GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,480 COMMITMENTS 0 75 0 6,508 7,188 6,508 7,263 972 217 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 165 180 165 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 87.0 96.1 87.0 97.1 13.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 18 20 18 22 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,375 COMMITMENTS 0 430 255 7,700 7,506 7,955 8,191 420 184 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 260) 0 -75 225 35 110 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 3.0 91.9 89.6 95.0 97.8 5.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 4 2 23 23 25 27 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,704 COMMITMENTS 15 5 60 3,021 2,910 3,096 2,975 608 729 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 295) 15 0 -15 298 283 298 268 -3 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.1 1.6 81.6 78.6 83.6 80.3 16.4 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 23 29 25 31 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 209,659 COMMITMENTS 33,799 7,633 25,460 119,940 149,695 179,199 182,788 30,460 26,871 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,963) -8,010 -1,706 711 8,206 3,192 907 2,197 1,056 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 3.6 12.1 57.2 71.4 85.5 87.2 14.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 43 18 35 69 74 130 112 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 881,242 COMMITMENTS 76,485 177,759 294,602 447,528 374,512 818,615 846,873 62,627 34,369 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 13,109) -5,940 -244 7,947 7,789 6,606 9,796 14,309 3,313 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 20.2 33.4 50.8 42.5 92.9 96.1 7.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 60 57 78 80 71 183 172 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,210 COMMITMENTS 0 12,500 1,179 87,663 73,779 88,842 87,458 11,368 12,752 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 507) -1,594 210 -30 301 -272 -1,323 -92 1,830 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.5 1.2 87.5 73.6 88.7 87.3 11.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 3 24 19 27 23 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,023 COMMITMENTS 0 10,414 3,712 72,781 60,229 76,493 74,355 8,530 10,668 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,639) -615 979 522 1,842 1,463 1,749 2,964 890 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.2 4.4 85.6 70.8 90.0 87.5 10.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 2 23 21 25 24 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 139,989 COMMITMENTS 12,649 1,325 4,260 112,780 126,998 129,689 132,583 10,300 7,406 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,428) -4,685 -267 1,192 7,281 3,072 3,788 3,997 -360 -569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.9 3.0 80.6 90.7 92.6 94.7 7.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 3 30 26 34 31 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 105,678 COMMITMENTS 13,568 12,531 654 82,774 84,918 96,996 98,103 8,682 7,575 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,036) 0 1,216 0 184 -761 184 455 852 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 11.9 0.6 78.3 80.4 91.8 92.8 8.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 2 21 26 25 28 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 42,998 COMMITMENTS 10,351 947 1,072 25,476 35,928 36,899 37,947 6,099 5,051 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -1,977) -1,248 0 -277 280 -3,374 -1,245 -3,651 -732 1,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 2.2 2.5 59.2 83.6 85.8 88.3 14.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 13 14 16 16 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,194 COMMITMENTS 4,990 0 3,782 42,149 45,274 50,921 49,056 6,273 8,138 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,142) 811 0 246 2,085 3,264 3,142 3,510 0 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 6.6 73.7 79.2 89.0 85.8 11.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 17 23 19 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 82,264 COMMITMENTS 3,731 386 2,549 71,137 63,784 77,417 66,719 4,847 15,545 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,039) 3,389 -236 -614 -2,150 88 625 -762 414 1,801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.5 3.1 86.5 77.5 94.1 81.1 5.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 1 4 24 30 28 34 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,058 COMMITMENTS 3,022 2 3,467 88,941 98,865 95,430 102,334 15,628 8,724 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,588) 633 0 110 2,823 3,458 3,566 3,568 22 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 3.1 80.1 89.0 85.9 92.1 14.1 7.9 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 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,915 COMMITMENTS 11,215 1,088 5,817 42,923 48,230 59,955 55,135 3,960 8,780 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,893) -2,952 0 1,788 4,980 3,458 3,816 5,246 77 -1,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.7 9.1 67.2 75.5 93.8 86.3 6.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 2 16 15 20 18 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 78,034 COMMITMENTS 4,967 2,637 10,740 60,738 54,859 76,445 68,236 1,589 9,798 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 5,986) -330 -820 2,626 4,166 6,658 6,462 8,464 -476 -2,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 3.4 13.8 77.8 70.3 98.0 87.4 2.