GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,124 COMMITMENTS 0 0 0 8,068 8,079 8,068 8,079 56 45 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,583) -26 0 0 1,693 1,708 1,667 1,708 -84 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 26 31 26 31 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,194 COMMITMENTS 0 235 630 7,544 7,329 8,174 8,194 20 0 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,164) 0 0 70 1,114 1,229 1,184 1,299 -20 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 7.7 92.1 89.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 2 2 24 26 26 29 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,471 COMMITMENTS 71 565 122 3,298 3,097 3,491 3,784 980 687 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 375) -35 84 75 333 254 373 413 2 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 12.6 2.7 73.8 69.3 78.1 84.6 21.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 23 26 26 30 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,626 COMMITMENTS 0 10 70 2,889 2,788 2,959 2,868 667 758 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 427) 0 -5 30 487 271 517 296 -90 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.9 79.7 76.9 81.6 79.1 18.4 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 1 2 32 34 34 36 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,338 COMMITMENTS 30,683 16,392 34,933 120,036 140,281 185,652 191,606 31,686 25,732 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 4,743) 3,475 3,800 -220 3,250 -1,139 6,505 2,441 -1,762 2,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 7.5 16.1 55.2 64.5 85.4 88.2 14.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 34 21 38 59 60 112 104 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 9,200 COMMITMENTS 355 1,388 50 8,470 7,437 8,875 8,875 325 325 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,113) 0 938 -75 1,163 225 1,088 1,088 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 15.1 0.5 92.1 80.8 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 1 29 27 32 30 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,347 COMMITMENTS 592 222 0 3,520 4,095 4,112 4,317 235 30 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 5.1 0.0 81.0 94.2 94.6 99.3 5.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 12 17 14 19 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 928,762 COMMITMENTS 213,675 384,726 307,257 330,234 199,851 851,166 891,834 77,596 36,928 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -6,457) 482 -1,300 4,167 -9,434 -10,033 -4,785 -7,166 -1,672 709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 41.4 33.1 35.6 21.5 91.6 96.0 8.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 87 59 92 78 63 209 178 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,413 COMMITMENTS 632 6,664 3,167 89,856 82,111 93,655 91,942 7,758 9,471 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 598) -1,938 0 898 1,638 57 598 955 0 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 6.6 3.1 88.6 81.0 92.4 90.7 7.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 26 24 29 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,900 COMMITMENTS 2,397 12,852 4,159 46,770 36,311 53,326 53,322 7,574 7,578 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 646) 0 490 589 -54 -116 535 963 111 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 21.1 6.8 76.8 59.6 87.6 87.6 12.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 3 28 22 31 27 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,825 COMMITMENTS 4,054 2,266 792 82,549 84,058 87,395 87,116 7,430 7,709 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,420) 960 302 -360 -874 748 -274 690 1,694 730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 2.4 0.8 87.1 88.6 92.2 91.9 7.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 4 31 29 35 33 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,767 COMMITMENTS 1,922 3,161 248 70,631 67,172 72,801 70,581 10,966 13,186 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 0) 0 -180 0 0 180 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.8 0.3 84.3 80.2 86.9 84.3 13.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 20 24 24 26 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 43,864 COMMITMENTS 3,169 6,380 4,234 31,864 29,110 39,267 39,724 4,597 4,140 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 14.5 9.7 72.6 66.4 89.5 90.6 10.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 4 13 10 17 14 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,355 COMMITMENTS 16,912 503 5,286 45,929 62,472 68,127 68,261 9,228 9,094 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 3,007) 838 -368 728 -47 2,285 1,519 2,645 1,488 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 0.7 6.8 59.4 80.8 88.1 88.2 11.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 3 23 25 28 28 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,479 COMMITMENTS 3,655 7,995 3,843 80,298 78,251 87,796 90,089 7,683 5,390 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 622) -1,100 -62 788 1,056 -852 744 -126 -122 748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 8.4 4.0 84.1 82.0 92.0 94.4 8.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 3 31 37 34 42 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 107,608 COMMITMENTS 9,176 488 5,733 86,537 85,733 101,446 91,954 6,162 15,654 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 72) -801 0 538 295 -534 32 4 40 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.5 5.3 80.4 79.7 94.3 85.5 5.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 3 23 27 26 30 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,815 COMMITMENTS 2,363 6,048 2,279 35,188 28,869 39,830 37,196 4,985 7,619 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 190) 178 434 -97 16 120 97 457 93 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 13.5 5.1 78.5 64.4 88.9 83.0 11.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 4 18 19 22 23 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,651 COMMITMENTS 1,719 6,485 20,835 66,361 64,467 88,915 91,787 4,736 1,864 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,828) -118 -1,530 616 1,749 4,026 2,247 3,112 -419 -1,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 6.9 22.2 70.9 68.8 94.9 98.0 5.