GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,736
COMMITMENTS
       0       50        0    4,936    5,361    4,936    5,411      800      325

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -2,423)
     -75        0      -25   -2,216   -2,571   -2,316   -2,596     -107      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     86.1     93.5     86.1     94.3     13.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       17       21       17       22
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,476
COMMITMENTS
       0      325      400    7,906    7,691    8,306    8,416      170       60

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -709)
     -30     -385      250     -919     -505     -699     -640      -10      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      4.7     93.3     90.7     98.0     99.3      2.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        4        3       27       24       30       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,458
COMMITMENTS
      30       25       10    1,696    1,653    1,736    1,688      722      770

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -366)
       5       25        0     -111     -325     -106     -300     -260      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.0      0.4     69.0     67.2     70.6     68.7     29.4     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       14       18       15       20
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,506
COMMITMENTS
      15       25      140    2,847    2,689    3,002    2,854      504      652

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -805)
     -35       25       75     -664     -922     -624     -822     -181       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.7      4.0     81.2     76.7     85.6     81.4     14.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        4       23       30       27       34
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      188,836
COMMITMENTS
  28,730   17,174   18,137  114,223  126,583  161,090  161,894   27,746   26,942

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -8,385)
  -3,821    5,028   -5,354    1,413   -6,183   -7,762   -6,509     -623   -1,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      9.1      9.6     60.5     67.0     85.3     85.7     14.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      34       19       31       67       75      119      110
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      918,550
COMMITMENTS
  81,066  185,320  320,816  458,476  379,955  860,358  886,091   58,192   32,459

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     26,285)
     446    3,217   19,731   10,149    8,931   30,326   31,879   -4,041   -5,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     20.2     34.9     49.9     41.4     93.7     96.5      6.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      59       61       78       78       70      185      171
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,751
COMMITMENTS
      75   10,569    2,155   82,726   71,257   84,956   83,981   12,795   13,770

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -4,289)
    -195     -134     -231   -4,645   -3,794   -5,071   -4,159      782     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     10.8      2.2     84.6     72.9     86.9     85.9     13.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       23       18       26       22
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,092
COMMITMENTS
   2,887   10,604    3,444   72,604   62,549   78,935   76,597    6,157    8,495

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -4,836)
     980      465     -612   -4,684   -2,067   -4,316   -2,214     -520   -2,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     12.5      4.0     85.3     73.5     92.8     90.0      7.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        3       26       26       29       31
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,933
COMMITMENTS
  13,411      372    4,017  102,888  116,478  120,316  120,867    8,617    8,066

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -9,148)
  -1,350     -779     -487   -5,835   -8,268   -7,672   -9,534   -1,476      386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      0.3      3.1     79.8     90.3     93.3     93.7      6.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        3       30       27       34       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,448
COMMITMENTS
  13,423    9,199    1,324   75,708   80,757   90,455   91,280    9,993    9,168

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -4,834)
    -145   -2,400      670   -4,812   -3,043   -4,287   -4,773     -547      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      9.2      1.3     75.4     80.4     90.1     90.9      9.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       22       26       26       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,024
COMMITMENTS
  10,616    1,005    1,613   27,295   35,212   39,524   37,830    4,500    6,194

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -3,377)
  -1,727       58      770   -2,140   -6,204   -3,097   -5,376     -280    1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      2.3      3.7     62.0     80.0     89.8     85.9     10.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       13       14       16       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,476
COMMITMENTS
   5,049        0    3,066   43,990   48,354   52,105   51,420    7,371    8,056

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -2,839)
    -453        0      -28   -3,135   -2,732   -3,616   -2,760      777      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      5.2     74.0     81.3     87.6     86.5     12.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       16       20       18       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,749
COMMITMENTS
   1,640      221    2,478   79,074   69,959   83,192   72,658    2,557   13,091

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -8,520)
  -1,157     -165     -260   -6,843  -10,926   -8,260  -11,351     -260    2,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.3      2.9     92.2     81.6     97.0     84.7      3.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        3       28       33       31       36
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,443
COMMITMENTS
   2,588        0    3,746   86,807   95,828   93,141   99,574   15,302    8,869

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -7,272)
     942        0     -404   -6,326   -6,765   -5,788   -7,169   -1,484     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      3.5     80.0     88.4     85.9     91.8     14.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       22       21       25       24
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,490
COMMITMENTS
   7,122    1,986   11,015   53,759   52,416   71,896   65,417    3,594   10,073

