GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| 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
       0       75        0    7,304    8,129    7,304    8,204    1,000      100

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:          0)
    -290       50      -25      265      -25      -50        0       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     88.0     97.9     88.0     98.8     12.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       21       23       21       25
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,189
COMMITMENTS
       0    2,251        0   12,069    9,819   12,069   12,070      120      119

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        465)
    -100        0        0      565      465      465      465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.5      0.0     99.0     80.6     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       28       25       28       27
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,708
COMMITMENTS
       0       33       91    3,274    3,068    3,365    3,192      343      516

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        384)
       0       23       62      390      325      452      410      -68      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      2.5     88.3     82.7     90.7     86.1      9.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        2       30       34       32       36
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      269,806
COMMITMENTS
  52,050   14,838   38,354  134,368  185,681  224,772  238,873   45,034   30,933

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     13,351)
   6,053     -148    7,230   -2,509    3,554   10,775   10,636    2,576    2,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      5.5     14.2     49.8     68.8     83.3     88.5     16.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      54       23       37       66       71      137      118
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,280,922
COMMITMENTS
  73,329  150,956  533,241  601,608  555,232  1208178  1239429   72,744   41,493

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     11,644)
 -13,998   -3,208    5,863   21,493    7,619   13,358   10,274   -1,715    1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     11.8     41.6     47.0     43.3     94.3     96.8      5.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      57       92      111       84       77      216      215
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,431
COMMITMENTS
     196   11,565    2,694   78,294   63,809   81,184   78,068   10,247   13,363

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      6,756)
    -249   -4,127      -15    6,837    7,388    6,573    3,246      183    3,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     12.6      2.9     85.6     69.8     88.8     85.4     11.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       22       22       24       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,636
COMMITMENTS
       0    7,712    3,410   62,481   52,616   65,891   63,738    5,745    7,898

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      5,440)
       0   -2,312    1,311    4,251    6,351    5,562    5,350     -122       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      4.8     87.2     73.4     92.0     89.0      8.0     11.0

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 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      147,177
COMMITMENTS
  28,712    1,450    3,298  108,617  138,795  140,627  143,543    6,550    3,634

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      7,224)
     631        0        0    7,961    7,104    8,592    7,104   -1,368      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      1.0      2.2     73.8     94.3     95.5     97.5      4.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        5       35       34       42       39
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,107
COMMITMENTS
  13,676   12,188    5,210   82,767   83,824  101,653  101,222    8,454    8,885

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      1,986)
       0   -3,270    1,585      277    2,877    1,862    1,192      124      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     11.1      4.7     75.2     76.1     92.3     91.9      7.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       24       24       29       27
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,644
COMMITMENTS
  13,506      803    4,970   37,613   49,122   56,089   54,895    4,555    5,749

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      3,222)
   2,104      -60    1,070     -196    1,998    2,978    3,008      244      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      1.3      8.2     62.0     81.0     92.5     90.5      7.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        5       15       18       20       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,116
COMMITMENTS
   6,542      341    3,401   44,722   49,043   54,665   52,785    5,451    7,331

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      2,062)
     304        0      190    2,157    4,763    2,651    4,953     -589   -2,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.6      5.7     74.4     81.6     90.9     87.8      9.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        3       21       24       24       27
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,670
COMMITMENTS
   7,229    3,061    2,877   74,415   76,581   84,521   82,519    9,149   11,151

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      3,543)
   1,371   -1,045     -295    2,879    4,072    3,955    2,732     -412      811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      3.3      3.1     79.4     81.8     90.2     88.1      9.8     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        4       26       29       31       33
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,331
COMMITMENTS
   2,885    4,674    3,790   75,244   79,212   81,919   87,676   16,412   10,655

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        482)
    -702      -90     -293      770      534     -225      151      707      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.8      3.9     76.5     80.6     83.3     89.2     16.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       24       21       26       24
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,900
COMMITMENTS
   8,735        0    5,190   29,393   33,053   43,318   38,243    2,582    7,657

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        414)
    -784        0      278    1,380     -506      874     -228     -460      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      0.0     11.3     64.0     72.0     94.4     83.3      5.6     16.7