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 17 17 21 20 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,869 COMMITMENTS 3,293 3,820 2,305 66,625 62,540 72,223 68,665 5,646 9,204 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,649) -348 3,644 -1,623 6,682 2,857 4,711 4,878 -2,062 -2,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.9 3.0 85.6 80.3 92.7 88.2 7.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 2 24 24 28 26 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 121,665 COMMITMENTS 13,499 0 7,269 92,869 105,332 113,637 112,601 8,028 9,064 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 4,469) 7,091 -364 -604 -89 7,717 6,398 6,749 -1,929 -2,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 6.0 76.3 86.6 93.4 92.6 6.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 3 28 33 32 36 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,443 COMMITMENTS 1,073 0 242 28,293 28,704 29,608 28,946 7,835 8,497 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.6 75.6 76.7 79.1 77.3 20.9 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 12 15 13 16 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 130,667 COMMITMENTS 632 22,317 15,999 102,004 84,380 118,635 122,696 12,032 7,971 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 9,372) -488 1,316 1,767 8,612 5,709 9,891 8,792 -519 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 17.1 12.2 78.1 64.6 90.8 93.9 9.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 5 6 36 31 42 37 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,142 COMMITMENTS 10,631 2,166 4,119 59,066 65,998 73,816 72,283 9,326 10,859 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 4,220) 2,652 -742 -1,399 1,585 9,567 2,838 7,426 1,382 -3,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 2.6 5.0 71.0 79.4 88.8 86.9 11.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 4 22 24 26 29 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| 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 46,037 48,482 48,437 48,792 3,989 3,634 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 87 0 87 0 -87 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.6 0.0 87.8 92.5 92.4 93.1 7.6 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 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 247,247 COMMITMENTS 19,042 2,778 3,837 212,268 224,054 235,147 230,669 12,100 16,578 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 884) 3,302 -341 -717 -3,397 3,428 -812 2,370 1,696 -1,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.1 1.6 85.9 90.6 95.1 93.3 4.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 2 6 44 42 50 48 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 215,427 COMMITMENTS 13,263 2,803 12,596 178,095 191,835 203,954 207,234 11,473 8,193 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 5,768) 1,896 -969 601 3,864 7,081 6,361 6,713 -593 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.3 5.8 82.7 89.0 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 4 38 33 44 37 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 212,158 COMMITMENTS 7,721 5,050 11,555 176,412 184,926 195,688 201,531 16,470 10,627 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 5,046) -1,578 -1,983 4,152 3,588 2,720 6,162 4,889 -1,116 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 2.4 5.4 83.2 87.2 92.2 95.0 7.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 4 4 43 37 48 43 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,085 COMMITMENTS 0 3,020 1,222 39,067 35,590 40,289 39,832 8,796 9,253 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 726) 0 6 391 -269 757 122 1,154 604 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.2 2.5 79.6 72.5 82.1 81.1 17.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 18 21 19 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 208,561 COMMITMENTS 25,344 9,315 9,946 156,755 167,894 192,045 187,155 16,516 21,406 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 4,613) 1,799 2,765 -511 3,870 2,783 5,158 5,037 -545 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 4.5 4.8 75.2 80.5 92.1 89.7 7.9 10.3 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 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 80,944 COMMITMENTS 4,410 10,748 1,587 70,734 62,587 76,731 74,922 4,213 6,022 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -1,054) 0 399 -496 2,094 1,578 1,598 1,481 -2,652 -2,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 13.3 2.0 87.4 77.3 94.8 92.6 5.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 1 27 28 30 32 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,843,687 COMMITMENTS 591,683 73,545 955,593 1260204 1787160 2807480 2816298 36,207 27,389 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 92,822) 24,413 -9,837 46,566 28,627 64,380 99,606 101,109 -6,784 -8,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 2.6 33.6 44.3 62.8 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 31 17 45 104 92 155 140 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 919,300 COMMITMENTS 104,003 230,081 167,961 635,700 509,304 907,664 907,346 11,636 11,954 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 15,762) 22,954 -8,296 -4,093 -6,676 25,001 12,185 12,612 3,577 3,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 25.0 18.3 69.2 55.4 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 29 15 35 42 42 84 79 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,711 COMMITMENTS 31 0 0 9,234 10,345 9,265 10,345 1,446 366 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 10) -45 0 -30 -515 -215 -590 -245 600 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 86.2 96.6 86.5 96.6 13.