GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,640 COMMITMENTS 0 0 0 5,620 5,585 5,620 5,585 20 55 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -2,044) 0 0 0 -1,582 -1,547 -1,582 -1,547 -462 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 99.0 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 23 27 23 27 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,731 COMMITMENTS 0 395 325 6,261 5,866 6,586 6,586 145 145 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,460) 0 -175 100 -1,530 -1,380 -1,430 -1,455 -30 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 4.8 93.0 87.1 97.8 97.8 2.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 2 1 27 28 28 30 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,424 COMMITMENTS 60 203 38 2,734 2,590 2,832 2,831 592 593 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -556) -10 -57 -47 -419 -426 -476 -530 -80 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 5.9 1.1 79.8 75.6 82.7 82.7 17.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 24 27 26 30 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,872 COMMITMENTS 0 30 30 1,926 2,186 1,956 2,246 916 626 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -767) 0 -30 -10 -966 -746 -976 -786 209 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.0 67.1 76.1 68.1 78.2 31.9 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 23 23 24 24 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,915 COMMITMENTS 30,976 15,889 42,357 122,559 143,467 195,892 201,713 30,023 24,202 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -937) 2,210 230 4,057 -4,567 -5,110 1,700 -823 -2,637 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 7.0 18.7 54.3 63.5 86.7 89.3 13.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 34 26 42 54 58 115 106 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 6,768 COMMITMENTS 425 20 350 5,893 6,248 6,668 6,618 100 150 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,158) 2 -180 -50 -1,160 -1,008 -1,208 -1,238 50 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.3 5.2 87.1 92.3 98.5 97.8 1.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 2 24 25 28 27 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,139 COMMITMENTS 914 369 0 4,000 4,725 4,914 5,094 225 45 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,401) -202 -147 0 -1,199 -1,299 -1,401 -1,446 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 7.2 0.0 77.8 91.9 95.6 99.1 4.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 11 14 13 16 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 938,687 COMMITMENTS 217,336 342,369 312,147 331,138 249,400 860,621 903,916 78,066 34,771 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,700) 10,943 16,342 -15,716 3,667 -5,362 -1,106 -4,736 -594 3,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 36.5 33.3 35.3 26.6 91.7 96.3 8.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 89 51 86 80 65 212 166 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 105,132 COMMITMENTS 659 8,454 3,240 92,935 84,437 96,834 96,131 8,298 9,001 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,157) -2,057 -884 858 450 -1,355 -749 -1,381 -408 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 8.0 3.1 88.4 80.3 92.1 91.4 7.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 26 24 28 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,464 COMMITMENTS 2,695 10,325 5,416 49,708 39,288 57,819 55,029 6,645 9,435 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -5,907) -372 -5,381 1,905 -7,115 -3,595 -5,582 -7,071 -325 1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 16.0 8.4 77.1 60.9 89.7 85.4 10.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 5 28 20 33 26 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,342 COMMITMENTS 5,154 1,622 3,254 85,407 87,549 93,815 92,425 6,527 7,917 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -9,154) -205 1,167 -473 -9,922 -9,396 -10,600 -8,702 1,446 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.6 3.2 85.1 87.3 93.5 92.1 6.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 3 29 26 33 29 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,668 COMMITMENTS 3,782 2,962 1,405 74,460 72,839 79,647 77,206 10,021 12,462 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -8,293) -2,272 254 72 -4,787 -7,986 -6,987 -7,660 -1,306 -633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 3.3 1.6 83.0 81.2 88.8 86.1 11.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 2 21 25 25 27 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 45,777 COMMITMENTS 4,313 1,828 5,717 33,464 36,777 43,494 44,322 2,283 1,455 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,468) 465 26 -719 -3,132 -1,703 -3,386 -2,396 -1,082 -2,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 4.0 12.5 73.1 80.3 95.0 96.8 5.