GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,426
COMMITMENTS
       0      150        0    5,451    6,021    5,451    6,171      975      255

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        690)
       0      100        0      515      660      515      760      175      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      0.0     84.8     93.7     84.8     96.0     15.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       18       22       18       24
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,896
COMMITMENTS
      50      195      350    8,326    8,291    8,726    8,836      170       60

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        420)
      50     -130      -50      420      600      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.2      3.9     93.6     93.2     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       27       26       30       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,626
COMMITMENTS
      30        0       10    1,896    1,886    1,936    1,896      690      730

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        168)
       0      -25        0      200      233      200      208      -32      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.4     72.2     71.8     73.7     72.2     26.3     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       20       17       21
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,516
COMMITMENTS
      15       25      110    2,907    2,714    3,032    2,849      484      667

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:         10)
       0        0      -30       60       25       30       -5      -20       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.7      3.1     82.7     77.2     86.2     81.0     13.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        3       25       32       28       35
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      217,133
COMMITMENTS
  35,569   21,434   22,201  126,258  145,049  184,028  188,684   33,105   28,449

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     28,297)
   6,839    4,260    4,064   12,035   18,466   22,938   26,790    5,359    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      9.9     10.2     58.1     66.8     84.8     86.9     15.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      39       18       36       68       77      126      116
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      957,817
COMMITMENTS
 111,674  204,898  343,077  440,869  377,196  895,620  925,171   62,197   32,646

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     39,267)
  30,608   19,578   22,261  -17,607   -2,759   35,262   39,080    4,005      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     21.4     35.8     46.0     39.4     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      68       63       79       75       66      192      169
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,843
COMMITMENTS
     602   10,569    1,748   90,371   76,578   92,721   88,895    7,122   10,948

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      2,092)
     527        0     -407    7,645    5,321    7,765    4,914   -5,673   -2,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     10.6      1.8     90.5     76.7     92.9     89.0      7.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       25       21       28       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,430
COMMITMENTS
   2,887   10,248    3,027   74,107   65,400   80,021   78,675    7,409    8,755

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      2,338)
       0     -356     -417    1,503    2,851    1,086    2,078    1,252      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     11.7      3.5     84.8     74.8     91.5     90.0      8.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       27       27       30       32
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      133,929
COMMITMENTS
  15,269      372    4,017  106,026  120,530  125,312  124,919    8,617    9,010

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      4,996)
   1,858        0        0    3,138    4,052    4,996    4,052        0      944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      0.3      3.0     79.2     90.0     93.6     93.3      6.4      6.7

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 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,565
COMMITMENTS
  13,423    5,103    3,036   77,203   87,963   93,662   96,102   10,903    8,463

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      4,117)
       0   -4,096    1,712    1,495    7,206    3,207    4,822      910     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      4.9      2.9     73.8     84.1     89.6     91.9     10.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       24       27       28       29
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,016
COMMITMENTS
   9,940    1,067    1,155   29,991   38,332   41,086   40,554    4,930    5,462

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      1,992)
    -676       62     -458    2,696    3,120    1,562    2,724      430     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      2.3      2.5     65.2     83.3     89.3     88.1     10.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       15       15       17       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,370
COMMITMENTS
   5,938        0    3,587   46,025   49,394   55,550   52,981    5,820    8,389

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      1,894)
     889        0      521    2,035    1,040    3,445    1,561   -1,551      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.0      5.8     75.0     80.5     90.5     86.3      9.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       17       21       19       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,175
COMMITMENTS
   3,582       96    2,284   80,752   73,652   86,618   76,032    2,557   13,143

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      3,426)
   1,942     -125     -194    1,678    3,693    3,426    3,374        0       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.1      2.6     90.6     82.6     97.1     85.3      2.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        3       30       34       33       37
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,401
COMMITMENTS
   3,564      498    3,786   89,261   96,472   96,611  100,756   14,790   10,645

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      2,958)
     976      498       40    2,454      644    3,470    1,182     -512    1,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.4      3.4     80.1     86.6     86.7     90.4     13.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       22       21       25       24
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,284
COMMITMENTS
   7,390    1,558   10,849   52,089   51,804   70,328   64,211    3,956   10,073

