GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,076
COMMITMENTS
      75        0        0   20,001   20,076   20,076   20,076        0        0

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,162)
      75        0        0   -1,171   -1,087   -1,096   -1,087      -66      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        0        0       36       36       37       36
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,328
COMMITMENTS
     100      770      135   12,933   12,383   13,168   13,288      160       40

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,553)
       0      275     -230   -1,303   -1,578   -1,533   -1,533      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      5.8      1.0     97.0     92.9     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       24       28       27       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,639
COMMITMENTS
     146       28      113    6,261    6,438    6,520    6,579    1,119    1,060

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:          6)
     105     -321       -7     -172     -136      -74     -464       80      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.4      1.5     82.0     84.3     85.4     86.1     14.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       30       33       34       36
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,020
COMMITMENTS
      80       35       65    5,161    5,198    5,306    5,298      714      722

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -448)
      30     -110      -50     -340     -202     -360     -362      -88      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.6      1.1     85.7     86.3     88.1     88.0     11.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       37       38       40       41
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      218,867
COMMITMENTS
  22,749   12,647   36,957  128,005  144,929  187,711  194,533   31,156   24,334

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        264)
     559   -4,363     -398   -1,950    4,915   -1,789      154    2,053      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      5.8     16.9     58.5     66.2     85.8     88.9     14.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      27       23       38       61       69      110      114
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,530
COMMITMENTS
      37    1,801      162   11,981   10,127   12,180   12,090      350      440

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,482)
     -37      238      -13   -1,832   -2,110   -1,882   -1,885     -600     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     14.4      1.3     95.6     80.8     97.2     96.5      2.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        6        2       32       37       35       43
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,840
COMMITMENTS
       0       50        0    5,815    6,765    5,815    6,815    1,025       25

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -375)
    -200      -25        0     -425     -350     -625     -375      250        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     85.0     98.9     85.0     99.6     15.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       20       24       20       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      763,236
COMMITMENTS
  93,982  254,303  278,792  319,263  198,448  692,037  731,543   71,199   31,693

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -22,256)
  -7,269  -13,006   -2,334  -11,817   -3,812  -21,420  -19,152     -836   -3,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     33.3     36.5     41.8     26.0     90.7     95.8      9.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      61       59       81       74       61      183      159
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,872
COMMITMENTS
       0    7,843    2,069   80,649   67,858   82,718   77,770    7,154   12,102

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -3,074)
       0    1,461     -654   -2,184   -2,479   -2,838   -1,672     -236   -1,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.7      2.3     89.7     75.5     92.0     86.5      8.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       24       21       26       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,587
COMMITMENTS
   3,110    9,034    4,457   40,193   31,143   47,760   44,634    6,827    9,953

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -5,286)
    -100   -1,479     -540   -5,530   -3,199   -6,170   -5,218      884      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     16.5      8.2     73.6     57.1     87.5     81.8     12.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        4       18       13       22       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,545
COMMITMENTS
   2,421        0    1,434   78,014   78,824   81,869   80,258    6,676    8,287

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -7,192)
    -870        0        0   -5,512   -5,921   -6,382   -5,921     -810   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      1.6     88.1     89.0     92.5     90.6      7.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        2       27       29       30       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,136
COMMITMENTS
       0        0        0   72,413   63,776   72,413   63,776   11,723   20,360

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.1     75.8     86.1     75.8     13.9     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       19       17       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,830
COMMITMENTS
   9,398    2,227    4,067   52,993   57,929   66,458   64,223    7,372    9,607

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,833)
  -2,010      386   -1,688     -774   -3,121   -4,472   -4,423    1,639    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      3.0      5.5     71.8     78.5     90.0     87.0     10.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       22       21       25       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,777
COMMITMENTS
   1,742    8,868    2,436   73,273   68,604   77,451   79,908    8,326    5,869

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -10,317)
    -924   -1,997     -523  -10,212   -7,529  -11,659  -10,049    1,342     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     10.3      2.8     85.4     80.0     90.3     93.2      9.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        2       28       32       30       37
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,529
COMMITMENTS
  13,702      372    4,981   72,609   77,499   91,292   82,852    9,237   17,677

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -6,981)
   2,222     -360   -1,382   -6,770   -5,087   -5,930   -6,829   -1,051     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.4      5.0     72.2     77.1     90.8     82.4      9.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       18       25       20       28
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,151
COMMITMENTS
   4,638    7,062    1,078   26,765   25,875   32,481   34,015    6,670    5,136

