GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,007
COMMITMENTS
      51        0        0    6,841    6,857    6,892    6,857      115      150

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        223)
      51        0        0       77      128      128      128       95       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     97.6     97.9     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        0       26       29       27       29
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,782
COMMITMENTS
       0      170      625    7,107    6,842    7,732    7,637       50      145

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        104)
       0     -150        0      104      254      104      104        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      8.0     91.3     87.9     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        1       29       29       30       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,393
COMMITMENTS
      72      547       60    3,557    3,234    3,689    3,841      704      552

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        441)
       0      -16       26      441      354      467      364      -26       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     12.5      1.4     81.0     73.6     84.0     87.4     16.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        2       26       30       28       34
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,691
COMMITMENTS
       0       15       35    2,725    2,898    2,760    2,948      931      743

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        387)
       0       -5        0      336      336      336      331       51       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.9     73.8     78.5     74.8     79.9     25.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       27       30       28       31
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      221,001
COMMITMENTS
  27,267   11,258   36,664  123,238  145,813  187,169  193,735   33,832   27,266

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        975)
  -3,492     -791     -683    5,710    3,255    1,535    1,781     -560     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      5.1     16.6     55.8     66.0     84.7     87.7     15.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      36       17       36       58       63      109      105
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        8,603
COMMITMENTS
     655        0      100    7,648    8,203    8,403    8,303      200      300

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        813)
     -75        0        0      888      813      813      813        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      1.2     88.9     95.4     97.7     96.5      2.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        0        1       29       31       33       32
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,719
COMMITMENTS
     914      369        0    4,570    5,320    5,484    5,689      235       30

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      300      150      300      150     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      6.5      0.0     79.9     93.0     95.9     99.5      4.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       13       16       15       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      910,513
COMMITMENTS
 203,620  359,764  291,713  340,058  229,444  835,391  880,921   75,122   29,592

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      3,256)
   2,417   11,425      463    1,004   -4,109    3,884    7,779     -628   -4,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     39.5     32.0     37.3     25.2     91.7     96.7      8.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      85       54       85       83       71      213      174
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      105,161
COMMITMENTS
   2,307    8,303    2,391   91,981   84,942   96,679   95,636    8,482    9,525

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:       -527)
     433        0     -258     -959     -606     -784     -864      257      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      7.9      2.3     87.5     80.8     91.9     90.9      8.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       27       24       29       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,249
COMMITMENTS
   2,695    9,763    6,434   55,215   46,800   64,344   62,997    5,905    7,252

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      3,904)
       0   -2,255    1,521    3,248    6,128    4,769    5,394     -865   -1,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     13.9      9.2     78.6     66.6     91.6     89.7      8.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        4       34       27       38       32
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,963
COMMITMENTS
   5,154    4,730      972   89,980   87,521   96,106   93,223    5,857    8,740

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:       -792)
       0     -540     -364      509      -70      145     -974     -937      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      4.6      1.0     88.2     85.8     94.3     91.4      5.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       30       26       34       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,855
COMMITMENTS
   3,782    3,209    1,405   73,752   73,493   78,939   78,107   12,916   13,748

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      1,916)
       0      126        0    1,158    1,624    1,158    1,750      758      166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      3.5      1.5     80.3     80.0     85.9     85.0     14.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       20       23       24       25
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,352
COMMITMENTS
   4,011    2,980    5,523   37,716   39,488   47,250   47,991    2,102    1,361

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:         87)
       0      200      -99      248      106      149      207      -62     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      6.0     11.2     76.4     80.0     95.7     97.2      4.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       20       20       23       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,360
COMMITMENTS
   8,849      961    4,371   60,234   64,173   73,454   69,505    5,906    9,855

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:         69)
     798     -854     -629    1,103    2,029    1,272      546   -1,203     -477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      1.2      5.5     75.9     80.9     92.6     87.6      7.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       25       25       29       27
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,839
COMMITMENTS
   6,544    4,892    2,239   85,979   89,264   94,762   96,395    7,077    5,444

