GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,695
COMMITMENTS
       0      725        0    6,795    6,970    6,795    7,695      900        0

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        375)
       0       75        0      375      300      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.4      0.0     88.3     90.6     88.3    100.0     11.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       19       20       19       22
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,340
COMMITMENTS
     475    1,079      120   11,595   11,021   12,190   12,220      150      120

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        290)
     100        0        0      400      260      500      260     -210       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      8.7      1.0     94.0     89.3     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       29       30       32       32
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,612
COMMITMENTS
       0        0        0    1,896    1,806    1,896    1,806      716      806

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        169)
       0        0        0      155      170      155      170       14       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     72.6     69.1     72.6     69.1     27.4     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       22       22       22
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,001
COMMITMENTS
       0       44      101    5,608    5,542    5,709    5,687      292      314

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        403)
       0       10        0      495      471      495      481      -92      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      1.7     93.5     92.4     95.1     94.8      4.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        2       31       37       33       39
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      272,288
COMMITMENTS
  48,329   17,300   47,499  136,176  178,676  232,003  243,475   40,285   28,813

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     -2,320)
  -2,305    2,149     -146    2,766   -2,795      315     -792   -2,635   -1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      6.4     17.4     50.0     65.6     85.2     89.4     14.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      46       25       37       65       72      133      116
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,180,575
COMMITMENTS
  60,864  145,107  492,472  558,002  503,796  1111338  1141375   69,236   39,199

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:    -34,253)
 -17,792    1,105  -13,826    2,128  -21,652  -29,490  -34,373   -4,763      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     12.3     41.7     47.3     42.7     94.1     96.7      5.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      55       69       88       81       72      193      177
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,180
COMMITMENTS
     143   12,304    1,731   97,242   82,542   99,116   96,577   11,064   13,603

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      7,525)
    -669     -359      -95   10,513    9,601    9,749    9,147   -2,224   -1,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     11.2      1.6     88.3     74.9     90.0     87.7     10.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       23       18       25       22
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,786
COMMITMENTS
       0    7,926    4,908   71,045   59,193   75,953   72,027    5,833    9,759

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        892)
       0   -2,128    1,478     -435    5,181    1,043    4,531     -151   -3,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      6.0     86.9     72.4     92.9     88.1      7.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       28       22       29       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      148,836
COMMITMENTS
  21,181    3,338    3,010  114,711  134,699  138,902  141,047    9,934    7,789

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        637)
   1,577      118        0     -453    3,806    1,124    3,924     -487   -3,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      2.2      2.0     77.1     90.5     93.3     94.8      6.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        2       34       31       38       35
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,732
COMMITMENTS
  14,028   10,669    3,804   83,025   87,524  100,857  101,997   10,875    9,735

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        680)
       0      342        0   -1,456    1,304   -1,456    1,646    2,136     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      9.5      3.4     74.3     78.3     90.3     91.3      9.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       19       21       23       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,582
COMMITMENTS
  14,919      768    2,815   34,411   50,243   52,145   53,826    7,437    5,756

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      1,472)
     252        0      436      692    2,013    1,380    2,449       92     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      1.3      4.7     57.8     84.3     87.5     90.3     12.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        3       12       15       17       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,209
COMMITMENTS
   8,986        0    3,073   40,800   48,601   52,859   51,674    7,350    8,535

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:         90)
    -155     -174     -217    1,284      538      912      147     -822      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.0      5.1     67.8     80.7     87.8     85.8     12.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       23       20       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,441
COMMITMENTS
   4,051    3,054    4,821   73,525   72,436   82,397   80,311    7,044    9,130

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        -61)
    -512   -1,152    1,149     -818      202     -181      199      120     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      3.4      5.4     82.2     81.0     92.1     89.8      7.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        4       26       31       30       35
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,759
COMMITMENTS
   4,962        0    3,181   75,581   89,481   83,724   92,662   17,035    8,097

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      2,216)
     -12   -1,424      539    2,479    2,928    3,006    2,043     -790      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      3.2     75.0     88.8     83.1     92.0     16.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       22       24       25       26
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,102
COMMITMENTS
  12,006      420    5,425   33,352   40,774   50,783   46,619    4,319    8,483

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        686)
  -1,467     -930    1,056    1,550    1,297    1,139    1,423     -453     -737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      0.8      9.8     60.5     74.0     92.2     84.6      7.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       19       15       23       19
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,468
COMMITMENTS
   8,545    8,851    5,439   54,504   49,718   68,488   64,008    4,980    9,460

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        220)
     530    1,720     -224     -140   -1,276      166      220       54        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     12.0      7.4     74.2     67.7     93.2     87.1      6.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        5       15       15       20       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,234
COMMITMENTS
  26,148    4,056    1,448   58,803   81,393   86,399   86,897    3,835    3,337