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     -1,206)
     268     -428     -166   -1,670     -612   -1,568   -1,206      362        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      2.1     14.6     70.1     69.7     94.7     86.4      5.3     13.6

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 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,766
COMMITMENTS
   5,976    1,265   14,405   63,314   60,959   83,695   76,629    2,071    9,137

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        108)
   2,609      499     -835   -1,298      442      476      106     -368        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      1.5     16.8     73.8     71.1     97.6     89.3      2.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        3       15       15       19       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,016
COMMITMENTS
   1,960    4,002    2,843   59,946   55,715   64,749   62,560    8,267   10,456

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        752)
       0   -1,352      913    1,306      366    2,219      -73   -1,467      825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.5      3.9     82.1     76.3     88.7     85.7     11.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       24       22       28       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,779
COMMITMENTS
  18,087        0    5,445   86,175  103,458  109,707  108,903    8,072    8,876

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     -1,225)
  -3,140        0      663      -85   -1,600   -2,562     -937    1,337     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      0.0      4.6     73.2     87.8     93.1     92.5      6.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        0        4       30       32       35       36
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       33,929
COMMITMENTS
   1,171        0      308   25,634   25,649   27,113   25,957    6,816    7,972

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     -3,720)
    -100        0       80   -2,686   -3,195   -2,706   -3,115   -1,014     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.9     75.6     75.6     79.9     76.5     20.1     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       14       13       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,767
COMMITMENTS
     748   18,938   17,849  103,023   86,588  121,620  123,375    9,147    7,392

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      1,859)
       0       15      284    2,645      -38    2,929      261   -1,070    1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.5     13.6     78.8     66.2     93.0     94.3      7.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        5        6       36       31       42       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,112
COMMITMENTS
  12,693    1,278    3,421   60,483   70,860   76,597   75,559    9,515   10,553

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      2,266)
     830   -1,498      363      948    3,763    2,141    2,628      125     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      1.5      4.0     70.2     82.3     89.0     87.7     11.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        5       21       22       26       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,979
COMMITMENTS
   1,240      310        0   50,858   52,589   52,098   52,899    3,881    3,080

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        248)
       0        0        0      248      248      248      248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.6      0.0     90.9     93.9     93.1     94.5      6.9      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 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      244,229
COMMITMENTS
  19,607    4,489    3,725  206,035  220,909  229,367  229,123   14,862   15,106

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      6,165)
   1,238      406      468    4,480    5,070    6,186    5,944      -21      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      1.8      1.5     84.4     90.5     93.9     93.8      6.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        3        6       42       42       48       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,511
COMMITMENTS
  19,534      558   12,574  175,991  197,709  208,099  210,841   11,412    8,670

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     -1,699)
     482        0     -825   -1,232      527   -1,575     -298     -124   -1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.3      5.7     80.2     90.1     94.8     96.1      5.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        4       38       29       44       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      240,430
COMMITMENTS
   6,081   16,144   15,291  204,010  199,447  225,382  230,882   15,048    9,548

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      9,821)
  -5,110     -476    3,565   13,119    5,336   11,574    8,425   -1,753    1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      6.7      6.4     84.9     83.0     93.7     96.0      6.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        2        4       45       40       50       45
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,235
COMMITMENTS
      19        0    2,282   40,385   39,528   42,686   41,810    6,549    7,425

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:       -453)
      19   -2,578    1,333   -1,377      641      -25     -604     -428      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      4.6     82.0     80.3     86.7     84.9     13.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       20       23       21
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,521
COMMITMENTS
  25,592    7,375   13,835  164,371  184,207  203,798  205,417   20,723   19,104

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      4,187)
  -1,061   -1,292    3,436      317     -614    2,692    1,530    1,495    2,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      3.3      6.2     73.2     82.0     90.8     91.5      9.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        5       33       38       39       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,456
COMMITMENTS
   5,154   10,897    1,191   68,486   61,286   74,831   73,374    5,625    7,082

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:       -338)
     372      -48      179   -2,198      421   -1,647      552    1,309     -890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     13.5      1.5     85.1     76.2     93.0     91.2      7.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        1       26       24       29       27
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,003,422
COMMITMENTS
 747,088  159,039  927,711  1289440  1891507  2964239  2978257   39,183   25,165

