GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,399
COMMITMENTS
       0      100        0    6,427    7,222    6,427    7,322      972       77

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        -50)
       0       50        0      275      225      275      275     -325     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0     86.9     97.6     86.9     99.0     13.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       22       19       23
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,948
COMMITMENTS
       0      583       50    8,778    8,245    8,828    8,878      120       70

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        225)
     -50      225       50      225      -50      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      0.6     98.1     92.1     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        1       28       26       29       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,842
COMMITMENTS
       0        0        0    1,943    2,193    1,943    2,193      899      649

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        137)
       0        0        0       93      124       93      124       44       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     68.4     77.2     68.4     77.2     31.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       21       15       21
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,999
COMMITMENTS
       0       10       50    3,416    3,363    3,466    3,423      533      576

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        112)
       0      -75       10       -8      -73        2     -138      110      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      1.3     85.4     84.1     86.7     85.6     13.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       26       31       27       32
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      255,190
COMMITMENTS
  36,027   10,203   53,132  132,002  159,045  221,161  222,379   34,029   32,811

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     11,747)
   2,008   -2,258    3,662    5,135    5,621   10,806    7,025      941    4,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      4.0     20.8     51.7     62.3     86.7     87.1     13.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      44       24       45       66       75      131      126
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,300,956
COMMITMENTS
 100,254  192,669  518,200  615,794  548,721  1234248  1259590   66,708   41,366

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     25,732)
  -2,148    9,548   13,453   11,340    5,545   22,646   28,546    3,086   -2,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     14.8     39.8     47.3     42.2     94.9     96.8      5.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      66       72       91       87       78      201      198
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,076
COMMITMENTS
      49   11,126    1,919   92,944   78,460   94,912   91,505    6,164    9,571

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -3,295)
      49   -1,191      324      162    2,392      535    1,525   -3,830   -4,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      1.9     92.0     77.6     93.9     90.5      6.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       23       19       25       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,933
COMMITMENTS
      43   11,026    3,231   70,303   54,036   73,577   68,293    6,356   11,640

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      2,665)
    -103    3,784       45    2,969   -1,498    2,911    2,331     -246      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     13.8      4.0     88.0     67.6     92.0     85.4      8.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       22       21       24       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      145,282
COMMITMENTS
  14,409    2,413    4,950  113,495  130,478  132,854  137,841   12,428    7,441

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,233)
  -3,870        0      426    5,386    2,262    1,942    2,688     -709   -1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      1.7      3.4     78.1     89.8     91.4     94.9      8.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        2       31       28       34       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,542
COMMITMENTS
  13,723   11,159      936   85,579   88,269  100,238  100,364    7,304    7,178

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      2,702)
       0     -221     -243    3,580    3,768    3,337    3,304     -635     -602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     10.4      0.9     79.6     82.1     93.2     93.3      6.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       22       24       26       26
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,500
COMMITMENTS
   3,237        0    4,002   41,431   44,536   48,670   48,538    6,830    6,962

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        953)
  -1,605        0      851    1,756     -203    1,002      648      -49      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.0      7.2     74.7     80.2     87.7     87.5     12.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       17       22       19       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,532
COMMITMENTS
   3,435    1,336    3,022   74,480   71,451   80,937   75,809    4,595    9,723

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        423)
    -766      333     -359    1,486      387      361      361       62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.6      3.5     87.1     83.5     94.6     88.6      5.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        4       23       31       27       35
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,189
COMMITMENTS
   2,288    1,236    3,462   89,892   96,407   95,642  101,105   13,547    8,084

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,996)
     217    1,197     -438    1,829    1,887    1,608    2,646      388     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.1      3.2     82.3     88.3     87.6     92.6     12.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        3       23       23       26       26
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,491
COMMITMENTS
  21,057        0    2,543   30,812   44,414   54,412   46,957    3,079   10,534

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      3,105)
   4,759        0     -836    1,735    4,237    5,658    3,401   -2,553     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      0.0      4.4     53.6     77.3     94.6     81.7      5.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        3       17       15       21       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,987
COMMITMENTS
   3,597    8,048    7,054   56,321   44,261   66,972   59,363    3,015   10,624

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      2,075)
  -3,282    2,702      273    4,898   -2,650    1,889      325      186    1,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     11.5     10.1     80.5     63.2     95.7     84.8      4.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       15       14       19       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,831
COMMITMENTS
   9,065        0    2,994   64,657   69,932   76,716   72,926    5,115    8,905

