GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,300
COMMITMENTS
       0       75        0    6,328    7,023    6,328    7,098      972      202

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,164)
       0      -50        0   -1,164   -1,229   -1,164   -1,279        0      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     86.7     96.2     86.7     97.2     13.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       16       17       16       19
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,115
COMMITMENTS
       0      505       30    7,665    7,396    7,695    7,931      420      184

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -908)
       0      -78      -20   -1,188     -924   -1,208   -1,022      300      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      0.4     94.5     91.1     94.8     97.7      5.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        1       22       22       23       26
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,409
COMMITMENTS
       0        5       75    2,723    2,627    2,798    2,707      611      702

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -977)
       0      -60       -5     -978   -1,036     -983   -1,101        6      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      2.2     79.9     77.1     82.1     79.4     17.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        2       21       27       23       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      207,696
COMMITMENTS
  41,809    9,339   24,749  111,734  146,503  178,292  180,591   29,404   27,105

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      3,493)
  -1,504   -1,405       58    1,559    1,897      113      550    3,380    2,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      4.5     11.9     53.8     70.5     85.8     86.9     14.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      40       19       34       65       77      125      113
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      868,133
COMMITMENTS
  82,425  178,003  286,655  439,739  367,906  808,819  832,564   59,314   35,569

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     18,429)
  -8,478  -16,389   11,684   11,072   22,650   14,278   17,945    4,151      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     20.5     33.0     50.7     42.4     93.2     95.9      6.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      59       59       72       81       72      180      169
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,703
COMMITMENTS
   1,594   12,290    1,209   87,362   74,051   90,165   87,550    9,538   12,153

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -301)
   1,594      952     -949   -6,645   -3,275   -6,000   -3,272    5,699    2,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     12.3      1.2     87.6     74.3     90.4     87.8      9.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        4       24       19       28       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,384
COMMITMENTS
     615    9,435    3,190   70,939   58,766   74,744   71,391    7,640   10,993

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -811)
     615   -3,259      406   -4,581    1,165   -3,560   -1,688    2,749      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     11.5      3.9     86.1     71.3     90.7     86.7      9.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       22       20       24       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,561
COMMITMENTS
  17,334    1,592    3,068  105,499  123,926  125,901  128,586   10,660    7,975

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -9,985)
   1,456     -670   -1,913   -9,437   -9,305   -9,894  -11,888      -91    1,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      1.2      2.2     77.3     90.7     92.2     94.2      7.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        3       30       26       34       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,642
COMMITMENTS
  13,568   11,315      654   82,590   85,679   96,812   97,648    7,830    6,994

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -4,542)
    -155     -146     -282   -4,845   -4,572   -5,282   -5,000      740      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     10.8      0.6     78.9     81.9     92.5     93.3      7.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       22       26       26       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,975
COMMITMENTS
  11,599      947    1,349   25,196   39,302   38,144   41,598    6,831    3,377

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -5,190)
  -1,750      -31      243   -2,534   -5,417   -4,041   -5,205   -1,149       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      2.1      3.0     56.0     87.4     84.8     92.5     15.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        3       11       14       15       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,052
COMMITMENTS
   4,179        0    3,536   40,064   42,010   47,779   45,546    6,273    8,506

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -4,044)
    -191        0      -66   -3,255   -5,609   -3,512   -5,675     -532    1,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.0      6.5     74.1     77.7     88.4     84.3     11.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       16       22       18       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,225
COMMITMENTS
     342      622    3,163   73,287   63,696   76,792   67,481    4,433   13,744

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -7,902)
    -760     -689   -1,074   -7,145  -11,362   -8,979  -13,125    1,077    5,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.8      3.9     90.2     78.4     94.5     83.1      5.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        3       24       29       27       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,470
COMMITMENTS
   2,389        2    3,357   86,118   95,407   91,864   98,766   15,606    8,704

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -2,967)
     763   -1,133     -144   -5,075   -1,823   -4,456   -3,100    1,489      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      3.1     80.1     88.8     85.5     91.9     14.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        3       23       22       26       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,022
COMMITMENTS
  14,167    1,088    4,029   37,943   44,772   56,139   49,889    3,883   10,133

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      1,466)
  -8,349    1,088    2,123    7,324     -504    1,098    2,707      368   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      1.8      6.7     63.2     74.6     93.5     83.1      6.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       16       14       20       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,048
COMMITMENTS
   5,297    3,457    8,114   56,572   48,201   69,983   59,772    2,065   12,276

