GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,843 COMMITMENTS 0 75 0 6,961 7,641 6,961 7,716 882 127 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 363) 0 0 0 453 453 453 453 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 88.8 97.4 88.8 98.4 11.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 21 22 21 24 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,286 COMMITMENTS 30 385 225 7,671 7,552 7,926 8,162 360 124 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -89) 30 -45 -30 -29 46 -29 -29 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.6 2.7 92.6 91.1 95.7 98.5 4.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 24 23 26 27 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,963 COMMITMENTS 35 0 25 3,336 3,411 3,396 3,436 567 527 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 259) 20 -5 -35 315 501 300 461 -41 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.6 84.2 86.1 85.7 86.7 14.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 26 33 27 34 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,664 COMMITMENTS 30,647 9,177 25,907 116,537 137,843 173,091 172,927 27,573 27,737 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -8,995) -3,152 1,544 447 -3,403 -11,852 -6,108 -9,861 -2,887 866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 4.6 12.9 58.1 68.7 86.3 86.2 13.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 40 18 36 70 73 128 112 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 888,581 COMMITMENTS 78,138 184,975 298,541 453,739 376,376 830,418 859,892 58,163 28,689 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 7,339) 1,653 7,216 3,939 6,211 1,864 11,803 13,019 -4,464 -5,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 20.8 33.6 51.1 42.4 93.5 96.8 6.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 62 57 82 80 72 186 178 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,097 COMMITMENTS 828 12,500 1,299 88,346 74,517 90,473 88,316 10,624 12,781 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 887) 828 0 120 683 738 1,631 858 -744 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 12.4 1.3 87.4 73.7 89.5 87.4 10.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 4 25 20 29 25 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,614 COMMITMENTS 0 9,611 4,091 77,112 63,498 81,203 77,200 5,411 9,414 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,591) 0 -803 379 4,331 3,269 4,710 2,845 -3,119 -1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 4.7 89.0 73.3 93.8 89.1 6.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 2 27 24 29 27 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 137,855 COMMITMENTS 12,264 1,151 4,626 110,747 124,822 127,637 130,599 10,218 7,256 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -2,134) -385 -174 366 -2,033 -2,176 -2,052 -1,984 -82 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.8 3.4 80.3 90.5 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 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 106,232 COMMITMENTS 13,568 12,531 654 82,170 83,916 96,392 97,101 9,840 9,131 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 554) 0 0 0 -604 -1,002 -604 -1,002 1,158 1,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 11.8 0.6 77.3 79.0 90.7 91.4 9.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 20 25 24 27 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 43,881 COMMITMENTS 11,403 947 365 26,014 38,374 37,782 39,686 6,099 4,195 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 883) 1,052 0 -707 538 2,446 883 1,739 0 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 2.2 0.8 59.3 87.5 86.1 90.4 13.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 13 15 16 17 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,072 COMMITMENTS 4,566 0 3,313 43,742 46,893 51,621 50,206 6,451 7,866 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 878) -424 0 -469 1,593 1,619 700 1,150 178 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 5.7 75.3 80.7 88.9 86.5 11.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 17 22 19 23 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,866 COMMITMENTS 3,722 386 2,731 75,989 69,611 82,442 72,728 3,424 13,138 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 3,602) -9 0 182 4,852 5,827 5,025 6,009 -1,423 -2,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.4 3.2 88.5 81.1 96.0 84.7 4.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 4 25 32 29 36 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 112,372 COMMITMENTS 2,546 0 3,515 90,487 99,447 96,548 102,962 15,824 9,410 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,314) -476 -2 48 1,546 582 1,118 628 196 686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 3.1 80.5 88.5 85.9 91.6 14.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 3 23 22 26 25 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,113 COMMITMENTS 13,630 1,088 5,436 42,966 51,630 62,032 58,154 4,081 7,959 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,198) 2,415 0 -381 43 3,400 2,077 3,019 121 -821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 1.6 8.2 65.0 78.1 93.8 88.0 6.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 2 17 16 21 19 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 79,296 COMMITMENTS 5,241 3,103 10,013 61,811 55,652 77,065 68,768 2,231 10,528 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,262) 274 466 -727 1,073 793 620 532 642 730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 3.9 12.6 77.9 70.2 97.2 86.7 2.