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      1,938)
     180       -6     -102      411      942      489      834    1,449    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      4.8      2.2     84.4     87.7     93.1     94.7      6.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        3       31       36       34       40
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      113,976
COMMITMENTS
   9,337      248    5,758   92,249   93,053  107,344   99,059    6,632   14,917

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        376)
  -2,189        0      598    1,993      563      402    1,161      -26     -785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.2      5.1     80.9     81.6     94.2     86.9      5.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        3       25       29       28       32
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,018
COMMITMENTS
   2,500    6,420    3,128   41,177   34,313   46,805   43,861    6,213    9,157

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:     -1,151)
    -124      865     -405   -2,250   -1,699   -2,779   -1,239    1,628       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     12.1      5.9     77.7     64.7     88.3     82.7     11.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       18       18       22       22
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,009
COMMITMENTS
   4,672    6,348   20,367   72,353   68,245   97,392   94,960    1,617    4,049

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      1,067)
   1,516     -357    1,014   -1,463      224    1,067      881        0      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.4     20.6     73.1     68.9     98.4     95.9      1.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       18       21       23       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,169
COMMITMENTS
     839        0    2,150   49,798   51,296   52,787   53,446    9,382    8,723

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        839)
     161     -141       -9     -120      989       32      839      807        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      3.5     80.1     82.5     84.9     86.0     15.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       25       24       28       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,743
COMMITMENTS
   1,492    4,328    7,212   80,431   80,014   89,135   91,554    7,608    5,189

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      5,098)
     120   -3,020    1,067    2,523    7,056    3,710    5,103    1,388       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      4.5      7.5     83.1     82.7     92.1     94.6      7.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        4        5       33       33       39       38
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,407
COMMITMENTS
       0    4,603        0   42,061   40,954   42,061   45,557    8,346    4,850

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        428)
       0        0        0        0      428        0      428      428        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.1      0.0     83.4     81.2     83.4     90.4     16.6      9.6

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 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,664
COMMITMENTS
   5,532   21,404   18,618   77,474   65,616  101,624  105,638   14,040   10,026

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      3,119)
       0     -784      423    1,633    1,866    2,056    1,505    1,063    1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     18.5     16.1     67.0     56.7     87.9     91.3     12.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        8       35       30       43       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,522
COMMITMENTS
  12,268    2,268   10,261   83,982   91,848  106,511  104,377    8,011   10,145

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      3,134)
    -800        0      292    3,044    3,996    2,536    4,288      598   -1,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      2.0      9.0     73.3     80.2     93.0     91.1      7.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        4       23       24       28       28
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,525
COMMITMENTS
   7,560    1,200        0   88,293   94,321   95,853   95,521      672    1,004

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      3,300)
     840      960        0    2,520    2,495    3,360    3,455      -60     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      1.2      0.0     91.5     97.7     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        0       15       17       18       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      245,418
COMMITMENTS
   9,352    5,349    7,272  214,994  222,197  231,618  234,818   13,800   10,600

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      5,814)
   2,118      -19     -980    4,399    7,364    5,537    6,365      277     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.2      3.0     87.6     90.5     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        3        6       47       44       54       52
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,244
COMMITMENTS
   8,633   17,538   13,938  191,984  187,470  214,555  218,946   10,689    6,298

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        -85)
    -423        0       30      368      279      -25      309      -60     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      7.8      6.2     85.2     83.2     95.3     97.2      4.7      2.8

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 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      236,598
COMMITMENTS
   6,182   12,288   16,325  204,936  194,348  227,443  222,961    9,155   13,637

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      7,592)
   1,376    2,226    1,476    4,318    4,461    7,170    8,163      422     -571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      5.2      6.9     86.6     82.1     96.1     94.2      3.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4        5        8       55       51       64       59
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,934
COMMITMENTS
   1,086       34    3,498   34,873   35,357   39,457   38,889    7,477    8,045