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:        578)
     647   -4,863    1,312     -831    4,206    1,128      655     -550      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      4.8     11.3     78.5     66.9     97.1     83.0      2.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       15       16       19       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,220
COMMITMENTS
   3,641      176    3,928   59,943   59,683   67,512   63,787    7,708   11,433

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -8,057)
  -5,255      176      853   -5,842  -10,880  -10,244   -9,851    2,187    1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.2      5.2     79.7     79.3     89.8     84.8     10.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        2       22       22       26       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,196
COMMITMENTS
   6,408      364    7,873   92,958   97,615  107,239  105,852    9,957   11,344

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -3,618)
  -2,278      364       83   -5,680   -7,581   -7,875   -7,134    4,257    3,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.3      6.7     79.3     83.3     91.5     90.3      8.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        3       27       32       31       35
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,295
COMMITMENTS
   1,120   21,001   14,232   93,392   78,671  108,744  113,904   12,551    7,391

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:    -13,091)
     676      679   -5,948   -8,930   -7,488  -14,202  -12,757    1,111     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     17.3     11.7     77.0     64.9     89.7     93.9     10.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        6       35       28       41       34
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,922
COMMITMENTS
   7,979    2,908    5,518   57,481   56,431   70,978   64,857    7,944   14,065

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -8,030)
     595     -837     -829   -7,903   -8,810   -8,137  -10,476      107    2,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      3.7      7.0     72.8     71.5     89.9     82.2     10.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        5       20       22       25       28
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,426
COMMITMENTS
   2,400      310        0   45,950   48,482   48,350   48,792    4,076    3,634

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:    -10,701)
  -1,240   -3,100        0   -8,655   -6,311   -9,895   -9,411     -806   -1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.6      0.0     87.6     92.5     92.2     93.1      7.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       12       13       13       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      246,363
COMMITMENTS
  15,740    3,119    4,554  215,665  220,626  235,959  228,299   10,404   18,064

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -9,223)
   3,098   -2,190     -871  -11,481   -7,956   -9,254  -11,017       31    1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.3      1.8     87.5     89.6     95.8     92.7      4.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        2        6       44       41       50       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      209,659
COMMITMENTS
  11,367    3,772   11,995  174,231  184,754  197,593  200,521   12,066    9,138

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -4,351)
   2,540   -1,383     -473   -7,085   -3,053   -5,018   -4,909      667      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.8      5.7     83.1     88.1     94.2     95.6      5.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       36       31       42       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      207,112
COMMITMENTS
   9,299    7,033    7,403  172,824  182,206  189,526  196,642   17,586   10,470

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -8,962)
  -1,434   -3,179      -82   -8,854   -8,355  -10,370  -11,616    1,408    2,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      3.4      3.6     83.4     88.0     91.5     94.9      8.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        3        4       43       36       48       42
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,359
COMMITMENTS
       0    3,014      831   39,336   34,833   40,167   38,678    8,192    9,681

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,539)
       0      376       -3   -1,218   -2,831   -1,221   -2,458     -318      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      1.7     81.3     72.0     83.1     80.0     16.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       16       21       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      203,948
COMMITMENTS
  23,545    6,550   10,457  152,885  165,111  186,887  182,118   17,061   21,830

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -7,696)
     711      904   -1,285   -8,771   -8,655   -9,345   -9,036    1,649    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      3.2      5.1     75.0     81.0     91.6     89.3      8.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        5       34       36       40       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,998
COMMITMENTS
   4,410   10,349    2,083   68,640   61,009   75,133   73,441    6,865    8,557

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,894)
       0    1,926       -3   -1,355   -3,924   -1,358   -2,001     -536      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     12.6      2.5     83.7     74.4     91.6     89.6      8.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       26       27       29       31
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,750,865
COMMITMENTS
 567,270   83,382  909,027  1231577  1722780  2707874  2715189   42,991   35,676

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     68,412)
  13,759  -31,720   48,550    8,318   48,047   70,627   64,877   -2,215    3,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      3.0     33.0     44.8     62.6     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      27       19       42      102       91      150      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      903,538
COMMITMENTS
  81,049  238,377  172,054  642,376  484,303  895,479  894,734    8,059    8,804