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 19 18 22 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,368 COMMITMENTS 4,981 1,211 6,080 56,622 57,795 67,683 65,086 7,685 10,282 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,095) 115 -77 -1,070 -4,407 -4,422 -5,362 -5,569 1,267 1,474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.6 8.1 75.1 76.7 89.8 86.4 10.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 22 22 26 25 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,986 COMMITMENTS 5,663 4,011 2,537 82,828 85,498 91,028 92,046 5,958 4,940 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,783) -961 -196 -101 -5,368 -5,744 -6,430 -6,041 -353 -742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 4.1 2.6 85.4 88.2 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 3 4 30 37 34 42 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,116 COMMITMENTS 9,345 248 5,132 86,642 91,329 101,119 96,709 8,997 13,407 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,298) 1,275 -1,360 -1,060 -6,105 -4,309 -5,890 -6,729 -408 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.2 4.7 78.7 82.9 91.8 87.8 8.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 4 22 27 26 31 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,778 COMMITMENTS 3,064 4,275 3,750 41,715 35,900 48,529 43,925 4,249 8,853 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -7,799) 72 -806 -1,072 -6,130 -4,494 -7,130 -6,372 -669 -1,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 8.1 7.1 79.0 68.0 91.9 83.2 8.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 4 19 18 23 22 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 98,463 COMMITMENTS 3,249 7,892 18,680 74,993 68,245 96,922 94,817 1,541 3,646 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -8,499) -248 1,149 -1,775 -6,918 -8,258 -8,941 -8,884 442 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 8.0 19.0 76.2 69.3 98.4 96.3 1.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 17 21 22 24 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,361 COMMITMENTS 996 87 2,364 46,245 48,013 49,605 50,464 9,756 8,897 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -2,972) -1,317 87 2 -4,765 -2,461 -6,080 -2,372 3,108 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.1 4.0 77.9 80.9 83.6 85.0 16.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 24 24 27 26 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,361 COMMITMENTS 2,217 9,897 4,445 76,910 70,160 83,572 84,502 5,789 4,859 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -10,515) 178 247 -1,639 -8,568 -8,707 -10,029 -10,099 -486 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 11.1 5.0 86.1 78.5 93.5 94.6 6.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 5 32 35 38 40 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 48,188 COMMITMENTS 0 5,322 0 36,606 35,446 36,606 40,768 11,582 7,420 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -3,606) 0 -241 0 -3,299 -2,715 -3,299 -2,956 -307 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.0 0.0 76.0 73.6 76.0 84.6 24.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 12 13 12 14 TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,804 COMMITMENTS 0 5,428 0 42,917 40,526 42,917 45,954 7,887 4,850 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,526) 0 -617 0 -5,189 -3,898 -5,189 -4,515 663 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.7 0.0 84.5 79.8 84.5 90.5 15.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 13 16 15 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 113,358 COMMITMENTS 6,190 25,009 17,384 76,104 60,923 99,678 103,316 13,680 10,042 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -10,865) 1,027 -3,588 -554 -9,529 -5,915 -9,056 -10,057 -1,809 -808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 22.1 15.3 67.1 53.7 87.9 91.1 12.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 6 8 32 27 40 36 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 106,352 COMMITMENTS 13,690 984 5,899 79,226 87,954 98,815 94,837 7,537 11,515 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,085) 1,179 56 -1,485 -4,954 -5,076 -5,260 -6,505 -825 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.9 5.5 74.5 82.7 92.9 89.2 7.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 4 23 21 28 25 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,725 COMMITMENTS 6,720 0 0 40,273 46,566 46,993 46,566 732 1,159 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,727) -1,953 -248 0 -4,677 -5,299 -6,630 -5,547 -97 -1,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.0 0.0 84.4 97.6 98.5 97.6 1.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 14 15 14 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 221,836 COMMITMENTS 8,015 2,578 7,836 187,490 199,413 203,341 209,827 18,495 12,009 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -10,992) -2,444 -1,123 -1,023 -8,199 -8,573 -11,666 -10,719 674 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.2 3.5 84.5 89.9 91.7 94.6 8.