GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       36,264
COMMITMENTS
     360       47       28   35,488   36,084   35,876   36,159      388      105

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      3,368)
     128       47       28    3,148    3,238    3,304    3,313       64       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.1      0.1     97.9     99.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       34       36       36       37
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,508
COMMITMENTS
     960      120      100   20,137   21,012   21,197   21,232      311      276

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        136)
    -190        0        0      326      131      136      131        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.6      0.5     93.6     97.7     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       30       35       32       37
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,459
COMMITMENTS
   1,587       63      505    4,747    6,076    6,839    6,644      620      815

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        227)
      -5       12      168      223      110      386      290     -159      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      0.8      6.8     63.6     81.5     91.7     89.1      8.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       20       24       23       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,594
COMMITMENTS
     331      227      446    9,730   10,304   10,507   10,977    1,087      617

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        693)
     144       31      322      386      407      852      760     -159      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.0      3.8     83.9     88.9     90.6     94.7      9.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        4       37       40       42       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,540
COMMITMENTS
     215      135       73    7,757    7,619    8,045    7,827      495      713

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        618)
      15      -75        5      639      574      659      504      -41      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.6      0.9     90.8     89.2     94.2     91.7      5.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        2       40       47       42       51
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,584
COMMITMENTS
       0      342       66    4,338    4,380    4,404    4,788    1,180      796

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        240)
       0      -10        0      310      344      310      334      -70      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      1.2     77.7     78.4     78.9     85.7     21.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       23       23       24
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,610
COMMITMENTS
      90      315       75    2,364    2,658    2,529    3,048    1,081      562

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        190)
       0       15        0       87      259       87      274      103      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      8.7      2.1     65.5     73.6     70.1     84.4     29.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       19       18       22       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      253,485
COMMITMENTS
  28,265   17,874   31,854  159,073  173,602  219,192  223,330   34,293   30,155

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      8,490)
   1,471     -303   -1,383    7,651    6,818    7,739    5,132      751    3,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      7.1     12.6     62.8     68.5     86.5     88.1     13.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      28       28       43       62       63      116      113
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,046
COMMITMENTS
      91      309        0   15,650   15,527   15,741   15,836      305      210

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,334)
       0        0        0    2,209    2,314    2,209    2,314      125       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.9      0.0     97.5     96.8     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        2        0       39       43       40       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,485
COMMITMENTS
     560        0        0   12,220   12,936   12,780   12,936      705      549

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,260)
     435        0        0    1,825    1,936    2,260    1,936        0      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      0.0     90.6     95.9     94.8     95.9      5.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        0       23       22       26       22
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,512
COMMITMENTS
       0        0        0    1,512    1,352    1,512    1,352        0      160

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -2,211)
     -75        0        0   -1,861   -1,996   -1,936   -1,996     -275     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     89.4    100.0     89.4      0.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       11       15       11
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      707,605
COMMITMENTS
  70,068  212,750  273,101  285,959  181,713  629,128  667,564   78,477   40,041

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     15,533)
  -4,903   -7,000   20,008     -736    5,505   14,369   18,513    1,164   -2,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     30.1     38.6     40.4     25.7     88.9     94.3     11.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      48       85       89       77       60      186      180
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,331
COMMITMENTS
   3,874        0    2,199   81,913   82,897   87,986   85,096    9,345   12,235

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,243)
     893        0      -80      146    3,374      959    3,294    1,284   -1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      2.3     84.2     85.2     90.4     87.4      9.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       23       25       25       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,128
COMMITMENTS
   3,343    8,993    1,964   45,039   32,118   50,346   43,075    6,782   14,053

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        991)
     674      134      194      424      582    1,292      910     -301       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     15.7      3.4     78.8     56.2     88.1     75.4     11.9     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        4       18       15       22       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,837
COMMITMENTS
   3,649        0      496   64,057   69,271   68,202   69,767    8,635    7,070

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        881)
     642        0     -309   -2,792      835   -2,459      526    3,340      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.0      0.6     83.4     90.2     88.8     90.8     11.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       27       30       29       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,778
COMMITMENTS
       0        0        0   82,240   83,298   82,240   83,298   16,538   15,480

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      4,796)
       0        0        0    2,707    4,341    2,707    4,341    2,089      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.3     84.3     83.3     84.3     16.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       20       20       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,710
COMMITMENTS
   2,015        0      857   31,443   33,265   34,315   34,122    4,395    4,588