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     23,913)
  12,933   -2,878    2,199    5,829   21,518   20,961   20,839    2,952    3,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     26.4     19.0     71.1     53.6     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       17       30       42       42       78       77
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       10,701
COMMITMENTS
      76        0       30    9,749   10,560    9,855   10,590      846      111

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:        -85)
      45        0       30     -280       50     -205       80      120     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.3     91.1     98.7     92.1     99.0      7.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       19       16       21       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,765
COMMITMENTS
   2,268      504      264   31,667   33,273   34,199   34,041      566      724

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:        -12)
      43        0        0      -12       28       31       28      -43      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.4      0.8     91.1     95.7     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        2       27       28       33       32
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,492
COMMITMENTS
   1,536    2,093      256   13,700   13,100   15,492   15,449        0       43

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:        852)
      80    2,048      -80      872   -1,139      872      829      -20       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     13.5      1.7     88.4     84.6    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1        9       15       11       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,593
COMMITMENTS
   4,318        0      317   12,250   16,980   16,885   17,297      708      296

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -770)
      11      -40      -20     -738     -728     -747     -788      -23       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      0.0      1.8     69.6     96.5     96.0     98.3      4.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       19       18       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,146
COMMITMENTS
   1,100    1,504      572   21,702   23,612   23,374   25,688    3,772    1,458

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,104)
      46      -20      -46   -1,488   -1,498   -1,488   -1,564      384      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      5.5      2.1     79.9     87.0     86.1     94.6     13.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       18       16       21       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       18,692
COMMITMENTS
   1,380        0      980   15,808   16,366   18,168   17,346      524    1,346

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,540)
      -4        0     -160   -1,338   -2,026   -1,502   -2,186      -38      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      5.2     84.6     87.6     97.2     92.8      2.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        2       20       19       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,413,956
COMMITMENTS
 244,299  147,208  380,740  702,120  804,794  1327159  1332742   86,797   81,214

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     52,698)
   5,329   -4,107   24,613   12,779   29,757   42,721   50,263    9,977    2,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     10.4     26.9     49.7     56.9     93.9     94.3      6.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      99      109      128       74       89      256      256
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,289
COMMITMENTS
       0      700        0   13,289   12,589   13,289   13,289        0        0

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -3,825)
       0       50      -50   -3,775   -3,825   -3,825   -3,825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      0.0    100.0     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       26       25       26       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      151,390
COMMITMENTS
  23,594   22,782   42,222   76,385   78,868  142,201  143,872    9,189    7,518

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     11,207)
  -1,132       45    4,029    7,271    6,216   10,168   10,290    1,039      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     15.0     27.9     50.5     52.1     93.9     95.0      6.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       14       19       22       22       44       42
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,154
COMMITMENTS
  11,837    1,903        0    3,218   15,039   15,055   16,942    2,099      212

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      1,176)
   1,735       55        0     -708    1,255    1,027    1,310      149     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.0     11.1      0.0     18.8     87.7     87.8     98.8     12.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      58       15        0       11       26       69       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       19,500
COMMITMENTS
  14,569    2,816      112    1,080   15,713   15,761   18,641    3,739      859

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      1,938)
   1,922      557     -107       90    1,598    1,905    2,048       33     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.7     14.4      0.6      5.5     80.6     80.8     95.6     19.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      57       12        1       11       24       69       36
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      216,289
COMMITMENTS
  57,347    7,827   16,001  117,672  176,027  191,020  199,855   25,269   16,434

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     11,899)
  -2,267      937     -540   11,287    9,561    8,480    9,958    3,419    1,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      3.6      7.4     54.4     81.4     88.3     92.4     11.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      78        8       29       77       87      158      121
 
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,025
COMMITMENTS
   2,120      452      584    2,931    4,704    5,635    5,740    1,390    1,285

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -600)
    -133      255     -176     -197     -377     -506     -298      -94     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      6.4      8.3     41.7     67.0     80.2     81.7     19.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        4       10        9       19       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,275
COMMITMENTS
       0        0      250    3,025    2,975    3,275    3,225        0       50

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -550)
    -150        0        0     -400     -550     -550     -550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      7.6     92.4     90.8    100.0     98.5      0.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        1       14       18       15       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,155
COMMITMENTS
   1,575        0      825    2,755    4,180    5,155    5,005        0      150

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -600)
      50        0        0     -650     -600     -600     -600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      0.0     16.0     53.4     81.1    100.0     97.1      0.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       12       17       13
 

Updated July 29, 2008