GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,172
COMMITMENTS
       0        0        0    9,046    9,057    9,046    9,057      126      115

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,048)
       0        0        0      978      978      978      978       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     98.7     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       28       31       28       31
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,037
COMMITMENTS
       0      235      630    9,387    9,172   10,017   10,037       20        0

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,843)
       0        0        0    1,843    1,843    1,843    1,843        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      6.3     93.5     91.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        2       29       30       31       33
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,907
COMMITMENTS
     360      939      121    5,927    5,245    6,408    6,305      499      602

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     13.6      1.8     85.8     75.9     92.8     91.3      7.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       17       16       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,085
COMMITMENTS
      69      547       92    3,782    3,709    3,943    4,348    1,142      737

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        614)
      -2      -18      -30      484      612      452      564      162       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     10.8      1.8     74.4     72.9     77.5     85.5     22.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       24       27       27       31
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,350
COMMITMENTS
      50       10       70    3,712    3,578    3,832    3,658      518      692

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        724)
      50        0        0      823      790      873      790     -149      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      1.6     85.3     82.3     88.1     84.1     11.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        2       36       41       39       43
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      213,925
COMMITMENTS
  25,160   13,608   35,676  121,973  139,882  182,809  189,166   31,116   24,759

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     -3,413)
  -5,523   -2,784      743    1,937     -399   -2,843   -2,440     -570     -973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      6.4     16.7     57.0     65.4     85.5     88.4     14.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      28       22       39       60       62      111      107
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        9,488
COMMITMENTS
     355    1,263        0    8,533    7,450    8,888    8,713      600      775

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        288)
       0     -125      -50       63       13       13     -162      275      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     13.3      0.0     89.9     78.5     93.7     91.8      6.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        0       28       28       30       32
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,517
COMMITMENTS
     592      222        0    3,525    4,270    4,117    4,492      400       25

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        170)
       0        0        0        5      175        5      175      165       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      4.9      0.0     78.0     94.5     91.1     99.4      8.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       13       17       15       19
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      910,379
COMMITMENTS
 220,973  393,752  279,847  335,557  203,318  836,377  876,917   74,002   33,462

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:    -18,383)
   7,298    9,026  -27,410    5,323    3,467  -14,789  -14,917   -3,594   -3,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     43.3     30.7     36.9     22.3     91.9     96.3      8.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      80       47       85       80       65      200      168
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,364
COMMITMENTS
       0    9,175    2,312   81,352   70,470   83,664   81,957   13,700   15,407

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     -4,049)
    -632    2,511     -855   -8,504  -11,641   -9,991   -9,985    5,942    5,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.4      2.4     83.6     72.4     85.9     84.2     14.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        3       24       24       27       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,485
COMMITMENTS
   2,397   11,562    5,293   45,462   37,208   53,152   54,063    7,333    6,422

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:       -415)
       0   -1,290    1,134   -1,308      897     -174      741     -241   -1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     19.1      8.8     75.2     61.5     87.9     89.4     12.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        4       27       21       31       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,099
COMMITMENTS
   4,054    2,266      792   83,735   85,364   88,581   88,422    6,518    6,677

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        274)
       0        0        0    1,186    1,306    1,186    1,306     -912   -1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      2.4      0.8     88.1     89.8     93.1     93.0      6.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        4       30       30       34       34
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,341
COMMITMENTS
   1,922    2,947      462   72,776   71,415   75,160   74,824   10,181   10,517

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,574)
       0     -214      214    2,145    4,243    2,359    4,243     -785   -2,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      3.5      0.5     85.3     83.7     88.1     87.7     11.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       21       24       25       26
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,248
COMMITMENTS
   3,006    5,945    5,205   33,226   29,593   41,437   40,743    3,811    4,505

