
  23,263    3,929      770    5,771   28,300   29,804   32,999    4,521    1,326

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:       -747)
     -46     -357      147     -407     -510     -306     -720     -441      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     11.4      2.2     16.8     82.4     86.8     96.1     13.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      85       20        9       19       32      112       55
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      258,438
COMMITMENTS
  64,081   10,645   31,668  144,272  200,943  240,021  243,256   18,417   15,182

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        320)
  -7,829   -1,340    2,083    7,593      247    1,847      990   -1,527     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      4.1     12.3     55.8     77.8     92.9     94.1      7.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      61       23       51       72       85      152      145
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,512
COMMITMENTS
   1,720        0      316   12,662   13,758   14,698   14,074    5,814    6,438

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        258)
   1,329        0     -396     -129        1      804     -395     -546      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      1.5     61.7     67.1     71.7     68.6     28.3     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       14       16       16       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,087
COMMITMENTS
   1,346      100      225    6,385    7,510    7,956    7,835      131      252

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:         65)
       0        0      -50      115      115       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      1.2      2.8     79.0     92.9     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       29       30       33       35
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       46,355
COMMITMENTS
   1,855       86      630   42,287   45,444   44,772   46,160    1,583      195

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      2,775)
     120        0        0    2,538    2,775    2,658    2,775      117        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      1.4     91.2     98.0     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        1       32       32       36       33
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       21,366
COMMITMENTS
   2,200        0        0   19,070   20,741   21,270   20,741       96      625

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      1,355)
       0        0        0    1,355    1,280    1,355    1,280        0       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      0.0     89.3     97.1     99.6     97.1      0.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       13       23       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,746
COMMITMENTS
     906      400      500   13,340   13,846   14,746   14,746        0        0

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      325      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      2.7      3.4     90.5     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        2       29       25       33       27
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,300
COMMITMENTS
       0      100       35    2,357    2,237    2,392    2,372      908      928

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:         57)
       0      -15        5      -10       39       -5       29       62       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      1.1     71.4     67.8     72.5     71.9     27.5     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       14       16       15       18
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,335
COMMITMENTS
     180        0        0   12,970   13,285   13,150   13,285      185       50

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        582)
     -60        0        0      642      582      582      582        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     97.3     99.6     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       17       20       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,484
COMMITMENTS
     480    3,482      636   18,884   16,289   20,000   20,407      484       77

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:      1,307)
       0      -45        0    1,139    1,484    1,139    1,439      168     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     17.0      3.1     92.2     79.5     97.6     99.6      2.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        1       29       35       31       39
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,497
COMMITMENTS
     901    1,122        0   12,596   12,357   13,497   13,479        0       18

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:        359)
    -134      180        0      493      179      359      359        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      8.3      0.0     93.3     91.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        0       22       23       25       24
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 02/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       45,733
COMMITMENTS
   3,686    2,770    1,188   38,009   40,963   42,883   44,921    2,850      812

CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST:     -1,539)
    -174        0     -141   -1,113   -1,299   -1,428   -1,440     -111      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      6.1      2.6     83.1     89.6     93.8     98.2      6.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        6        4       34       37       41       44
 

Updated February 7, 2010