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:        471)
  -3,100      898    1,067    1,999   -2,324      -34     -359      505      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.6     14.6     71.2     69.4     95.2     86.7      4.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       19       15       23       19
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,658
COMMITMENTS
   3,367      766   15,240   64,612   60,517   83,219   76,523    2,439    9,135

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:        989)
  -1,998   -1,950    3,884   -1,113       37      773    1,971      216     -982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.9     17.8     75.4     70.6     97.2     89.3      2.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       16       15       20       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,264
COMMITMENTS
   1,960    5,354    1,930   58,640   55,349   62,530   62,633    9,734    9,631

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -5,147)
    -232      241     -366   -7,452   -5,832   -8,050   -5,957    2,903      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      7.4      2.7     81.1     76.6     86.5     86.7     13.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       23       21       27       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,004
COMMITMENTS
  21,227        0    4,782   86,260  105,058  112,269  109,840    6,735    9,164

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -9,914)
   1,834        0   -2,243   -9,892   -7,926  -10,301  -10,169      387      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      0.0      4.0     72.5     88.3     94.3     92.3      5.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        0        4       30       32       35       36
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,908
COMMITMENTS
     748   18,923   17,565  100,378   86,626  118,691  123,114   10,217    5,794

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -9,395)
     116   -2,632    1,602   -9,916   -7,414   -8,198   -8,444   -1,197     -951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.7     13.6     77.9     67.2     92.1     95.5      7.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        6       36       32       42       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,846
COMMITMENTS
  11,863    2,776    3,058   59,535   67,097   74,456   72,931    9,390   10,915

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -4,452)
    -913     -606      334   -4,618   -3,363   -5,197   -3,635      745     -817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      3.3      3.6     71.0     80.0     88.8     87.0     11.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        5       22       22       27       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,731
COMMITMENTS
   1,240      310        0   50,610   52,341   51,850   52,651    3,881    3,080

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -1,309)
  -1,160     -319        0      191      302     -969      -17     -340   -1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.6      0.0     90.8     93.9     93.0     94.5      7.0      5.5

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 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      238,064
COMMITMENTS
  18,369    4,083    3,257  201,555  215,839  223,181  223,179   14,883   14,885

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:    -14,573)
  -1,924      371      276  -12,181  -12,542  -13,829  -11,895     -744   -2,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.7      1.4     84.7     90.7     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        3        5       40       41       46       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,210
COMMITMENTS
  19,052      558   13,399  177,223  197,182  209,674  211,139   11,536   10,071

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -2,030)
   2,900   -1,975     -138   -4,311    1,399   -1,549     -714     -481   -1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.3      6.1     80.1     89.1     94.8     95.4      5.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        4       37       29       43       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      230,609
COMMITMENTS
  11,191   16,620   11,726  190,891  194,111  213,808  222,457   16,801    8,152

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -772)
     333    3,381   -1,552    1,629   -1,128      410      701   -1,182   -1,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      7.2      5.1     82.8     84.2     92.7     96.5      7.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        2        4       44       38       49       43
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,688
COMMITMENTS
       0    2,578      949   41,762   38,887   42,711   42,414    6,977    7,274

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -1,291)
       0      395        0     -537   -1,221     -537     -826     -754     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      1.9     84.0     78.3     86.0     85.4     14.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       19       23       20
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      220,334
COMMITMENTS
  26,653    8,667   10,399  164,054  184,821  201,106  203,887   19,228   16,447

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -3,251)
   1,748       -6   -1,293   -4,355   -1,873   -3,900   -3,172      649      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      3.9      4.7     74.5     83.9     91.3     92.5      8.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        6       33       37       40       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,794
COMMITMENTS
   4,782   10,945    1,012   70,684   60,865   76,478   72,822    4,316    7,972

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -3,395)
     372   -1,012     -433   -3,344   -4,112   -3,405   -5,557       10    2,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     13.5      1.3     87.5     75.3     94.7     90.1      5.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        1       27       24       30       27
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,901,173
COMMITMENTS
 664,991   89,601  952,584  1243190  1831813  2860765  2873998   40,408   27,175

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:    -44,094)
  42,119    7,291  -26,167  -60,660  -25,622  -44,708  -44,498      614      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      3.1     32.8     42.9     63.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      36       14       40       95       87      148      128
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      895,225
COMMITMENTS
  96,330  258,597  168,065  622,222  461,072  886,617  887,734    8,608    7,491

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     19,165)
  20,958    3,193    6,889   -6,343   13,224   21,504   23,306   -2,339   -4,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     28.9     18.8     69.5     51.5     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      20       22       31       42       40       79       76
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:        9,512
COMMITMENTS
       0        0        0    9,245    8,915    9,245    8,915      267      597