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 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,334
COMMITMENTS
   6,473    2,050    5,562   46,120   45,862   58,155   53,474    6,179   10,860

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        690)
   1,205       43     -365     -484    2,220      356    1,898      334   -1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      3.2      8.6     71.7     71.3     90.4     83.1      9.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        4       14       16       18       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,821
COMMITMENTS
  21,189    2,376    1,567   60,129   81,442   82,885   85,385    5,936    3,436

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        359)
   1,774    1,232   -2,312      959    1,425      421      345      -62       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      2.7      1.8     67.7     91.7     93.3     96.1      6.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       30       29       33       31
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,323
COMMITMENTS
   6,283    6,755    5,754   90,733   88,955  102,770  101,464   11,553   12,859

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      4,134)
  -1,581      151      380    4,829    4,931    3,628    5,462      506   -1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.9      5.0     79.4     77.8     89.9     88.8     10.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        2       28       28       32       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,796
COMMITMENTS
       0    3,445    1,663   42,242   38,453   43,905   43,561    8,891    9,235

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:         -3)
       0        0       -2     -120     -120     -122     -122      119      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      3.1     80.0     72.8     83.2     82.5     16.8     17.5

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 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,382
COMMITMENTS
     657   22,240   12,552  112,705   95,116  125,914  129,908   10,468    6,474

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        865)
       0    1,523   -1,434    3,114       97    1,680      186     -815      679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     16.3      9.2     82.6     69.7     92.3     95.3      7.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        6        6       38       33       44       40
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,136
COMMITMENTS
     829    4,684    3,347   78,969   66,543   83,145   74,574    4,991   13,562

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      1,461)
     262      352     -700    2,847      649    2,409      301     -948    1,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      5.3      3.8     89.6     75.5     94.3     84.6      5.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        4       23       23       27       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,486
COMMITMENTS
   8,493    1,860        0   46,862   51,126   55,355   52,986    1,131    3,500

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      4,400)
       0     -248        0    4,338    4,648    4,338    4,400       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      3.3      0.0     83.0     90.5     98.0     93.8      2.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       15       18       17       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      259,548
COMMITMENTS
  19,937      782    5,645  223,477  243,544  249,059  249,971   10,489    9,577

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      1,948)
   2,413     -604      -40   -1,006    2,809    1,367    2,165      581     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.3      2.2     86.1     93.8     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        2        7       48       48       56       55
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      200,730
COMMITMENTS
   6,901      757   13,886  167,104  182,033  187,891  196,676   12,839    4,054

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      8,031)
    -815     -844    2,299    6,545    7,002    8,029    8,457        2     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.4      6.9     83.2     90.7     93.6     98.0      6.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        5       41       35       47       40
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      198,770
COMMITMENTS
   6,231   13,715    8,305  167,966  167,571  182,502  189,591   16,268    9,179

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      9,895)
     304     -700     -599    9,953   11,617    9,658   10,318      237     -423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      6.9      4.2     84.5     84.3     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        5        7       44       37       51       44
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,510
COMMITMENTS
       0    3,644    1,062   42,199   38,117   43,261   42,823   10,249   10,687

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:       -409)
       0      381     -242     -618   -1,646     -860   -1,507      451    1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      2.0     78.9     71.2     80.8     80.0     19.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       21       21       23
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,902
COMMITMENTS
  27,051   11,313   13,849  162,511  172,416  203,411  197,578   16,491   22,324

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        -56)
  -1,125    3,137     -352    1,323   -2,869     -154      -84       98       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      5.1      6.3     73.9     78.4     92.5     89.8      7.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        6       37       38       43       45
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,460
COMMITMENTS
   4,214   12,868    3,409   62,927   49,630   70,550   65,907    5,910   10,553

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      2,314)
       0    2,616     -680    3,859      406    3,179    2,342     -865      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     16.8      4.5     82.3     64.9     92.3     86.2      7.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        4       27       26       31       32
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,833,967
COMMITMENTS
 402,030  205,651  879,075  1525375  1732383  2806480  2817109   27,487   16,858

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     76,203)
  13,686   29,253   14,620   47,364   30,403   75,670   74,276      533    1,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      7.3     31.0     53.8     61.1     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      28       21       43      105       96      152      141
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,028,977
COMMITMENTS
 122,451  224,074  253,162  650,741  549,673  1026354  1026909    2,623    2,068