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:       -144)
     -93        0       11        0     -124      -82     -113      -62      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      2.2     81.2     85.9     88.6     88.1     11.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       19       22       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,352
COMMITMENTS
     494   10,579    2,346   77,939   68,189   80,779   81,114    5,573    5,238

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,552)
       0    2,490   -1,181    4,678      449    3,497    1,758     -945      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     12.3      2.7     90.3     79.0     93.5     93.9      6.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        2       27       28       30       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,418
COMMITMENTS
   4,623      765    8,387  108,381  114,138  121,391  123,290   11,027    9,128

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,203)
     704        0      364      176    4,079    1,244    4,443      -41   -3,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.6      6.3     81.8     86.2     91.7     93.1      8.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        3       20       32       23       35
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,739
COMMITMENTS
     217    6,542    2,324   31,829   23,817   34,370   32,683    5,369    7,056

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:       -425)
    -440      336     -107      550      680        3      909     -428   -1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     16.5      5.8     80.1     59.9     86.5     82.2     13.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       15       14       18       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,753
COMMITMENTS
     217   13,972   18,868   57,888   45,907   76,973   78,747    8,780    7,006

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      3,042)
       0      -77      434    3,942    1,984    4,376    2,341   -1,334      701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     16.3     22.0     67.5     53.5     89.8     91.8     10.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        3       12       15       16       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,485
COMMITMENTS
       0        0        0   46,821   44,573   46,821   44,573    9,664   11,912

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,164)
       0        0        0      -56    2,169      -56    2,169    1,220   -1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.9     78.9     82.9     78.9     17.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       22       21       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,602
COMMITMENTS
   6,544    2,026    7,158   70,184   70,890   83,886   80,074    6,716   10,528

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,928)
  -3,521        0    1,883    4,836     -109    3,198    1,774   -1,270      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.2      7.9     77.5     78.2     92.6     88.4      7.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        4       26       28       31       33
 
 
COLUMBIA GULF ONSHORE SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02365T
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,966
COMMITMENTS
       0    9,190    4,144   64,042   59,418   68,186   72,752    6,780    2,214

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        146)
       0   -3,322      360     -214    3,108      146      146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.3      5.5     85.4     79.3     91.0     97.0      9.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       14       15       16
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,971
COMMITMENTS
       0    8,473    2,673   52,131   38,973   54,804   50,119    5,167    9,852

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -2,168)
       0   -1,732      -59   -2,414     -659   -2,473   -2,450      305      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.1      4.5     86.9     65.0     91.4     83.6      8.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        2       14       12       16       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,451
COMMITMENTS
   2,266   12,082    3,172   27,453   21,022   32,891   36,276   17,560   14,175

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     23.9      6.3     54.4     41.7     65.2     71.9     34.8     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        4       14       15       18       20
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,260
COMMITMENTS
   1,405    1,943    1,450   34,593   32,480   37,448   35,873    6,812    8,387

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        185)
     248   -1,798     -341      247    4,180      154    2,041       31   -1,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      4.4      3.3     78.2     73.4     84.6     81.1     15.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       18       17       21       20
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,721
COMMITMENTS
   4,280    1,472        0  129,981  130,709  134,261  132,181    1,460    3,540

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     12,684)
       0    1,472        0   11,224   11,436   11,224   12,908    1,460     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.1      0.0     95.8     96.3     98.9     97.4      1.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       14       14       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,273
COMMITMENTS
   7,954    7,308    7,031  192,170  198,374  207,155  212,713   12,118    6,560

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      3,526)
  -1,492     -609    1,748    3,946    2,083    4,202    3,222     -676      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      3.3      3.2     87.6     90.5     94.5     97.0      5.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        5       41       33       48       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      168,288
COMMITMENTS
     494    1,783    3,949  153,497  157,918  157,940  163,650   10,348    4,638

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:       -705)
     494   -1,258     -580     -574    1,443     -660     -395      -45     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.1      2.3     91.2     93.8     93.9     97.2      6.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        3       34       29       37       32
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      267,759
COMMITMENTS
   1,670    3,886   16,728  231,627  232,938  250,025  253,552   17,734   14,207

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      8,722)
    -168   -5,151    4,437    3,478    6,504    7,747    5,790      975    2,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.5      6.2     86.5     87.0     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        4       41       40       45       44
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,736
COMMITMENTS
   2,089    6,823    2,430  126,767  121,464  131,286  130,717    2,450    3,019

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -1,145)
       0    1,500   -1,710    1,123     -377     -587     -587     -558     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.1      1.8     94.8     90.8     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        6        4       33       33       39       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,853
COMMITMENTS
       0      616        0   41,829   37,880   41,829   38,496    5,024    8,357