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 17 16 21 19 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,844 COMMITMENTS 2,192 3,829 2,644 67,246 62,399 72,082 68,872 5,762 8,972 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -25) -1,101 9 339 621 -141 -141 207 116 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.9 3.4 86.4 80.2 92.6 88.5 7.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 24 24 28 27 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 120,489 COMMITMENTS 13,723 0 6,343 92,708 105,326 112,774 111,669 7,715 8,820 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,176) 224 0 -926 -161 -6 -863 -932 -313 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 5.3 76.9 87.4 93.6 92.7 6.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 3 29 33 33 36 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,522 COMMITMENTS 1,128 0 256 28,293 28,704 29,677 28,960 7,845 8,562 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 79) 55 0 14 0 0 69 14 10 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.7 75.4 76.5 79.1 77.2 20.9 22.8 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 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 134,115 COMMITMENTS 632 22,503 14,896 106,217 88,621 121,745 126,020 12,370 8,095 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 3,448) 0 186 -1,103 4,213 4,241 3,110 3,324 338 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 16.8 11.1 79.2 66.1 90.8 94.0 9.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 5 6 36 32 42 38 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,433 COMMITMENTS 11,372 1,890 4,634 60,263 66,955 76,269 73,479 8,164 10,954 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,291) 741 -276 515 1,197 957 2,453 1,196 -1,162 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 2.2 5.5 71.4 79.3 90.3 87.0 9.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 5 22 24 27 30 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,910 COMMITMENTS 2,400 310 0 46,521 49,852 48,921 50,162 3,989 2,748 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 484) 0 0 0 484 1,370 484 1,370 0 -886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.6 0.0 87.9 94.2 92.5 94.8 7.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 14 13 15 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 252,133 COMMITMENTS 19,440 2,825 4,041 214,431 228,498 237,912 235,364 14,221 16,769 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 4,886) 398 47 204 2,163 4,444 2,765 4,695 2,121 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.1 1.6 85.0 90.6 94.4 93.3 5.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 3 5 44 43 50 48 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 217,023 COMMITMENTS 13,998 3,035 12,476 179,285 190,849 205,759 206,360 11,264 10,663 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,596) 735 232 -120 1,190 -986 1,805 -874 -209 2,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 1.4 5.7 82.6 87.9 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 4 4 37 33 43 39 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 218,296 COMMITMENTS 9,631 8,256 12,045 180,315 188,286 201,991 208,587 16,305 9,709 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 6,138) 1,910 3,206 490 3,903 3,360 6,303 7,056 -165 -918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 3.8 5.5 82.6 86.3 92.5 95.6 7.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 3 4 43 38 48 44 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,589 COMMITMENTS 0 2,193 1,362 39,495 36,874 40,857 40,429 8,732 9,160 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 504) 0 -827 140 428 1,284 568 597 -64 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 2.7 79.6 74.4 82.4 81.5 17.6 18.5 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 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 216,400 COMMITMENTS 22,701 7,719 11,546 163,032 180,743 197,279 200,008 19,121 16,392 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 7,839) -2,643 -1,596 1,600 6,277 12,849 5,234 12,853 2,605 -5,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 3.6 5.3 75.3 83.5 91.2 92.4 8.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 2 5 33 36 39 41 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 82,511 COMMITMENTS 4,410 12,197 1,476 72,350 63,090 78,236 76,763 4,275 5,748 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 1,567) 0 1,449 -111 1,616 503 1,505 1,841 62 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 14.8 1.8 87.7 76.5 94.8 93.0 5.2 7.0 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 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,846,049 COMMITMENTS 616,144 77,833 943,183 1256574 1802764 2815901 2823780 30,148 22,269 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,362) 24,461 4,288 -12,410 -3,630 15,604 8,421 7,482 -6,059 -5,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 2.7 33.1 44.2 63.3 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 32 16 45 104 93 155 141 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 943,166 COMMITMENTS 89,409 246,192 177,527 669,802 514,483 936,738 938,202 6,428 4,964 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 23,866) -14,594 16,111 9,566 34,102 5,179 29,074 30,856 -5,208 -6,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 26.1 18.8 71.0 54.5 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 27 17 32 42 42 82 78 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,726 COMMITMENTS 31 0 0 9,399 10,375 9,430 10,375 1,296 351 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 15) 0 0 0 165 30 165 30 -150 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 87.6 96.7 87.9 96.7 12.