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     14,793)
  14,273    2,160    6,979   -6,984    5,132   14,268   14,271      525      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     21.8     24.6     63.2     53.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       20       35       42       40       80       80
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      100,520
COMMITMENTS
   1,979      847    4,953   92,722   93,875   99,654   99,675      866      845

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      1,077)
    -278       20       88    1,338    1,086    1,149    1,194      -72     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.8      4.9     92.2     93.4     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        3       11       32       30       45       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| 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 09/11/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       28,645
COMMITMENTS
   5,193      160      669   21,348   26,460   27,210   27,290    1,435    1,355

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:       -482)
    -498        0       41      -28     -548     -484     -507        2       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      0.6      2.3     74.5     92.4     95.0     95.3      5.0      4.7

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 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,551
COMMITMENTS
     422      344       60    9,451   10,839    9,933   11,243    1,618      308

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:         20)
       0      -24       24       -4       -4       20       -4        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      3.0      0.5     81.8     93.8     86.0     97.3     14.0      2.7

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 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,507
COMMITMENTS
     955      734      217   24,467   25,664   25,639   26,615    1,868      892

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        -60)
       0      -60        0      -40        0      -40      -60      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      2.7      0.8     88.9     93.3     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 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,626
COMMITMENTS
     912      390      444   22,392   23,224   23,748   24,058      878      568

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:         50)
       0      -54       24      272      320      296      290     -246     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.6      1.8     90.9     94.3     96.4     97.7      3.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       19       17       22       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,746
COMMITMENTS
   1,080      320      560    7,594    8,354    9,234    9,234      512      512

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:         56)
       0      -80       80      -24       56       56       56        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      3.3      5.7     77.9     85.7     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 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,428,359
COMMITMENTS
 263,686  122,272  839,733  1220198  1353706  2323617  2315712  104,742  112,648

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:   -148,944)
  14,243  -13,029 -108,628  -77,538  -47,718 -171,923 -169,376   22,980   20,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      5.0     34.6     50.2     55.7     95.7     95.4      4.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
     117      115      164       80      109      294      305
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       96,257
COMMITMENTS
  19,159   15,186    3,189   49,108   40,372   71,456   58,747   24,801   37,510

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      3,586)
     217     -237       12    2,689      766    2,918      541      668    3,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     15.8      3.3     51.0     41.9     74.2     61.0     25.8     39.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       16       16       20       20
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,564
COMMITMENTS
       0        0        0   11,564   11,564   11,564   11,564        0        0

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        203)
     -50        0        0      253      203      203      203        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       25       23       25
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       99,773
COMMITMENTS
  10,286   21,939   26,348   57,658   46,748   94,292   95,035    5,481    4,738

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:      1,567)
     280      -20    1,151      115    2,366    1,546    3,497       21   -1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     22.0     26.4     57.8     46.9     94.5     95.3      5.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       14       20       23       19       46       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,817
COMMITMENTS
   9,608    3,751      212    4,337   11,171   14,157   15,134    1,660      683

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:       -447)
    -753      142      -22      359     -578     -416     -458      -31       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.7     23.7      1.3     27.4     70.6     89.5     95.7     10.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      49       26        3       16       20       68       47
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,205
COMMITMENTS
   7,103    1,148      173    2,554   10,163    9,830   11,484    2,375      721

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        853)
   1,037      177       68     -394      651      711      896      142      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.2      9.4      1.4     20.9     83.3     80.5     94.1     19.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      35        8        3       10       22       47       33
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      218,551
COMMITMENTS
  58,806   10,804   24,213  117,755  167,688  200,774  202,705   17,776   15,846

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:     20,214)
   9,346     -944    2,383    7,101   17,317   18,830   18,756    1,384    1,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      4.9     11.1     53.9     76.7     91.9     92.7      8.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      69       26       36       80       88      166      134
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,400
COMMITMENTS
     300        0        0    3,050    3,200    3,350    3,200       50      200

CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST:        150)
     -50        0        0      150        0      100        0       50      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      0.0     89.7     94.1     98.5     94.1      1.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       11       15       12       15
 

Updated July 29, 2008