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 3 4 42 39 48 45 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 223,241 COMMITMENTS 9,104 16,544 14,543 188,925 185,462 212,572 216,549 10,669 6,692 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -11,542) -582 962 -3,247 -8,353 -9,647 -12,182 -11,932 640 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 7.4 6.5 84.6 83.1 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 4 39 34 45 38 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 220,458 COMMITMENTS 4,961 8,090 14,939 192,537 186,468 212,437 209,497 8,021 10,961 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -13,601) -562 1,451 -4,724 -9,155 -12,616 -14,441 -15,889 840 2,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.7 6.8 87.3 84.6 96.4 95.0 3.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 4 5 8 53 49 62 57 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 43,529 COMMITMENTS 299 34 3,413 33,248 32,928 36,960 36,375 6,569 7,154 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -6,261) -2,070 -2,018 -93 -3,317 -2,685 -5,480 -4,796 -781 -1,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 7.8 76.4 75.6 84.9 83.6 15.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 18 14 20 16 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 201,872 COMMITMENTS 16,760 7,756 20,087 159,830 165,387 196,677 193,230 5,195 8,642 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -7,299) -2,150 -507 1,232 -5,696 -8,212 -6,614 -7,487 -685 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 3.8 10.0 79.2 81.9 97.4 95.7 2.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 2 7 38 39 45 46 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,704 COMMITMENTS 1,249 5,204 784 41,421 35,662 43,454 41,650 10,250 12,054 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -5,992) -868 318 -748 -3,929 -5,025 -5,545 -5,455 -447 -537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 9.7 1.5 77.1 66.4 80.9 77.6 19.1 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 20 17 23 20 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,672,857 COMMITMENTS 1462471 380,688 1020711 1163076 2255561 3646258 3656960 26,599 15,897 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -148,697) -52,161 -4,194 -42,311 -53,435 -98,815 -147,907 -145,320 -790 -3,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 10.4 27.8 31.7 61.4 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 31 21 47 101 98 153 148 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,106,148 COMMITMENTS 103,290 371,185 281,604 717,759 450,886 1102653 1103675 3,495 2,473 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 26,921) -5,776 9,251 1,244 31,603 16,137 27,071 26,632 -150 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 33.6 25.5 64.9 40.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 18 28 34 42 41 82 81 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 28,744 COMMITMENTS 1,668 2,120 990 25,346 25,031 28,004 28,141 740 603 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 244) -118 1,077 179 200 -983 261 273 -17 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 7.4 3.4 88.2 87.1 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 2 5 26 25 32 31 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,621 COMMITMENTS 1,236 84 0 10,065 11,281 11,301 11,365 320 256 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -910) -44 -86 -512 -354 -312 -910 -910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.7 0.0 86.6 97.1 97.2 97.8 2.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 13 11 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,517 COMMITMENTS 3,224 0 349 10,254 13,496 13,827 13,845 690 672 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -286) -63 0 -8 -117 -356 -188 -364 -98 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 0.0 2.4 70.6 93.0 95.2 95.4 4.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 3 18 17 21 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,530 COMMITMENTS 220 556 644 20,868 20,540 21,732 21,740 1,798 1,790 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,150) -60 40 -40 -180 -1,094 -280 -1,094 -870 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.4 2.7 88.7 87.3 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 20 17 23 19 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,678 COMMITMENTS 0 340 300 28,284 26,976 28,584 27,616 94 1,062 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,044) 0 100 -180 -922 -912 -1,102 -992 58 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 1.0 98.6 94.1 99.7 96.3 0.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 24 22 25 23 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,110 COMMITMENTS 120 60 0 9,894 9,424 10,014 9,484 96 626 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -182) 0 -20 0 -182 -120 -182 -140 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.6 0.0 97.9 93.2 99.1 93.8 0.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 16 17 17 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,249,302 COMMITMENTS 197,332 202,882 349,819 644,820 629,928 1191971 1182629 57,331 66,673 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 28,765) -4,290 600 21,799 15,498 13,445 33,007 35,844 -4,242 -7,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 16.2 28.0 51.6 50.4 95.4 94.7 4.