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