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 16 19 16 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,930 COMMITMENTS 2,309 520 268 31,787 33,478 34,364 34,266 566 664 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 165) 41 16 4 120 205 165 225 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.5 0.8 91.0 95.8 98.4 98.1 1.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 3 3 28 29 35 34 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| 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 01/08/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,597 COMMITMENTS 4,318 0 317 12,254 16,980 16,889 17,297 708 300 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 4) 0 0 0 4 0 4 0 0 4 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 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,549 COMMITMENTS 0 0 0 8,209 8,831 8,209 8,831 1,340 718 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.0 92.5 86.0 92.5 14.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 12 16 12 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,230 COMMITMENTS 1,100 544 1,292 22,022 24,712 24,414 26,548 3,816 1,682 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,084) 0 -960 720 320 1,100 1,040 860 44 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.9 4.6 78.0 87.5 86.5 94.0 13.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 19 16 22 18 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,872 COMMITMENTS 1,380 0 980 15,988 16,786 18,348 17,766 524 1,106 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 420 180 420 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 5.2 84.7 88.9 97.2 94.1 2.8 5.9 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 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,458,072 COMMITMENTS 232,774 143,916 394,887 735,031 830,952 1362692 1369755 95,380 88,317 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 44,116) -11,525 -3,292 14,147 32,911 26,158 35,533 37,013 8,583 7,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 9.9 27.1 50.4 57.0 93.5 93.9 6.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 100 113 137 78 97 266 275 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,764 COMMITMENTS 0 700 0 13,764 13,064 13,764 13,764 0 0 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 475) 0 0 0 475 475 475 475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.0 100.0 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 0 26 27 26 29 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 148,555 COMMITMENTS 23,089 20,355 41,476 74,670 78,697 139,235 140,528 9,320 8,027 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -2,835) -505 -2,427 -746 -1,715 -171 -2,966 -3,344 131 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 13.7 27.9 50.3 53.0 93.7 94.6 6.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 15 20 21 21 44 41 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,992 COMMITMENTS 12,188 1,844 50 3,358 15,693 15,596 17,587 2,396 405 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 838) 351 -59 50 140 654 541 645 297 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.7 10.2 0.3 18.7 87.2 86.7 97.7 13.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 59 14 1 11 26 71 40 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,970 COMMITMENTS 12,945 2,787 113 1,241 14,040 14,299 16,940 3,671 1,030 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -1,530) -1,624 -29 1 161 -1,673 -1,462 -1,701 -68 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.0 15.5 0.6 6.9 78.1 79.6 94.3 20.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 60 12 2 11 22 73 34 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,023 COMMITMENTS 44,911 17,938 17,732 138,270 173,498 200,913 209,168 24,110 15,855 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 8,734) -12,436 10,111 1,731 20,598 -2,529 9,893 9,313 -1,159 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 8.0 7.9 61.4 77.1 89.3 93.0 10.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 64 20 43 80 87 155 140 RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,352 COMMITMENTS 2,084 321 624 3,280 5,352 5,988 6,297 1,364 1,055 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 327) -36 -131 40 349 648 353 557 -26 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 4.4 8.5 44.6 72.8 81.4 85.7 18.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 2 4 11 10 20 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| 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 01/08/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,933 COMMITMENTS 0 3,579 414 6,841 4,165 7,255 8,158 1,678 775 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,324) -380 2,706 -503 1,772 -489 889 1,714 435 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.1 4.6 76.6 46.6 81.2 91.3 18.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 17 12 18 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 01/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,130 COMMITMENTS 1,575 0 825 2,730 4,205 5,130 5,030 0 100 CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 25 -25 25 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 0.0 16.1 53.2 82.0 100.0 98.1 0.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 17 13 18 14
Updated July 29, 2008