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 18 22 22 25 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,194 COMMITMENTS 1,052 0 1,697 41,477 44,003 44,226 45,700 9,968 8,494 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 3.1 76.5 81.2 81.6 84.3 18.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 2 22 23 25 25 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,794 COMMITMENTS 3,545 4,305 6,597 74,902 75,969 85,044 86,871 6,750 4,923 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 2,528) -1,651 -945 1,540 2,845 1,961 2,734 2,556 -206 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 4.7 7.2 81.6 82.8 92.6 94.6 7.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 4 4 33 35 39 40 TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,744 COMMITMENTS 0 1,270 0 40,843 41,610 40,843 42,880 6,901 4,864 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 0) 0 -2,509 0 0 2,118 0 -391 0 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.0 85.5 87.2 85.5 89.8 14.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 15 18 16 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,280 COMMITMENTS 8,282 19,585 15,348 71,773 66,672 95,403 101,605 14,877 8,675 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 3,793) 1,888 103 -1,579 3,126 7,407 3,435 5,931 358 -2,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 17.8 13.9 65.1 60.5 86.5 92.1 13.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 6 6 34 31 40 38 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 119,531 COMMITMENTS 14,604 0 11,055 87,218 96,274 112,877 107,329 6,654 12,202 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 2,933) 2,593 0 31 309 2,902 2,933 2,933 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 9.2 73.0 80.5 94.4 89.8 5.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 0 4 24 22 30 26 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,222 COMMITMENTS 5,520 0 0 85,210 90,453 90,730 90,453 492 769 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 3,667) 0 0 0 3,667 3,667 3,667 3,667 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.0 93.4 99.2 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 13 14 14 14 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 239,562 COMMITMENTS 10,141 5,246 6,097 204,159 217,364 220,397 228,707 19,165 10,855 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,681) 980 22 -628 -4,394 2,133 -4,042 1,527 5,723 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.2 2.5 85.2 90.7 92.0 95.5 8.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 4 6 44 38 52 46 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 215,364 COMMITMENTS 5,235 18,464 11,811 187,014 178,728 204,060 209,003 11,304 6,361 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 957) -2,296 50 462 1,783 445 -51 957 1,008 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 8.6 5.5 86.8 83.0 94.8 97.0 5.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 4 38 31 44 35 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 245,140 COMMITMENTS 7,268 5,103 19,983 203,733 204,641 230,984 229,727 14,156 15,413 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 18,060) 3,360 1,622 17 13,836 15,263 17,213 16,902 847 1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.1 8.2 83.1 83.5 94.2 93.7 5.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 3 6 8 48 48 56 57 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,862 COMMITMENTS 2,348 798 1,857 30,733 30,945 34,938 33,600 6,924 8,262 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -34) -517 0 242 90 -338 -185 -96 151 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 1.9 4.4 73.4 73.9 83.5 80.3 16.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 16 13 17 15 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 201,011 COMMITMENTS 18,621 4,761 22,641 152,983 165,967 194,245 193,369 6,766 7,642 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 152) -1,557 -2,304 968 1,012 1,602 423 266 -271 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 2.4 11.3 76.1 82.6 96.6 96.2 3.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 3 6 39 38 47 45 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 51,161 COMMITMENTS 957 3,623 1,354 40,116 37,157 42,427 42,134 8,734 9,027 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 392) 248 -149 90 113 392 451 333 -59 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 7.1 2.6 78.4 72.6 82.9 82.4 17.1 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 2 23 20 27 23 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,960,091 COMMITMENTS 1529758 458,946 1159416 1243140 2325362 3932314 3943724 27,777 16,367 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 12,691) -12,424 -454 7,336 16,402 8,047 11,314 14,929 1,377 -2,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 11.6 29.3 31.4 58.7 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 28 22 48 105 99 158 148 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,252,753 COMMITMENTS 148,838 532,067 289,647 809,904 429,748 1248389 1251462 4,364 1,291 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 54,116) 11,053 -1,571 39,067 5,053 18,166 55,173 55,662 -1,057 -1,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 42.5 23.1 64.6 34.3 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 22 25 39 43 43 84 88 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,836 COMMITMENTS 2,184 2,660 1,180 25,467 25,435 28,831 29,275 1,005 561 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 124) 120 0 -4 -154 256 -38 252 162 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.9 4.0 85.4 85.2 96.6 98.1 3.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 4 25 28 31 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,454 COMMITMENTS 3,018 52 457 10,318 13,153 13,793 13,662 661 792 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 200) 0 0 0 171 200 171 200 29 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 0.4 3.2 71.4 91.0 95.4 94.5 4.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 15 20 18 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 35,571 COMMITMENTS 0 616 2,324 31,310 31,092 33,634 34,032 1,937 1,539 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 5,832) 0 0 960 4,752 4,752 5,712 5,712 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 6.5 88.0 87.4 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 3 21 17 24 20 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,274 COMMITMENTS 0 340 240 28,582 27,164 28,822 27,744 452 1,530 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 254) 0 0 0 254 254 254 254 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.8 97.6 92.8 98.5 94.8 1.