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:         35)
  -3,113        0      664    3,495   -1,212    1,046     -548   -1,011      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.0      3.7     79.0     85.5     93.7     89.1      6.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       25       26       28       28
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,913
COMMITMENTS
   9,882        0    7,323   94,205  103,482  111,410  110,805    7,503    8,108

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      3,787)
  -1,828        0      876    6,765    3,151    5,813    4,027   -2,026     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      6.2     79.2     87.0     93.7     93.2      6.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        2       25       31       28       33
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      134,365
COMMITMENTS
     444   20,484   20,212  102,420   86,185  123,076  126,881   11,289    7,484

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,965)
       0    1,115     -803    1,729    1,262      926    1,574    1,039      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     15.2     15.0     76.2     64.1     91.6     94.4      8.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        6        6       34       30       40       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,526
COMMITMENTS
   2,507    3,745    5,271   66,599   57,512   74,377   66,528    8,149   15,998

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,003)
     234        0      113      228   -2,025      575   -1,912      428    2,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      4.5      6.4     80.7     69.7     90.1     80.6      9.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       20       19       23       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,741
COMMITMENTS
   3,950        0      310   47,940   52,871   52,200   53,181    4,541    3,560

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      0.5     84.5     93.2     92.0     93.7      8.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       13       15       15       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      249,390
COMMITMENTS
  14,486    5,737    3,727  220,149  225,641  238,362  235,105   11,028   14,285

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,045)
  -5,192      713    1,397    5,291    1,069    1,496    3,179     -451   -2,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      2.3      1.5     88.3     90.5     95.6     94.3      4.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        3        6       46       43       52       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      211,511
COMMITMENTS
   8,281    5,617   12,832  178,405  184,426  199,518  202,875   11,993    8,636

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      5,771)
       0     -546      459    3,872    6,411    4,331    6,324    1,440     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.7      6.1     84.3     87.2     94.3     95.9      5.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        3       36       32       41       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      217,542
COMMITMENTS
   9,009   11,582    8,004  186,054  190,667  203,067  210,253   14,475    7,289

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -1,398)
   4,065     -211   -1,205   -1,185    2,797    1,675    1,381   -3,073   -2,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.3      3.7     85.5     87.6     93.3     96.6      6.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        3        4       42       38       47       44
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,974
COMMITMENTS
       0    1,084    1,484   40,194   37,644   41,678   40,212    7,296    8,762

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,294)
       0      422     -424    1,780      692    1,356      690      -62      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      3.0     82.1     76.9     85.1     82.1     14.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       17       20       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      204,314
COMMITMENTS
  24,864    5,522   11,452  152,164  167,832  188,480  184,806   15,834   19,508

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      5,966)
   1,682     -669      173    7,240    8,516    9,095    8,020   -3,129   -2,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      2.7      5.6     74.5     82.1     92.3     90.5      7.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        5       33       35       39       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,884
COMMITMENTS
   4,410   10,143    2,115   67,695   60,971   74,220   73,229    7,664    8,655

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,707)
       0    2,114     -244    2,509      273    2,265    2,143     -558     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     12.4      2.6     82.7     74.5     90.6     89.4      9.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       26       28       29       32
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,787,287
COMMITMENTS
 538,885  144,017  876,369  1335561  1738399  2750815  2758785   36,472   28,502

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     32,079)
  16,054   -1,993   28,973   -6,530    7,663   38,497   34,643   -6,418   -2,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      5.2     31.4     47.9     62.4     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      30       18       41      104       90      152      132
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      952,779
COMMITMENTS
  67,814  261,906  200,666  679,914  484,987  948,394  947,559    4,385    5,220

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      8,846)
  10,104    5,396   -5,268    3,898    8,839    8,734    8,967      112     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     27.5     21.1     71.4     50.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       27       35       43       42       80       82
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       11,136
COMMITMENTS
      31        0        0   10,259   10,805   10,290   10,805      846      331

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:       -187)
       0        0        0      233       23      233       23     -420     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     92.1     97.0     92.4     97.0      7.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       15       19       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,661
COMMITMENTS
   1,763      617    6,727   92,431   93,372  100,921  100,716      740      945

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      3,549)
     286      108      628    2,819    2,727    3,733    3,463     -184       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.6      6.6     90.9     91.8     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        5       10       33       30       45       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,596
COMMITMENTS
   1,456       45      336   12,784   14,195   14,576   14,576       20       20