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      2,726)
   3,170     -488      116      379    2,726    3,665    2,354     -939      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      4.5      1.6     65.2     90.2     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       27       30       30       32
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,612
COMMITMENTS
   8,826    2,555    8,108   98,493  102,567  115,427  113,230   11,185   13,382

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        165)
  -3,444     -154      325    3,742     -184      623      -13     -458      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      2.0      6.4     77.8     81.0     91.2     89.4      8.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        2       25       29       28       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,334
COMMITMENTS
     777        0    1,768   38,010   39,326   40,555   41,094    8,779    8,240

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        225)
     777   -1,015     -489      -15    1,819      273      315      -48      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      3.6     77.0     79.7     82.2     83.3     17.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       16       19       17       20
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       27,958
COMMITMENTS
   7,400    1,500      180   19,470   24,634   27,050   26,314      908    1,644

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      5.4      0.6     69.6     88.1     96.8     94.1      3.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       12       14       16       16
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       17,480
COMMITMENTS
     930      390        0   16,188   16,366   17,118   16,756      362      724

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      2.2      0.0     92.6     93.6     97.9     95.9      2.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       11       14       12
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      138,531
COMMITMENTS
     517   15,284   21,232  104,661   94,017  126,410  130,533   12,121    7,998

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        965)
    -248      325        2    2,458    1,002    2,212    1,329   -1,247     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     11.0     15.3     75.6     67.9     91.3     94.2      8.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        5        7       33       26       40       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,101
COMMITMENTS
     424    2,686    6,929   81,137   74,000   88,490   83,615    8,611   13,486

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      2,618)
     412   -3,461    2,019     -112    4,890    2,319    3,448      299     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      2.8      7.1     83.6     76.2     91.1     86.1      8.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       22       23       25       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,437
COMMITMENTS
  10,200    1,020      180   47,025   52,945   57,405   54,145    1,032    4,292

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      3,548)
   1,800     -180      180    2,436    3,382    4,416    3,382     -868      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      1.7      0.3     80.5     90.6     98.2     92.7      1.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       15       19       20       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      258,832
COMMITMENTS
  10,398      779    6,518  232,849  239,668  249,765  246,965    9,067   11,867

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      2,777)
    -205      777      110    7,086    2,222    6,991    3,109   -4,214     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.3      2.5     90.0     92.6     96.5     95.4      3.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        2        7       51       44       59       51
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      202,077
COMMITMENTS
   8,050    5,941   11,230  170,284  178,702  189,564  195,873   12,513    6,204

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      4,172)
     428    1,734     -251    3,859    2,375    4,036    3,858      136      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.9      5.6     84.3     88.4     93.8     96.9      6.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        4       37       34       42       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      227,062
COMMITMENTS
     368   13,044   14,387  196,404  191,755  211,159  219,186   15,903    7,876

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      2,056)
    -219     -731   -1,791    5,805    7,090    3,795    4,568   -1,739   -2,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.7      6.3     86.5     84.5     93.0     96.5      7.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        6        5       47       41       53       47
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,216
COMMITMENTS
       0    1,881    1,869   39,339   36,573   41,208   40,323    9,008    9,893

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:         39)
       0     -550      215     -218   -1,758       -3   -2,093       42    2,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      3.7     78.3     72.8     82.1     80.3     17.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       19       19       20       21
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      213,524
COMMITMENTS
  23,924   13,287   12,813  158,744  166,360  195,481  192,460   18,043   21,064

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      2,314)
      60    3,226   -1,039    1,963      157      984    2,344    1,330      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      6.2      6.0     74.3     77.9     91.5     90.1      8.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        6       37       36       43       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,843
COMMITMENTS
   5,113    3,858    9,471   60,284   58,376   74,868   71,705    5,975    9,138

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:       -881)
       0     -961      748   -1,436   -2,569     -688   -2,782     -193    1,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.8     11.7     74.6     72.2     92.6     88.7      7.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        5        4       25       27       30       33
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,687,046
COMMITMENTS
 440,296  136,536  846,285  1372343  1688282  2658924  2671103   28,122   15,943

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:    -75,730)
  30,941  -31,135  -21,321  -86,302  -20,877  -76,682  -73,333      952   -2,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      5.1     31.5     51.1     62.8     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      28       20       42       99       90      145      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      880,707
COMMITMENTS
  83,324  184,847  203,337  590,672  489,490  877,333  877,674    3,374    3,033

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:    -61,331)
  -7,131  -11,204  -28,586  -25,299  -21,482  -61,016  -61,272     -315      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     21.0     23.1     67.1     55.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       22       34       42       42       78       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       97,531
COMMITMENTS
   1,452      580    5,947   88,808   89,350   96,206   95,876    1,325    1,655