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,384)
    -163     -435      971    1,362      483    2,170    1,019     -786      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     13.1     11.5     73.4     65.4     91.6     90.0      8.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        4       13       11       17       15
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,338
COMMITMENTS
  13,586      503    5,931   45,686   61,249   65,203   67,683    9,135    6,655

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     -3,017)
  -3,326        0      645     -243   -1,223   -2,924     -578      -93   -2,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      0.7      8.0     61.5     82.4     87.7     91.0     12.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        3       22       25       27       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,437
COMMITMENTS
   4,583    8,092    3,316   80,810   77,854   88,709   89,262    5,728    5,175

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     -1,042)
     928       97     -527      512     -397      913     -827   -1,955     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      8.6      3.5     85.6     82.4     93.9     94.5      6.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        3       31       38       34       43
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,511
COMMITMENTS
  11,807      488    5,670   81,465   83,272   98,942   89,430    7,569   17,081

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     -1,097)
   2,631        0      -63   -5,072   -2,461   -2,504   -2,524    1,407    1,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.5      5.3     76.5     78.2     92.9     84.0      7.1     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       22       27       25       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,964
COMMITMENTS
   2,363    5,126    2,516   35,147   30,036   40,026   37,678    4,938    7,286

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        149)
       0     -922      237      -41    1,167      196      482      -47     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     11.4      5.6     78.2     66.8     89.0     83.8     11.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       17       20       21       24
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,959
COMMITMENTS
   1,665    5,734   23,280   61,484   62,344   86,429   91,358    9,530    4,601

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      2,308)
     -54     -751    2,445   -4,877   -2,123   -2,486     -429    4,794    2,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      6.0     24.3     64.1     65.0     90.1     95.2      9.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       17       19       21       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,233
COMMITMENTS
     500      140    1,557   43,389   45,228   45,446   46,925    9,787    8,308

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,039)
    -552      140     -140    1,912    1,225    1,220    1,225     -181     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.3      2.8     78.6     81.9     82.3     85.0     17.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       25       23       28       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,293
COMMITMENTS
   2,124    4,480    7,469   76,204   74,089   85,797   86,038    5,496    5,255

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:       -501)
  -1,421      175      872    1,302   -1,880      753     -833   -1,254      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.9      8.2     83.5     81.2     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        5        4       32       34       38       39
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,998
COMMITMENTS
       0    3,652      257   30,361   30,165   30,618   34,074   10,380    6,924

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.9      0.6     74.1     73.6     74.7     83.1     25.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       15       14       16
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| 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   41,447   41,610   41,447   42,880    6,297    4,864

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      604        0      604        0     -604        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.0     86.8     87.2     86.8     89.8     13.2     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 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,674
COMMITMENTS
   7,420   23,316   21,055   76,668   66,811  105,143  111,182   15,531    9,492

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     10,394)
    -862    3,731    5,707    4,895      139    9,740    9,577      654      817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     19.3     17.4     63.5     55.4     87.1     92.1     12.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        7        7       31       28       38       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,511
COMMITMENTS
  16,482        0   10,254   89,375   99,052  116,111  109,306    6,400   13,205

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      2,980)
   1,878        0     -801    2,157    2,778    3,234    1,977     -254    1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.0      8.4     73.0     80.9     94.8     89.2      5.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        0        4       24       20       30       24
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,110
COMMITMENTS
   5,740        0        0   86,382   92,252   92,122   92,252      988      858

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,888)
     220        0        0    1,172    1,799    1,392    1,799      496       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      0.0     92.8     99.1     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       14       17       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,007
COMMITMENTS
  10,750   13,787    5,827  203,085  205,819  219,662  225,433   17,345   11,574

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     -2,555)
     609    8,541     -270   -1,074  -11,545     -735   -3,274   -1,820      719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      5.8      2.5     85.7     86.8     92.7     95.1      7.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        4        6       44       36       52       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      208,408
COMMITMENTS
   4,702   20,335   11,093  180,182  171,736  195,977  203,164   12,431    5,244