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 82 120 140 82 100 255 277 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 128,755 COMMITMENTS 21,172 13,697 7,828 59,782 56,261 88,782 77,786 39,973 50,969 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -3,363) -212 -953 -138 -1,858 5,479 -2,208 4,388 -1,155 -7,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 10.6 6.1 46.4 43.7 69.0 60.4 31.0 39.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 7 15 15 22 22 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,957 COMMITMENTS 800 575 50 17,092 17,332 17,942 17,957 15 0 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -2,029) -100 -25 25 -1,969 -2,029 -2,044 -2,029 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 3.2 0.3 95.2 96.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 1 30 31 32 35 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 192,010 COMMITMENTS 16,683 28,685 48,017 116,205 105,666 180,905 182,368 11,105 9,642 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,041) -363 -115 1,448 2,047 1,575 3,132 2,908 -91 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 14.9 25.0 60.5 55.0 94.2 95.0 5.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 11 17 25 24 23 50 51 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,811 COMMITMENTS 2,884 7,741 3,000 22,350 17,941 28,234 28,682 2,577 2,129 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 701) 674 0 0 192 232 866 232 -165 469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 25.1 9.7 72.5 58.2 91.6 93.1 8.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 2 14 14 19 18 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,339 COMMITMENTS 0 550 0 7,264 6,714 7,264 7,264 75 75 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 830) 0 -50 0 755 805 755 755 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.0 99.0 91.5 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 20 19 20 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,680 COMMITMENTS 8,177 4,468 102 3,532 8,229 11,811 12,799 1,869 881 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 33) -264 265 49 242 -409 27 -95 6 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.8 32.7 0.7 25.8 60.2 86.3 93.6 13.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 40 30 3 17 20 60 51 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,078 COMMITMENTS 6,275 4,115 6 3,467 6,719 9,748 10,840 2,330 1,238 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,328) -827 432 3 -339 -1,914 -1,163 -1,479 -165 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 34.1 0.0 28.7 55.6 80.7 89.7 19.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 33 11 1 12 15 45 27 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 218,125 COMMITMENTS 59,093 13,725 20,553 122,541 173,577 202,187 207,855 15,938 10,270 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,669) 3,263 -312 162 -5,072 -1,973 -1,647 -2,123 -3,022 -2,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 6.3 9.4 56.2 79.6 92.7 95.3 7.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 52 26 40 68 78 141 125 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,450 COMMITMENTS 150 150 0 3,225 3,300 3,375 3,450 75 0 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -927) 0 50 -50 -835 -927 -885 -927 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 4.3 0.0 93.5 95.7 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 19 17 20 19 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,281 COMMITMENTS 1,545 0 364 11,165 12,802 13,074 13,166 207 115 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,911) 225 -204 -175 -1,899 -1,612 -1,849 -1,991 -62 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 2.7 84.1 96.4 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 1 24 26 26 27 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,095 COMMITMENTS 100 50 0 3,645 3,945 3,745 3,995 350 100 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,550) -25 50 0 -1,825 -1,500 -1,850 -1,450 300 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.2 0.0 89.0 96.3 91.5 97.6 8.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 20 19 21 20 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,332 COMMITMENTS 668 0 0 1,997 3,070 2,665 3,070 667 262 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 0) -32 0 0 -160 0 -192 0 192 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 0.0 0.0 59.9 92.1 80.0 92.1 20.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 12 11 14 11 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,221 COMMITMENTS 1,506 1,914 499 9,555 8,760 11,560 11,173 1,661 2,048 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,029) 99 284 -128 -709 -1,173 -738 -1,017 -291 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 14.5 3.8 72.3 66.3 87.4 84.5 12.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 4 4 19 25 25 31
Updated August 8, 2008