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,963)
       0        0        0    4,051    2,169    4,051    2,169   -2,088     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     89.3     80.8     89.3     82.2     10.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       20       17       20       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,223,337
COMMITMENTS
 732,419  149,219  1068802  1394330  1986296  3195551  3204317   27,786   19,020

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     63,738)
   4,068   12,794   18,481   41,329   33,915   63,878   65,190     -140   -1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      4.6     33.2     43.3     61.6     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      34       17       47      102       95      154      144
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,256,431
COMMITMENTS
 158,236  283,006  402,945  688,387  566,547  1249568  1252498    6,863    3,933

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     23,531)
  15,183   15,701    5,991      932    1,158   22,106   22,850    1,425      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     22.5     32.1     54.8     45.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       33       43       35       33       80       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,688
COMMITMENTS
   1,726      760      631   28,645   30,014   31,002   31,405      686      283

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,498)
     -20        0        0    1,518    1,464    1,498    1,464        0       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      2.4      2.0     90.4     94.7     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        6       31       28       38       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,770
COMMITMENTS
   2,840        2      204   17,462   20,908   20,506   21,114    1,264      656

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      160      160      160      160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.0      0.9     80.2     96.0     94.2     97.0      5.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       16       20       18
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,675
COMMITMENTS
       0        0        0   12,461   12,291   12,461   12,291    1,214    1,384

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.1     89.9     91.1     89.9      8.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       15       17       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,195
COMMITMENTS
       0      800      500   25,993   27,169   26,493   28,469    2,702      726

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        583)
       0        0        0      904      564      904      564     -321       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      1.7     89.0     93.1     90.7     97.5      9.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       26       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,690
COMMITMENTS
       0        0        0   28,472   27,946   28,472   27,946      218      744

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        558)
       0        0        0      558      558      558      558        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     97.4     99.2     97.4      0.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       16       17       16
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,782
COMMITMENTS
     100        0        0   11,824   12,332   11,924   12,332      858      450

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:       -240)
       0        0        0     -240     -240     -240     -240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     92.5     96.5     93.3     96.5      6.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       12       16       13       16
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| 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:        9,828
COMMITMENTS
       0        0        0    9,336    9,252    9,336    9,252      492      576

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        -52)
       0        0        0      -52      -82      -52      -82        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.0     94.1     95.0     94.1      5.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       13       18       13
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      112,889
COMMITMENTS
       0    9,682        0  111,745  101,271  111,745  110,953    1,144    1,936

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     20,045)
       0      640        0   19,405   19,405   19,405   20,045      640        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.6      0.0     99.0     89.7     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        0       19       25       19       28
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    1,910,059
COMMITMENTS
       0  147,223   14,080  1895979  1718396  1910059  1879699        0   30,360

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:    452,904)
  -1,183   10,647        0  454,087  442,257  452,904  452,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      0.7     99.3     90.0    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       15       20       16       23
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,993
COMMITMENTS
       0        0        0   15,928   15,639   15,928   15,639       65      354

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -1,539)
       0        0        0   -1,544   -1,395   -1,544   -1,395        5     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     97.8     99.6     97.8      0.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       20       22       20
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,622
COMMITMENTS
       0        0        0    4,548    5,487    4,548    5,487    1,074      135

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     80.9     97.6     80.9     97.6     19.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       19       20       19       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,237,590
COMMITMENTS
 239,563  222,985  303,667  623,432  640,457  1166662  1167109   70,928   70,481

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:    -16,652)
   4,839   17,537    1,486  -15,100  -24,730   -8,775   -5,707   -7,877  -10,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     18.0     24.5     50.4     51.8     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      89      102      142       77       84      249      254
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      198,861
COMMITMENTS
  20,084   21,963   12,021  122,739  115,684  154,844  149,668   44,017   49,193

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      8,275)
     187    4,267       21    6,285    3,769    6,493    8,057    1,782      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     11.0      6.0     61.7     58.2     77.9     75.3     22.1     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        5       21       22       27       29
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       50,823
COMMITMENTS
     975    3,102    1,050   48,593   46,441   50,618   50,593      205      230

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      3,590)
     575      -25      -25    3,027    3,602    3,577    3,552       13       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      6.1      2.1     95.6     91.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        2       36       41       41       45
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      183,430
COMMITMENTS
  17,871   38,216   34,033  122,999  101,656  174,903  173,905    8,527    9,525

