GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,304
COMMITMENTS
     290       25       25    7,039    8,154    7,354    8,204      950      100

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -930)
      25        0      -25     -930     -955     -930     -980        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.3      0.3     84.8     98.2     88.6     98.8     11.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       20       22       21       24
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,724
COMMITMENTS
     100    2,251        0   11,504    9,354   11,604   11,605      120      119

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -2,298)
    -600     -957        0   -1,677   -1,302   -2,277   -2,259      -21      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     19.2      0.0     98.1     79.8     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        0       27       25       28       27
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,324
COMMITMENTS
       0       10       29    2,884    2,743    2,913    2,782      411      542

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -468)
       0      -50       29     -410     -292     -381     -313      -87     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.9     86.8     82.5     87.6     83.7     12.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       30       34       31       35
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      256,455
COMMITMENTS
  45,997   14,986   31,124  136,876  182,127  213,997  228,237   42,458   28,218

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     12,726)
   7,166      962    1,847     -723    9,709    8,291   12,518    4,436      208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      5.8     12.1     53.4     71.0     83.4     89.0     16.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      53       22       39       69       74      137      123
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,269,279
COMMITMENTS
  87,327  154,164  527,378  580,115  547,613  1194820  1229155   74,459   40,124

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      8,219)
  10,820    6,014   -7,832   11,347   12,216   14,335   10,398   -6,116   -2,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     12.1     41.5     45.7     43.1     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      63       90      103       84       78      210      214
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,675
COMMITMENTS
     445   15,692    2,709   71,457   56,421   74,611   74,822   10,064    9,853

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      2,812)
     124     -150      120    1,077    1,382    1,321    1,352    1,491    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     18.5      3.2     84.4     66.6     88.1     88.4     11.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        2       21       22       23       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,196
COMMITMENTS
       0   10,024    2,099   58,230   46,265   60,329   58,388    5,867    7,808

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,103)
       0    1,813       -5    1,108     -705    1,103    1,103        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.1      3.2     88.0     69.9     91.1     88.2      8.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       28       22       30       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      139,953
COMMITMENTS
  28,081    1,450    3,298  100,656  131,691  132,035  136,439    7,918    3,514

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      5,632)
     649        0      240    5,111    6,064    6,000    6,304     -368     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      1.0      2.4     71.9     94.1     94.3     97.5      5.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        5       34       33       41       38
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,121
COMMITMENTS
  13,676   15,458    3,625   82,490   80,947   99,791  100,030    8,330    8,091

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -5,004)
     754      715   -2,149   -1,862   -4,103   -3,257   -5,537   -1,747      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     14.3      3.4     76.3     74.9     92.3     92.5      7.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       25       25       30       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,422
COMMITMENTS
  11,402      863    3,900   37,809   47,124   53,111   51,887    4,311    5,535

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -1,755)
    -424   -1,148     -361     -351     -579   -1,136   -2,088     -619      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      1.5      6.8     65.8     82.1     92.5     90.4      7.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        5       14       18       19       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,054
COMMITMENTS
   6,238      341    3,211   42,565   44,280   52,014   47,832    6,040   10,222

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,143)
     804     -744     -386     -565    2,025     -147      895    1,290      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.6      5.5     73.3     76.3     89.6     82.4     10.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       19       21       22       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,127
COMMITMENTS
   5,858    4,106    3,172   71,536   72,509   80,566   79,787    9,561   10,340

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -5,695)
     -88       92     -629   -3,343   -3,417   -4,060   -3,954   -1,635   -1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      4.6      3.5     79.4     80.5     89.4     88.5     10.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        4       25       28       30       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,849
COMMITMENTS
   3,587    4,764    4,083   74,474   78,678   82,144   87,525   15,705   10,324

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -7,081)
  -1,471      160      271   -5,748   -6,836   -6,948   -6,405     -133     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      4.9      4.2     76.1     80.4     83.9     89.4     16.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        3       24       22       27       26
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,486
COMMITMENTS
   9,519        0    4,912   28,013   33,559   42,444   38,471    3,042    7,015

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      3,966)
   2,789   -1,880    1,452      611    4,164    4,852    3,736     -886      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      0.0     10.8     61.6     73.8     93.3     84.6      6.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        3       17       12       21       15
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,644
COMMITMENTS
   5,268    2,007    5,927   46,604   43,642   57,799   51,576    5,845   12,068