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      1,150)
  -1,620        0    1,120      838      481      338    1,601      812     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.1      7.5     74.3     75.3     84.1     82.9     15.9     17.1

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 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      215,977
COMMITMENTS
  14,651   15,853   20,681  175,247  171,017  210,579  207,551    5,398    8,426

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      6,639)
  -1,170    3,781      520    7,017    2,368    6,367    6,669      272      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      7.3      9.6     81.1     79.2     97.5     96.1      2.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        4        7       40       39       47       47
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,644
COMMITMENTS
   1,249    5,394      660   41,545   36,427   43,454   42,481   11,190   12,163

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        492)
       0        0        0      100      372      100      372      392      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      9.9      1.2     76.0     66.7     79.5     77.7     20.5     22.3

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 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,887,939
COMMITMENTS
 1488593  413,650  1096711  1278030  2363243  3863334  3873604   24,605   14,335

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:     89,914)
  38,131   21,785   22,192   31,339   45,799   91,662   89,776   -1,748      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     10.6     28.2     32.9     60.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      29       21       44      113      105      162      151
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,259,996
COMMITMENTS
 126,518  447,629  326,787  796,429  473,483  1249734  1247899   10,262   12,097

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:     67,907)
   8,818   41,451   16,194   36,982    1,336   61,994   58,981    5,913    8,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     35.5     25.9     63.2     37.6     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      21       27       37       44       47       85       91
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,673
COMMITMENTS
   2,272    3,780    1,018   27,589   26,284   30,879   31,082      794      591

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        374)
      32        0        0      288      374      320      374       54        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     11.9      3.2     87.1     83.0     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        6       28       29       34       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,665
COMMITMENTS
   1,236       84        0   10,109   11,325   11,345   11,409      320      256

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      0.7      0.0     86.7     97.1     97.3     97.8      2.7      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 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,427
COMMITMENTS
   3,154        0      349   10,230   13,262   13,733   13,611      694      816

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:       -182)
      -6        0        0     -176     -182     -182     -182        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      0.0      2.4     70.9     91.9     95.2     94.3      4.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        3       18       18       21       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,960
COMMITMENTS
     220      556      644   21,284   20,956   22,148   22,156    1,812    1,804

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        134)
       0        0        0      120      120      120      120       14       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.3      2.7     88.8     87.5     92.4     92.5      7.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       20       16       23       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,686
COMMITMENTS
       0      360      300   28,662   27,204   28,962   27,864      724    1,822

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:       -140)
       0       20        0     -310     -400     -310     -380      170      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      1.0     96.6     91.6     97.6     93.9      2.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23       21       24       22
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,970
COMMITMENTS
     120        0        0    8,480    8,910    8,600    8,910      370       60

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:       -280)
     120        0        0     -300     -280     -180     -280     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     94.5     99.3     95.9     99.3      4.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       16       17       16
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        7,789
COMMITMENTS
   1,140      294       60    5,568    6,385    6,768    6,739    1,021    1,050

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:         50)
       0      -10        0       30       80       30       70       20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      3.8      0.8     71.5     82.0     86.9     86.5     13.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       13       13       15       16
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| 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:       10,164
COMMITMENTS
     120       60        0    9,948    9,478   10,068    9,538       96      626

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:         -6)
       0        0        0       -6       -6       -6       -6        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.6      0.0     97.9     93.3     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 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,187,623
COMMITMENTS
 205,459  185,293  323,377  600,916  612,306  1129752  1120976   57,871   66,647

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:    -16,135)
   1,124   -7,383    9,887  -22,454  -13,329  -11,443  -10,825   -4,692   -5,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     15.6     27.2     50.6     51.6     95.1     94.4      4.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      80      106      121       75       97      235      251
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,063
COMMITMENTS
  20,990   13,808    8,415   69,965   52,870   99,370   75,093   33,693   57,970