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     -6,956)
    -533    1,871     -718   -6,832   -6,992   -8,083   -5,839    1,127   -1,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      9.8      5.3     86.5     82.4     94.0     97.5      6.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       37       31       43       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      252,023
COMMITMENTS
   6,001    5,677   21,603  211,704  211,735  239,308  239,015   12,715   13,008

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      6,883)
  -1,267      574    1,620    7,971    7,094    8,324    9,288   -1,441   -2,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.3      8.6     84.0     84.0     95.0     94.8      5.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        6        8       47       48       55       57
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      202,494
COMMITMENTS
  21,982    6,980   22,207  148,774  162,930  192,963  192,117    9,531   10,377

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,483)
   3,361    2,219     -434   -4,209   -3,037   -1,282   -1,252    2,765    2,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      3.4     11.0     73.5     80.5     95.3     94.9      4.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        3        6       37       36       45       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,855
COMMITMENTS
     957    3,623    1,354   40,204   36,851   42,515   41,828    8,340    9,027

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:       -306)
       0        0        0       88     -306       88     -306     -394        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      7.1      2.7     79.1     72.5     83.6     82.2     16.4     17.8

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 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    4,058,562
COMMITMENTS
 1613541  532,238  1152724  1268930  2359492  4035195  4044454   23,367   14,108

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     98,471)
  83,783   73,292   -6,692   25,790   34,130  102,881  100,730   -4,410   -2,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     13.1     28.4     31.3     58.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      27       22       47      108       98      161      145
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,239,893
COMMITMENTS
 183,084  540,500  257,090  795,285  440,035  1235459  1237625    4,434    2,268

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:    -12,860)
  34,246    8,433  -32,557  -14,619   10,287  -12,930  -13,837       70      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     43.6     20.7     64.1     35.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      22       24       39       44       43       85       87
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,944
COMMITMENTS
   2,164    2,360    1,198   25,847   26,041   29,209   29,599      735      345

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        108)
     -20     -300       18      380      606      378      324     -270     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      7.9      4.0     86.3     87.0     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        4       26       28       32       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,742
COMMITMENTS
   3,018       52      457   10,552   13,429   14,027   13,938      715      804

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        288)
       0        0        0      234      276      234      276       54       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      0.4      3.1     71.6     91.1     95.1     94.5      4.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       16       19       19       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       36,913
COMMITMENTS
       0      616    2,324   32,682   32,494   35,006   35,434    1,907    1,479

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,342)
       0        0        0    1,372    1,402    1,372    1,402      -30      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      6.3     88.5     88.0     94.8     96.0      5.2      4.0

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 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,938
COMMITMENTS
       0      340      240   29,126   27,704   29,366   28,284      572    1,654

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        664)
       0        0        0      544      540      544      540      120      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.8     97.3     92.5     98.1     94.5      1.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       20       23       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| 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:        9,872
COMMITMENTS
     120       40        0    9,656    9,008    9,776    9,048       96      824

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:          4)
       0        0        0        4        4        4        4        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.4      0.0     97.8     91.2     99.0     91.7      1.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,507
COMMITMENTS
       0        0        0    5,455    5,990    5,455    5,990    1,052      517

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.8     92.1     83.8     92.1     16.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       18       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,113,388
COMMITMENTS
 204,940  163,212  297,618  553,627  580,678  1056185  1041508   57,203   71,880

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:   -128,241)
   2,721  -19,628  -64,195  -64,659  -57,831 -126,133 -141,654   -2,108   13,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     14.7     26.7     49.7     52.2     94.9     93.5      5.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      88       84      111       73       91      221      232
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      140,090
COMMITMENTS
  19,444   12,873    9,336   81,292   54,588  110,072   76,797   30,018   63,293

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      6,227)
    -359     -373      432   16,990   -3,498   17,063   -3,439  -10,836    9,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      9.2      6.7     58.0     39.0     78.6     54.8     21.4     45.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        7       17       16       24       23
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,821
COMMITMENTS
     150      875      825   26,181   25,471   27,156   27,171      665      650