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      2,704)
   1,009      873     -783    2,906      110    3,132      200     -428    2,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.2      9.3     73.2     68.6     90.8     81.0      9.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        4       14       16       18       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,462
COMMITMENTS
  19,415    1,144    3,879   59,170   80,017   82,464   85,040    5,998    3,422

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,790)
     630        0       88    2,624    2,039    3,342    2,127   -1,552     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      1.3      4.4     66.9     90.5     93.2     96.1      6.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       28       28       31       30
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,189
COMMITMENTS
   7,864    6,604    5,374   85,904   84,024   99,142   96,002   11,047   14,187

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -4,496)
  -2,497   -1,357      785   -2,594   -3,820   -4,306   -4,392     -190     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.0      4.9     78.0     76.3     90.0     87.1     10.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        3       25       27       29       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,799
COMMITMENTS
       0    3,445    1,665   42,362   38,573   44,027   43,683    8,772    9,116

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -4,010)
       0     -947      433   -3,977   -2,832   -3,544   -3,346     -466     -664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      3.2     80.2     73.1     83.4     82.7     16.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       18       20       20
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,517
COMMITMENTS
     657   20,717   13,986  109,591   95,019  124,234  129,722   11,283    5,795

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:        990)
       0       50     -732    1,062    1,576      330      894      660       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     15.3     10.3     80.9     70.1     91.7     95.7      8.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        7        6       36       31       42       39
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,675
COMMITMENTS
     567    4,332    4,047   76,122   65,894   80,736   74,273    5,939   12,402

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      2,194)
  -1,189      669      767    2,369     -340    1,947    1,096      247    1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      5.0      4.7     87.8     76.0     93.1     85.7      6.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       20       23       23       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,086
COMMITMENTS
   8,493    2,108        0   42,524   46,478   51,017   48,586    1,069    3,500

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:        361)
       0        0        0      300      331      300      331       61       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      4.0      0.0     81.6     89.2     97.9     93.3      2.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       15       16       17       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      257,600
COMMITMENTS
  17,524    1,386    5,685  224,483  240,735  247,692  247,806    9,908    9,794

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      4,960)
   1,342        0      196    1,718    4,702    3,256    4,898    1,704       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.5      2.2     87.1     93.5     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        2        6       48       48       54       54
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      192,699
COMMITMENTS
   7,716    1,601   11,587  160,559  175,031  179,862  188,219   12,837    4,480

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      7,000)
  -1,298        0      611    7,539    6,194    6,852    6,805      148      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.8      6.0     83.3     90.8     93.3     97.7      6.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        4       40       35       45       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      188,875
COMMITMENTS
   5,927   14,415    8,904  158,013  155,954  172,844  179,273   16,031    9,602

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     11,879)
   1,126   -1,321      973   12,725   13,599   14,824   13,251   -2,945   -1,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      7.6      4.7     83.7     82.6     91.5     94.9      8.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        5        6       44       39       50       46
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,919
COMMITMENTS
       0    3,263    1,304   42,817   39,763   44,121   44,330    9,798    9,589

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -362)
       0      372       60     -360     -182     -300      250      -62     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      2.4     79.4     73.7     81.8     82.2     18.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       21       21       22       23
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,958
COMMITMENTS
  28,176    8,176   14,201  161,188  175,285  203,565  197,662   16,393   22,296

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      6,194)
      87    2,290      451    5,189    2,769    5,727    5,510      467      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      3.7      6.5     73.3     79.7     92.5     89.9      7.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        6       36       36       42       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,146
COMMITMENTS
   4,214   10,252    4,089   59,068   49,224   67,371   63,565    6,775   10,581

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      5,485)
       0     -708    1,190    3,747    4,914    4,937    5,396      548       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     13.8      5.5     79.7     66.4     90.9     85.7      9.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        4        4       25       26       29       32
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,757,764
COMMITMENTS
 388,344  176,398  864,455  1478011  1701980  2730810  2742833   26,954   14,931

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     19,645)
   9,554   22,360  -14,696   25,960   14,155   20,818   21,819   -1,173   -2,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      6.4     31.3     53.6     61.7     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      26       20       40      103       93      147      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,014,184
COMMITMENTS
 108,178  221,914  246,183  657,725  544,541  1012086  1012638    2,098    1,546