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -1,214)
     -31        0        0     -154   -1,460     -185   -1,460   -1,029      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.2     93.7     97.2     93.7      2.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       15       17       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,570
COMMITMENTS
   1,833      502      375   29,721   30,807   31,929   31,684      641      886

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -2,666)
    -494      -18      107   -2,324   -2,969   -2,711   -2,880       45      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.5      1.2     91.3     94.6     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        1       28       27       32       32
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,688
COMMITMENTS
   1,492    2,115      234   12,962   12,296   14,688   14,645        0       43

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -1,100)
     -44       22      -22   -1,034   -1,100   -1,100   -1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     14.4      1.6     88.2     83.7    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 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,035
COMMITMENTS
   4,020        0      321   12,009   16,419   16,350   16,740      685      295

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -788)
     -98        0        0     -667     -781     -765     -781      -23       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      0.0      1.9     70.5     96.4     96.0     98.3      4.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       15       18       17       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,530
COMMITMENTS
     978      500    1,254   22,132   24,104   24,364   25,858    3,166    1,672

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -866)
    -122      -44      -38     -526     -764     -686     -846     -180      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.8      4.6     80.4     87.6     88.5     93.9     11.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       21       17       24       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       19,622
COMMITMENTS
   1,410        0      890   16,896   17,918   19,196   18,808      426      814

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -1,172)
      70        0      -90   -1,114   -1,030   -1,134   -1,120      -38      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      4.5     86.1     91.3     97.8     95.9      2.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        2       20       20       22       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,368,524
COMMITMENTS
 205,649  184,815  357,506  731,825  750,186  1294980  1292507   73,544   76,017

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:      2,717)
  -6,031   -5,520       67    4,586      372   -1,378   -5,081    4,095    7,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     13.5     26.1     53.5     54.8     94.6     94.4      5.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      89      116      132       84      100      260      276
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,885
COMMITMENTS
       0      550      100   14,785   14,235   14,885   14,885        0        0

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -2,747)
       0     -150      100   -2,847   -2,697   -2,747   -2,747        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.7     99.3     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       22       27       23       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      151,398
COMMITMENTS
  27,226   18,208   38,068   75,217   85,892  140,511  142,168   10,887    9,230

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:      5,178)
     285    2,947      226    3,073     -262    3,584    2,911    1,594    2,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     12.0     25.1     49.7     56.7     92.8     93.9      7.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9       15       22       22       22       46       46
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,460
COMMITMENTS
       0      550        0    6,400    5,910    6,400    6,460       60        0

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -650)
       0      -50        0     -650     -600     -650     -650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.5      0.0     99.1     91.5     99.1    100.0      0.9      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 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,320
COMMITMENTS
  12,896    1,984      232    4,036   17,597   17,164   19,813    3,156      507

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -356)
  -1,411     -286       52      502     -240     -857     -474      501      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5      9.8      1.1     19.9     86.6     84.5     97.5     15.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      72       12        3       13       28       88       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,705
COMMITMENTS
  10,648    2,779      132    1,498   11,587   12,278   14,498    3,427    1,207

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:     -1,054)
    -765      102      -70      -44   -1,124     -879   -1,092     -175       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     17.7      0.8      9.5     73.8     78.2     92.3     21.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      53       13        3       12       26       68       40
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      247,021
COMMITMENTS
  41,680   20,197   27,962  152,879  182,454  222,521  230,613   24,500   16,408

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:      4,793)
    -984    4,496    6,296     -798   -4,978    4,514    5,814      279   -1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      8.2     11.3     61.9     73.9     90.1     93.4      9.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      61       30       40       81       89      155      146
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,450
COMMITMENTS
      50        0      200    2,200    2,250    2,450    2,450        0        0

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -925)
      50        0      -50     -925     -825     -925     -875        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      8.2     89.8     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       12       15       13       16
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,534
COMMITMENTS
     200    4,495      528    8,418    4,032    9,146    9,055      388      479

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -315)
     200      516       89     -555   -1,040     -266     -435      -49      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     47.1      5.5     88.3     42.3     95.9     95.0      4.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       20       14       22       18
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/05/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,305
COMMITMENTS
     950        0      825    3,530    4,380    5,305    5,205        0      100

CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST:       -700)
    -625        0        0      -75     -650     -700     -650        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      0.0     15.6     66.5     82.6    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       21       15       22       16
 

Updated July 29, 2008