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 17 18 17 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,948 COMMITMENTS 2,309 520 268 31,785 33,478 34,362 34,266 586 682 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 18) 0 0 0 -2 0 -2 0 20 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.5 0.8 90.9 95.8 98.3 98.0 1.7 2.0 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 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,578 COMMITMENTS 1,536 2,093 256 13,786 13,186 15,578 15,535 0 43 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 86) 0 0 0 86 86 86 86 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 13.4 1.6 88.5 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 01/22/08 | --------------------------------------------------------------| 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 01/15/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/22/08 | --------------------------------------------------------------| 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 01/15/08 (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 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 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,310 COMMITMENTS 1,100 544 1,292 22,332 24,792 24,724 26,628 3,586 1,682 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 80) 0 0 0 310 80 310 80 -230 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.9 4.6 78.9 87.6 87.3 94.1 12.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 20 17 23 19 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 19,432 COMMITMENTS 1,380 0 980 16,548 17,106 18,908 18,086 524 1,346 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 560) 0 0 0 560 320 560 320 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 5.0 85.2 88.0 97.3 93.1 2.7 6.9 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 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,343,167 COMMITMENTS 200,595 168,208 358,899 708,730 742,425 1268224 1269532 74,943 73,635 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -114,905) -32,179 24,292 -35,988 -26,301 -88,527 -94,468 -100,223 -20,437 -14,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 12.5 26.7 52.8 55.3 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 80 112 117 76 96 240 253 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,034 COMMITMENTS 0 700 0 16,034 15,334 16,034 16,034 0 0 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 2,270) 0 0 0 2,270 2,270 2,270 2,270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.0 100.0 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 0 25 29 25 31 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 140,329 COMMITMENTS 25,673 16,071 40,088 67,348 77,706 133,109 133,865 7,220 6,464 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -8,226) 2,584 -4,284 -1,388 -7,322 -991 -6,126 -6,663 -2,100 -1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 11.5 28.6 48.0 55.4 94.9 95.4 5.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 13 20 21 21 44 41 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,110 COMMITMENTS 0 600 0 7,050 6,510 7,050 7,110 60 0 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 0.0 99.2 91.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 12 14 13 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,074 COMMITMENTS 12,393 1,863 220 3,316 15,624 15,929 17,707 2,145 367 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 82) 205 19 170 -42 -69 333 120 -251 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.6 10.3 1.2 18.3 86.4 88.1 98.0 11.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 52 15 2 11 28 65 44 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,847 COMMITMENTS 12,144 2,361 85 1,202 13,391 13,431 15,837 3,416 1,010 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: -1,123) -801 -426 -28 -39 -649 -868 -1,103 -255 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 14.0 0.5 7.1 79.5 79.7 94.0 20.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 54 12 2 8 22 64 34 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,437 COMMITMENTS 41,835 12,975 20,596 153,634 189,406 216,065 222,977 23,372 16,460 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 14,414) -3,076 -4,963 2,864 15,364 15,908 15,152 13,809 -738 605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 5.4 8.6 64.2 79.1 90.2 93.1 9.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 66 17 39 87 91 163 139 RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-11165J FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,443 COMMITMENTS 2,152 310 636 3,256 5,442 6,044 6,388 1,399 1,055 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 91) 68 -11 12 -24 90 56 91 35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 4.2 8.5 43.7 73.1 81.2 85.8 18.8 14.2 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 01/22/08 | --------------------------------------------------------------| 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 01/15/08 (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 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,539 COMMITMENTS 0 3,704 414 6,613 4,602 7,027 8,720 2,512 819 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 606) 0 125 0 -228 437 -228 562 834 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 38.8 4.3 69.3 48.2 73.7 91.4 26.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 16 12 17 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 01/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,330 COMMITMENTS 1,575 0 825 2,780 4,355 5,180 5,180 150 150 CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST: 200) 0 0 0 50 150 50 150 150 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 0.0 15.5 52.2 81.7 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 17 15 18 16
Updated July 29, 2008