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,104)
      95     -659    1,113      338    1,517    1,546    1,971      558      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     20.8     18.6     67.1     55.4     95.4     94.8      4.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       21       24       23       22       49       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,603
COMMITMENTS
   4,441    5,145    7,669   17,151   17,098   29,261   29,912    3,342    2,691

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,599)
    -122        0      500      873      861    1,251    1,361      348      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     15.8     23.5     52.6     52.4     89.7     91.7     10.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        7        9       11       17       20
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,103
COMMITMENTS
       0    6,350      460   53,876   42,038   54,336   48,848   12,767   18,255

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:     -1,118)
       0      345      280   -1,568   -1,236   -1,288     -611      170     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.5      0.7     80.3     62.6     81.0     72.8     19.0     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       16       16       18
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      100,447
COMMITMENTS
   2,565    8,786   11,489   54,601   45,853   68,655   66,128   31,792   34,319

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:         -6)
       0     -105       30      163     -558      193     -633     -199      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      8.7     11.4     54.4     45.6     68.3     65.8     31.7     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        4       16       16       20       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,501
COMMITMENTS
       0    8,170       40   34,461   26,291   34,501   34,501        0        0

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,527)
       0       75        0    1,527    1,452    1,527    1,527        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.7      0.1     99.9     76.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        7        1       24       30       25       37
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,760
COMMITMENTS
   8,856    3,092       27    1,916    8,985   10,799   12,104    1,961      656

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        337)
     287     -345       -1      -83      800      203      454      134     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.4     24.2      0.2     15.0     70.4     84.6     94.9     15.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      46       17        3       16       26       63       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       19,945
COMMITMENTS
  10,869    1,669       38    5,502   17,054   16,409   18,761    3,536    1,184

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,018)
     527      -60        8      113    1,012      648      960      370       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5      8.4      0.2     27.6     85.5     82.3     94.1     17.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      39       11        3       12       24       52       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      187,594
COMMITMENTS
  52,061    4,597   12,078  107,507  158,158  171,646  174,833   15,948   12,761

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      6,661)
   2,198     -150   -2,095    5,203    7,581    5,306    5,336    1,355    1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      2.5      6.4     57.3     84.3     91.5     93.2      8.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      49       20       33       75       83      140      123
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,253
COMMITMENTS
       0       50        0    5,153    5,007    5,153    5,057      100      196

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      1,110)
       0        0        0    1,110    1,110    1,110    1,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     98.1     95.3     98.1     96.3      1.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       24       26       24       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       27,456
COMMITMENTS
   1,688        0        0   24,547   27,388   26,235   27,388    1,221       68

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,281)
     500     -275        0    1,769    2,492    2,269    2,217       12       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.0      0.0     89.4     99.8     95.6     99.8      4.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        0       32       26       35       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,861
COMMITMENTS
       0      515       25   19,695   19,626   19,720   20,166    1,141      695

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        923)
       0      175        0      773      748      773      923      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.1     94.4     94.1     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       18       12       19       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,504
COMMITMENTS
     474       50        0   13,030   13,454   13,504   13,504        0        0

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,299)
     324        0        0    1,975    2,299    2,299    2,299        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.4      0.0     96.5     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        0       26       24       28       25
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,351
COMMITMENTS
       0      482        0    3,258    3,126    3,258    3,608    1,093      743

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        155)
       0       85        0      140       88      140      173       15      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      0.0     74.9     71.8     74.9     82.9     25.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       16       15       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,070
COMMITMENTS
   1,415      837      160   21,884   22,917   23,459   23,914      611      156

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:      2,542)
     840      384        0    1,546    2,158    2,386    2,542      156        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      3.5      0.7     90.9     95.2     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       21       29       24       32
 
 
1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE             Code-86565D
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,600
COMMITMENTS
      30      555        1    4,157    4,750    4,188    5,306    1,412      294

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:         96)
       0       96        0        0        0        0       96       96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      9.9      0.0     74.2     84.8     74.8     94.8     25.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       11       14       12       18
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,739
COMMITMENTS
     208      112        0    8,484    8,567    8,692    8,679       47       60

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        550)
       0       22        0      505      483      505      505       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.3      0.0     97.1     98.0     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       24       19       25       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 02/10/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       48,588
COMMITMENTS
   3,891    5,705    2,304   38,794   39,695   44,989   47,704    3,599      884

CHANGES FROM 02/03/09 (CHANGE IN OPEN INTEREST:        500)
      84      387      183       32      -86      299      484      201       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     11.7      4.7     79.8     81.7     92.6     98.2      7.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        6        4       25       33       33       41
 

Updated February 13, 2009