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.3      2.3     87.6     97.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       14       21       16       23
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,461
COMMITMENTS
   4,318       40      504   25,788   30,075   30,610   30,618    1,851    1,843

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,468)
    -231        0       45      460     -205      274     -160    1,193    1,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.1      1.6     79.4     92.6     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       22       21       24       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,200
COMMITMENTS
      79        0       10    8,857    9,464    8,946    9,474    1,254      726

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       16      286       16      286      -16     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.1     86.8     92.8     87.7     92.9     12.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       13       17       14
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,066
COMMITMENTS
   1,054    1,524      618   23,006   24,922   24,678   27,064    3,388    1,002

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        264)
       0        0        0      -40      264      -40      264      304        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      5.4      2.2     82.0     88.8     87.9     96.4     12.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       23       21       26       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,614
COMMITMENTS
   1,384        0    1,140   17,288   18,534   19,812   19,674      802      940

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        512)
       0        0        0      292      556      292      556      220      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      5.5     83.9     89.9     96.1     95.4      3.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        2       21       23       23       25
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,786
COMMITMENTS
   1,410      780       70    6,868    7,160    8,348    8,010      438      776

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      8.9      0.8     78.2     81.5     95.0     91.2      5.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       14       13       16       15
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:        6,314
COMMITMENTS
     504        0       48    5,554    5,590    6,106    5,638      208      676

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.0      0.8     88.0     88.5     96.7     89.3      3.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       13       14       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,426,931
COMMITMENTS
 251,399  139,029  881,536  1213052  1322762  2345987  2343328   80,943   83,603

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:   -164,558)
   2,534   11,833  -96,990  -63,849  -67,484 -158,305 -152,642   -6,253  -11,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      5.7     36.3     50.0     54.5     96.7     96.6      3.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     103      125      147       80      100      274      288
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,340
COMMITMENTS
       0      650       50   16,140   15,490   16,190   16,190      150      150

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,180)
       0        0        0    1,030    1,030    1,030    1,030      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      0.3     98.8     94.8     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       27       29       28       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,195
COMMITMENTS
  21,804   22,139   34,261   66,007   67,762  122,072  124,162   10,123    8,033

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     -1,826)
  -1,197      475   -1,289      581     -645   -1,905   -1,459       79     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     16.7     25.9     49.9     51.3     92.3     93.9      7.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       13       14       22       22       40       38
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,610
COMMITMENTS
      25      600        0    8,585    8,010    8,610    8,610        0        0

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        985)
       0        0        0    1,135      985    1,135      985     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      7.0      0.0     99.7     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       15       18       16       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,511
COMMITMENTS
   9,094    1,829       30    3,646   12,206   12,770   14,065    1,741      446

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        179)
     323      -55      -40     -169      298      114      203       65      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.7     12.6      0.2     25.1     84.1     88.0     96.9     12.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      39       19        4       13       22       56       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,213
COMMITMENTS
  10,916    2,713      104    1,397   12,559   12,417   15,376    3,796      837

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      2,121)
   1,610      -90       -2      -14    2,452    1,594    2,360      527     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3     16.7      0.6      8.6     77.5     76.6     94.8     23.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      45       14        2        8       25       54       40
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      247,688
COMMITMENTS
  52,120    8,326   39,273  132,542  179,814  223,935  227,413   23,753   20,274

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:     10,439)
   3,380   -1,087    2,058    5,553    7,310   10,991    8,281     -552    2,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      3.4     15.9     53.5     72.6     90.4     91.8      9.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      69       18       37       81       90      168      131
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,825
COMMITMENTS
       0        0      250    3,425    3,575    3,675    3,825      150        0

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:        200)
    -150        0        0      200      200       50      200      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      6.5     89.5     93.5     96.1    100.0      3.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        1       18       18       19       19
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,924
COMMITMENTS
     380      148      892    4,489    4,824    5,761    5,864    1,163    1,060

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,636)
       0     -175      436      850    1,350    1,286    1,611      350       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      2.1     12.9     64.8     69.7     83.2     84.7     16.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       14       18       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,680
COMMITMENTS
   1,525        0      825    3,330    4,705    5,680    5,530        0      150

CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST:      1,200)
       0        0      450      750      750    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      0.0     14.5     58.6     82.8    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       15       18       16
 

Updated July 29, 2008