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:    102,249)
  82,097   69,438  -24,873   46,250   59,694  103,474  104,259   -1,225   -2,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      5.3     30.9     42.9     63.0     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      35       15       43       99       90      154      134
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      947,665
COMMITMENTS
  61,610  253,101  221,326  658,735  466,043  941,671  940,470    5,994    7,195

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     52,440)
 -34,720   -5,496   53,261   36,513    4,971   55,054   52,736   -2,614     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     26.7     23.4     69.5     49.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       24       34       43       40       84       78
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,770
COMMITMENTS
   1,833      537      375   29,921   30,952   32,129   31,864      641      906

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        200)
       0       35        0      200      145      200      180        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.6      1.1     91.3     94.5     98.0     97.2      2.0      2.8

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 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,816
COMMITMENTS
   1,492    2,115      234   13,090   12,424   14,816   14,773        0       43

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        128)
       0        0        0      128      128      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.3      1.6     88.4     83.9    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 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,157
COMMITMENTS
   4,140        0      321   12,075   16,521   16,536   16,842      621      315

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        122)
     120        0        0       66      102      186      102      -64       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      0.0      1.9     70.4     96.3     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       17       19       20       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,842
COMMITMENTS
     978      500    1,254   22,424   24,456   24,656   26,210    3,186    1,632

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        312)
       0        0        0      292      352      292      352       20      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.8      4.5     80.5     87.8     88.6     94.1     11.4      5.9

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 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       19,966
COMMITMENTS
   1,410        0      890   17,240   18,262   19,540   19,152      426      814

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        344)
       0        0        0      344      344      344      344        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      4.5     86.3     91.5     97.9     95.9      2.1      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 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,393,035
COMMITMENTS
 217,510  185,936  352,138  717,080  745,614  1286728  1283688  106,307  109,347

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     24,511)
  11,861    1,121   -5,368  -14,745   -4,572   -8,252   -8,819   32,763   33,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     13.3     25.3     51.5     53.5     92.4     92.2      7.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      329)
      85      120      136       88      100      270      276
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,135
COMMITMENTS
       0      550      100   15,035   14,485   15,135   15,135        0        0

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.7     99.3     95.7    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 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      158,765
COMMITMENTS
  27,844   19,331   41,026   79,179   89,375  148,049  149,732   10,716    9,033

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      7,367)
     618    1,123    2,958    3,962    3,483    7,538    7,564     -171     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     12.2     25.8     49.9     56.3     93.3     94.3      6.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10       17       24       22       23       48       49
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,760
COMMITMENTS
       0      550        0    6,700    6,210    6,700    6,760       60        0

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.1      0.0     99.1     91.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       12       16       13
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,296
COMMITMENTS
  12,219    2,263      347    3,939   17,286   16,505   19,896    3,791      400

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        -24)
    -677      279      115      -97     -311     -659       83      635     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.2     11.1      1.7     19.4     85.2     81.3     98.0     18.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      75       11        4       16       26       93       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,135
COMMITMENTS
  10,105    3,013      178    1,273   10,665   11,556   13,856    3,579    1,279

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:       -570)
    -543      234       46     -225     -922     -722     -642      152       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8     19.9      1.2      8.4     70.5     76.4     91.5     23.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      54       18        5        9       27       67       47
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      257,671
COMMITMENTS
  48,936   18,267   30,736  151,035  191,422  230,707  240,425   26,964   17,246

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:     10,650)
   7,256   -1,930    2,774   -1,844    8,968    8,186    9,812    2,464      838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      7.1     11.9     58.6     74.3     89.5     93.3     10.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      64       24       41       90       99      172      150
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| 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 02/05/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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       13       15       14       16
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,606
COMMITMENTS
     150    3,020      453    9,615    6,729   10,218   10,202      388      404

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:      1,072)
     -50   -1,475      -75    1,197    2,697    1,072    1,147        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     28.5      4.3     90.7     63.4     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       21       21       23       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/12/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,605
COMMITMENTS
     950        0      825    3,830    4,680    5,605    5,505        0      100

CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.0     14.7     68.3     83.5    100.0     98.2      0.0      1.8

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

Updated July 29, 2008