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 23 19 24 20 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| 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: 9,868 COMMITMENTS 120 40 0 9,652 9,004 9,772 9,044 96 824 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 12) 0 0 0 12 12 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.4 0.0 97.8 91.2 99.0 91.6 1.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 16 19 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,241,629 COMMITMENTS 202,219 182,840 361,813 618,286 638,509 1182318 1183162 59,311 58,467 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 10,179) 3,891 -9,152 18,348 2,136 24,881 24,375 34,077 -14,196 -23,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 14.7 29.1 49.8 51.4 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 94 102 129 77 93 248 255 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,863 COMMITMENTS 19,803 13,246 8,904 64,302 58,086 93,009 80,236 40,854 53,627 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 3,744) 105 -696 528 2,290 8,331 2,923 8,163 821 -4,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 9.9 6.7 48.0 43.4 69.5 59.9 30.5 40.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 7 16 16 23 23 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,866 COMMITMENTS 300 875 525 24,376 23,816 25,201 25,216 665 650 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,865) -850 375 300 3,715 2,440 3,165 3,115 -1,300 -1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.4 2.0 94.2 92.1 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 2 36 33 39 38 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 198,989 COMMITMENTS 19,598 30,408 46,510 123,256 115,499 189,364 192,417 9,625 6,572 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 388) 1,723 -383 -135 681 2,737 2,269 2,219 -1,881 -1,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 15.3 23.4 61.9 58.0 95.2 96.7 4.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 17 27 23 22 51 51 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,691 COMMITMENTS 5,311 8,547 3,537 20,307 17,572 29,155 29,656 2,536 2,035 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -1,601) 2,230 -194 -806 -2,731 -351 -1,307 -1,351 -294 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 27.0 11.2 64.1 55.4 92.0 93.6 8.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 4 12 13 18 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,059 COMMITMENTS 50 500 0 8,009 7,559 8,059 8,059 0 0 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 48) 0 0 0 48 48 48 48 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 6.2 0.0 99.4 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 19 20 20 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,577 COMMITMENTS 9,563 4,386 66 3,109 9,018 12,738 13,470 1,839 1,107 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 1,307) 2,080 -22 56 -594 1,267 1,542 1,301 -235 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.6 30.1 0.5 21.3 61.9 87.4 92.4 12.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 43 31 3 21 24 67 56 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,405 COMMITMENTS 6,798 3,257 127 4,011 8,375 10,936 11,759 2,469 1,646 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 263) 189 17 101 -245 324 45 442 218 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 24.3 0.9 29.9 62.5 81.6 87.7 18.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 22 10 3 11 20 34 32 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,068 COMMITMENTS 51,654 14,004 24,763 108,612 151,557 185,029 190,324 15,039 9,744 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -585) -3,624 -829 12,885 -7,610 -10,321 1,651 1,735 -2,236 -2,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 7.0 12.4 54.3 75.8 92.5 95.1 7.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 56 13 40 73 78 140 123 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,700 COMMITMENTS 250 100 100 4,150 4,250 4,500 4,450 200 250 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 100) 0 0 100 -25 0 75 100 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 2.1 2.1 88.3 90.4 95.7 94.7 4.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 23 22 25 24 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,691 COMMITMENTS 1,399 0 864 11,029 12,437 13,292 13,301 399 390 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 145) -50 0 0 103 -5 53 -5 92 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 6.3 80.6 90.8 97.1 97.2 2.9 2.8 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 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,504 COMMITMENTS 0 500 130 1,986 1,654 2,116 2,284 388 220 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 171) 0 -170 130 29 171 159 131 12 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.0 5.2 79.3 66.1 84.5 91.2 15.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 12 14 13 15 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,275 COMMITMENTS 275 0 0 2,850 3,200 3,125 3,200 150 75 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 115) 225 -125 -75 -185 290 -35 90 150 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.0 0.0 87.0 97.7 95.4 97.7 4.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 19 22 21 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,176 COMMITMENTS 444 32 64 2,693 3,798 3,201 3,894 975 282 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 471) -32 32 64 112 336 144 432 327 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.8 1.5 64.5 90.9 76.7 93.2 23.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 15 15 17 16 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,314 COMMITMENTS 1,656 4,442 1,925 11,834 8,706 15,415 15,073 1,899 2,241 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 2,095) 0 2,152 537 1,474 -813 2,011 1,876 84 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 25.7 11.1 68.3 50.3 89.0 87.1 11.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 4 6 24 26 32 33
Updated September 19, 2008