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     -3,868)
    -643      -93       48   -3,499   -4,428   -4,094   -4,472      226      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.6      6.1     91.1     91.6     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        3        9       30       28       40       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,363
COMMITMENTS
   1,280       45      512   13,443   14,742   15,235   15,299      128       64

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.3      3.3     87.5     96.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       12       20       14       22
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,729
COMMITMENTS
   5,216      120      550   26,449   31,996   32,215   32,666      514       63

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        790)
     -21        0      -48      859      858      790      810       -0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.4      1.7     80.8     97.8     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       21       22       23       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,188
COMMITMENTS
     240      162       84    9,550   10,584    9,874   10,830    1,314      358

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        102)
       0        0        0      102      102      102      102        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.4      0.8     85.4     94.6     88.3     96.8     11.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       13       18       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,810
COMMITMENTS
   1,042    1,144    1,170   25,720   26,530   27,932   28,844    1,878      966

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        538)
      80       80        0      338      478      418      558      120      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      3.8      3.9     86.3     89.0     93.7     96.8      6.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       24       23       28       26
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,624
COMMITMENTS
     832      454    1,324   22,910   23,142   25,066   24,920      558      704

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:       -102)
     120        0        0       18     -102      138     -102     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.8      5.2     89.4     90.3     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       22       18       25       21
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,198
COMMITMENTS
   1,240      580      320    8,129    8,788    9,689    9,688      509      510

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:         34)
       0       60        0       10      -26       10       34       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      5.7      3.1     79.7     86.2     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       14       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,668,726
COMMITMENTS
 260,594  134,649  1000723  1307076  1432052  2568392  2567424  100,334  101,302

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:    145,578)
     335   -4,039   59,517   71,629   73,694  131,481  129,171   14,097   16,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      5.0     37.5     49.0     53.7     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     116      146      173       83      107      306      327
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      100,829
COMMITMENTS
  19,688   25,387    5,094   48,817   31,801   73,599   62,282   27,230   38,547

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        972)
    -279    2,237     -634    2,390    3,165    1,477    4,768     -505   -3,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     25.2      5.1     48.4     31.5     73.0     61.8     27.0     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        5       13       12       19       18
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,747
COMMITMENTS
     100      600        0   16,647   16,147   16,747   16,747        0        0

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        900)
      50        0        0      850      900      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      3.6      0.0     99.4     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        0       30       33       31       34
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      121,718
COMMITMENTS
  19,380   28,135   30,928   62,932   54,688  113,240  113,751    8,478    7,967

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:      7,724)
   5,992     -365     -457     -644    6,425    4,891    5,603    2,833    2,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     23.1     25.4     51.7     44.9     93.0     93.5      7.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       18       20       21       19       43       41
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,825
COMMITMENTS
      75      600        0   10,750   10,225   10,825   10,825        0        0

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      5.5      0.0     99.3     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        8       14        9       15
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,473
COMMITMENTS
  10,572    3,137       86    3,569   12,898   14,227   16,121    2,246      352

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:       -241)
    -654      124       20      416     -240     -218      -96      -23     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.2     19.0      0.5     21.7     78.3     86.4     97.9     13.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      49       16        4       13       22       66       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,695
COMMITMENTS
  10,462    2,144        1    1,820   12,524   12,283   14,669    3,412    1,026

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        191)
    -122      370     -146       54     -166     -214       58      405      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.7     13.7      0.0     11.6     79.8     78.3     93.5     21.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      46       11        1        7       27       53       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      222,573
COMMITMENTS
  64,008    9,127   28,623  106,323  168,087  198,954  205,836   23,619   16,737

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:     -5,676)
    -948    1,197      440   -8,826   -8,133   -9,333   -6,496    3,657      821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      4.1     12.9     47.8     75.5     89.4     92.5     10.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      65       22       31       78       91      159      128
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,800
COMMITMENTS
       0        0      250    2,500    2,500    2,750    2,750       50       50

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      8.9     89.3     89.3     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        2       16       16       18       18
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,555
COMMITMENTS
     320      260      495    2,925    2,975    3,740    3,730      815      825

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:        345)
      -5      260      495     -145      -50      345      705        0     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      5.7     10.9     64.2     65.3     82.1     81.9     17.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       15       15       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,450
COMMITMENTS
     500      150        0    2,950    3,100    3,450    3,250        0      200

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0       50       50       50       50     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      4.3      0.0     85.5     89.9    100.0     94.2      0.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       17       15       19       16
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,166
COMMITMENTS
       0      180        0    1,777    1,986    1,777    2,166      389        0

CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.3      0.0     82.0     91.7     82.0    100.0     18.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       12       12       13
 

Updated July 29, 2008