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        617)
       0       52      236      586      283      822      571     -205       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     10.4      6.3     52.6     39.7     74.7     56.4     25.3     43.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        7       17       16       24       23
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,552
COMMITMENTS
   1,200      575      200   20,137   20,777   21,537   21,552    1,015    1,000

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:      1,855)
     400        0        0      605    1,205    1,005    1,205      850      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      2.5      0.9     89.3     92.1     95.5     95.6      4.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        3        1       37       34       40       38
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      196,240
COMMITMENTS
  17,426   32,116   46,951  121,101  107,574  185,478  186,641   10,762    9,599

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:    -14,688)
    -740    5,869   -9,679   -3,094  -11,625  -13,513  -15,435   -1,175      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     16.4     23.9     61.7     54.8     94.5     95.1      5.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9       18       25       21       20       47       46
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,577
COMMITMENTS
   3,191    6,723    3,193   20,945   18,526   27,329   28,442    3,248    2,135

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:         79)
     100        0      500     -745     -413     -145       87      224       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     22.0     10.4     68.5     60.6     89.4     93.0     10.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        3       12       13       17       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,894
COMMITMENTS
     100      550        0    7,794    7,344    7,894    7,894        0        0

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        600)
     100        0        0      500      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      7.0      0.0     98.7     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       19       19       20       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,950
COMMITMENTS
   7,836    4,553      107    4,067    8,456   12,010   13,116    1,940      834

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        533)
      99      150       42      264      500      405      692      128     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2     32.6      0.8     29.2     60.6     86.1     94.0     13.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      44       29        4       25       23       70       55
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,355
COMMITMENTS
   6,403    2,992        0    3,911    7,812   10,314   10,804    2,041    1,551

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:       -208)
    -149     -570        0      186      422       37     -148     -245      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     24.2      0.0     31.7     63.2     83.5     87.4     16.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      26        6        0       12       18       38       24
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      220,044
COMMITMENTS
  55,057   10,297   20,517  126,883  174,821  202,457  205,635   17,587   14,409

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:     -6,297)
  -3,934   -3,205       31   -3,141   -3,356   -7,044   -6,530      747      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      4.7      9.3     57.7     79.4     92.0     93.5      8.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      58       19       41       75       81      148      127
 
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,146
COMMITMENTS
   2,239    2,790      236    3,806    2,551    6,281    5,577      865    1,569

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     39.0      3.3     53.3     35.7     87.9     78.0     12.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        6        2        7        5       14       12
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,975
COMMITMENTS
     200      150       50    4,625    4,675    4,875    4,875      100      100

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        250)
       0       50        0      275      150      275      200      -25       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      3.0      1.0     93.0     94.0     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       25       22       27       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,719
COMMITMENTS
   1,045        0      868   12,574   13,736   14,487   14,604      232      115

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        619)
       0        0        4      588      615      592      619       27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      5.9     85.4     93.3     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        2       29       28       31       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        2,293
COMMITMENTS
       0      735       10    1,882    1,503    1,892    2,248      401       45

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        125)
       0       75        0      155       50      155      125      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     32.1      0.4     82.1     65.5     82.5     98.0     17.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       13       15       14       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,660
COMMITMENTS
      50      100      100    4,460    4,360    4,610    4,560       50      100

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.1      2.1     95.7     93.6     98.9     97.9      1.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       20       21       22       23
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,844
COMMITMENTS
     508        0        0    2,781    3,601    3,289    3,601      555      243

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        189)
       0        0        0      192      192      192      192       -3       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      0.0      0.0     72.3     93.7     85.6     93.7     14.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       14       14       16       14
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 08/26/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,323
COMMITMENTS
   1,556    1,853      979   11,065   10,772   13,600   13,604    1,723    1,719

CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST:        744)
       0     -754      480      279    1,033      759      759      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     12.1      6.4     72.2     70.3     88.8     88.8     11.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        4        5       22       25       29       31
 

Updated August 29, 2008