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     23,994)
  27,866  -14,023   17,032  -17,618   20,901   27,280   23,910   -3,286       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     21.9     24.3     64.9     53.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       21       36       42       41       80       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       99,443
COMMITMENTS
   2,257      827    4,865   91,383   92,789   98,505   98,481      938      963

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,271)
     -97     -247      500      809      877    1,212    1,130       59      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.8      4.9     91.9     93.3     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9        4       11       31       30       44       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       16,338
COMMITMENTS
   1,484        0      351   14,420   15,904   16,255   16,255       83       83

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:     -1,449)
      46      -46     -138   -1,334   -1,242   -1,426   -1,426      -23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      2.1     88.3     97.3     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       13       20       15       22
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,127
COMMITMENTS
   5,690      160      628   21,376   27,009   27,693   27,796    1,433    1,330

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      2,159)
      61        0      374    1,740    1,757    2,174    2,131      -15       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      0.5      2.2     73.4     92.7     95.1     95.4      4.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       19       20       22       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,531
COMMITMENTS
     422      368       36    9,455   10,843    9,913   11,247    1,618      284

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:         64)
       0        0        0     -764       46     -764       46      828       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      3.2      0.3     82.0     94.0     86.0     97.5     14.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       12       18       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,567
COMMITMENTS
     955      794      217   24,507   25,664   25,679   26,675    1,888      892

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -108)
       0      240        0     -348     -348     -348     -108      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.9      0.8     88.9     93.1     93.2     96.8      6.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       22       21       24       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,576
COMMITMENTS
     912      444      420   22,120   22,904   23,452   23,768    1,124      808

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:        110)
     140        0      -40       10      150      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.8      1.7     90.0     93.2     95.4     96.7      4.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       19       16       21       19
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,690
COMMITMENTS
   1,080      400      480    7,618    8,298    9,178    9,178      512      512

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -228)
    -240        0        0       12     -228     -228     -228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      4.1      5.0     78.6     85.6     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       15       15       18       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,577,303
COMMITMENTS
 249,443  135,301  948,362  1297735  1401424  2495540  2485087   81,763   92,216

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:    106,053)
   7,262   16,310   53,339   37,699   36,911   98,300  106,560    7,753     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      5.2     36.8     50.4     54.4     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     121      125      171       87      107      306      321
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       92,671
COMMITMENTS
  18,942   15,423    3,177   46,419   39,606   68,538   58,206   24,133   34,465

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      2,094)
     140    1,098     -719    1,545     -270      966      109    1,128    1,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     16.6      3.4     50.1     42.7     74.0     62.8     26.0     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       17       16       21       20
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,361
COMMITMENTS
      50        0        0   11,311   11,361   11,361   11,361        0        0

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      1,417)
      50     -100        0    1,367    1,517    1,417    1,417        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       23       22       24       22
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,206
COMMITMENTS
  10,006   21,959   25,197   57,543   44,382   92,746   91,538    5,460    6,668

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      5,469)
   2,454     -929      927    3,446    4,474    6,827    4,472   -1,358      997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     22.4     25.7     58.6     45.2     94.4     93.2      5.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       14       19       21       18       43       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,264
COMMITMENTS
  10,361    3,609      234    3,978   11,749   14,573   15,592    1,691      672

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -247)
    -474      281     -179      358     -299     -295     -197       48      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.7     22.2      1.4     24.5     72.2     89.6     95.9     10.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      48       27        3       16       20       67       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,352
COMMITMENTS
   6,066      971      105    2,948    9,512    9,119   10,588    2,233      764

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:        471)
     793       -8     -434      -77    1,188      282      746      189     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.4      8.6      0.9     26.0     83.8     80.3     93.3     19.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      33        7        2       11       22       45       31
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      198,336
COMMITMENTS
  49,460   11,748   21,830  110,655  150,371  181,944  183,949   16,392   14,388

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:      4,981)
   4,451   -1,147   -1,765    2,429    7,627    5,115    4,715     -134      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      5.9     11.0     55.8     75.8     91.7     92.7      8.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      68       25       33       80       88      159      136
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,250
COMMITMENTS
     350        0        0    2,900    3,200    3,250    3,200        0       50

CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST:       -575)
       0        0        0     -425     -525     -425     -525     -150      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      0.0     89.2     98.5    100.0     98.5      0.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       11       15       13       15
 

Updated July 29, 2008