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