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,955)
    -150        0      300    1,805    1,655    1,955    1,955        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      3.1      3.0     94.1     91.6     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        3       38       34       41       40
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      191,293
COMMITMENTS
  16,664   41,076   40,628  120,749   99,568  178,041  181,272   13,252   10,021

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:     -7,696)
  -2,934   10,668   -5,882   -2,507  -15,931  -11,323  -11,145    3,627    3,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     21.5     21.2     63.1     52.0     93.1     94.8      6.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       22       25       22       21       49       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,831
COMMITMENTS
   5,311    8,547    3,537   18,702   15,967   27,550   28,051    4,281    3,780

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        140)
       0        0        0   -1,605   -1,605   -1,605   -1,605    1,745    1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     26.9     11.1     58.8     50.2     86.6     88.1     13.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        4       11       12       17       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,542
COMMITMENTS
      50      500        0    7,892    7,442    7,942    7,942      600      600

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        483)
       0        0        0     -117     -117     -117     -117      600      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.9      0.0     92.4     87.1     93.0     93.0      7.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       19       19       20       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,984
COMMITMENTS
   9,917    3,972       71    2,796    9,750   12,784   13,793    2,200    1,191

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        407)
     354     -414        5     -313      732       46      323      361       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.2     26.5      0.5     18.7     65.1     85.3     92.1     14.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      48       30        3       20       24       71       54
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       14,572
COMMITMENTS
   7,853    3,177      106    3,833    9,165   11,792   12,448    2,780    2,124

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,167)
   1,055      -80      -21     -178      790      856      689      311      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     21.8      0.7     26.3     62.9     80.9     85.4     19.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23       11        3       11       22       35       36
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      201,134
COMMITMENTS
  44,825   18,189   17,863  120,620  148,346  183,308  184,398   17,826   16,736

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:      1,066)
  -6,829    4,185   -6,900   12,008   -3,211   -1,721   -5,926    2,787    6,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      9.0      8.9     60.0     73.8     91.1     91.7      8.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      49       17       34       75       76      136      118
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,925
COMMITMENTS
     250      100      100    4,350    4,450    4,700    4,650      225      275

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      200      200      200      200       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      2.0      2.0     88.3     90.4     95.4     94.4      4.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       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 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,766
COMMITMENTS
   1,299        0      864   11,279   12,587   13,442   13,451      324      315

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:         75)
    -100        0        0      250      150      150      150      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.0      6.3     81.9     91.4     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        2       29       29       32       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        2,829
COMMITMENTS
       0      530      130    2,182    1,924    2,312    2,584      517      245

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        325)
       0       30        0      196      270      196      300      129       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.7      4.6     77.1     68.0     81.7     91.3     18.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       12       14       13       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,150
COMMITMENTS
     275        0        0    2,850    3,100    3,125    3,100       25       50

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:       -125)
       0        0        0        0     -100        0     -100     -125      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.0      0.0     90.5     98.4     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       18       22       20       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,187
COMMITMENTS
     444       32       64    3,035    4,037    3,543    4,133      644       54

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:         11)
       0        0        0      342      239      342      239     -331     -228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      0.8      1.5     72.5     96.4     84.6     98.7     15.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       16       15       18       16
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,800
COMMITMENTS
     178        0      135    2,316    2,343    2,629    2,478      171      322

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      4.8     82.7     83.7     93.9     88.5      6.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       12       16       13
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 09/23/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,237
COMMITMENTS
   2,001    4,727    1,823   12,385    9,554   16,209   16,104    2,028    2,133

CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST:        923)
     345      285     -102      551      848      794    1,031      129     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     25.9     10.0     67.9     52.4     88.9     88.3     11.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        6       22       25       30       33
 

Updated September 26, 2008