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -3,581)
    -556        0        0   -2,231   -2,749   -2,787   -2,749     -794     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     18.0      2.8     68.4     66.1     83.0     86.9     17.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       14       14       17       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,415
COMMITMENTS
   1,127    4,770   21,812   57,022   54,227   79,961   80,809    5,454    4,606

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -4,085)
    -897     -542      151   -2,869   -3,544   -3,615   -3,935     -470     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.6     25.5     66.8     63.5     93.6     94.6      6.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       14       15       18       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,655
COMMITMENTS
       0        0        0   47,094   46,533   47,094   46,533    7,561    8,122

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,663)
       0     -469        0   -2,460      -10   -2,460     -479     -203   -2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.2     85.1     86.2     85.1     13.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       20       22       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,684
COMMITMENTS
   2,903    5,474    7,666   67,284   62,290   77,853   75,430    8,831   11,254

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -6,285)
    -465     -683       95   -7,330   -5,153   -7,700   -5,741    1,415     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      6.3      8.8     77.6     71.9     89.8     87.0     10.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        5       28       29       34       35
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,586
COMMITMENTS
   7,511   20,336   19,360   68,639   60,593   95,510  100,289   17,076   12,297

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -5,143)
   1,106    2,855   -2,896   -2,487   -6,947   -4,277   -6,988     -866    1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     18.1     17.2     61.0     53.8     84.8     89.1     15.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        5        6       26       24       32       30
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,676
COMMITMENTS
  12,525      496   10,765   92,537   94,915  115,827  106,176    7,849   17,500

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -4,268)
  -5,865      496    3,057   -3,854  -11,173   -6,662   -7,620    2,394    3,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      0.4      8.7     74.8     76.7     93.7     85.9      6.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        4       20       19       24       24
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,592
COMMITMENTS
  12,913    8,741    4,930  192,992  201,352  210,835  215,023   12,757    8,569

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -12,891)
     686   -1,747     -118  -12,518   -9,431  -11,950  -11,296     -941   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.9      2.2     86.3     90.1     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        4       41       35       47       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      194,207
COMMITMENTS
   3,201   14,159    9,144  170,859  163,496  183,204  186,799   11,003    7,408

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -8,251)
     787   -3,098     -794   -8,836   -8,237   -8,843  -12,129      592    3,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      7.3      4.7     88.0     84.2     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        6       36       32       42       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      244,449
COMMITMENTS
   2,114   10,777   13,949  214,983  208,931  231,046  233,657   13,403   10,792

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -13,797)
    -655    3,297   -3,889   -8,472  -14,125  -13,016  -14,717     -781      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.4      5.7     87.9     85.5     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        4        6       41       44       47       50
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      197,460
COMMITMENTS
  15,569    8,625   25,259  151,019  155,573  191,847  189,457    5,613    8,003

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -5,571)
  -3,687    1,859       65   -1,922   -8,370   -5,544   -6,446      -27      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      4.4     12.8     76.5     78.8     97.2     95.9      2.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        7       33       32       42       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,361
COMMITMENTS
     248      549      341   39,817   37,107   40,406   37,997    6,955    9,364

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -272)
       0      118        0      416      228      416      346     -688     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.2      0.7     84.1     78.3     85.3     80.2     14.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       15       17       16
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,541,472
COMMITMENTS
 1043464  203,857  1153686  1318708  2168187  3515858  3525730   25,614   15,742

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:   -178,613)
 -48,318  -57,229  -40,823  -83,839  -69,688 -172,980 -167,740   -5,633  -10,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      5.8     32.6     37.2     61.2     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      29       22       46      104       98      155      147
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,165,349
COMMITMENTS
 140,390  353,609  310,419  709,586  499,083  1160395  1163111    4,954    2,238

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:   -121,930)
 -48,110  -14,428  -30,568  -44,006  -69,498 -122,684 -114,494      754   -7,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     30.3     26.6     60.9     42.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       25       35       38       38       79       78
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,803
COMMITMENTS
      25        0       50    2,678    2,703    2,753    2,753       50       50

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        -60)
    -250     -150     -150      290      290     -110      -10       50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      1.8     95.5     96.4     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       12       18       13
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,682
COMMITMENTS
   3,066    2,530      993   24,863   26,059   28,922   29,582      760      100

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -533)
     580      146      -84     -981     -312     -485     -250      -48     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      8.5      3.3     83.8     87.8     97.4     99.7      2.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        5        4       32       28       38       35
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,651
COMMITMENTS
   2,760       42      330   12,349   15,247   15,439   15,619    1,212    1,032

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -470)
     320       20     -120     -523     -632     -323     -732     -147      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.3      2.0     74.2     91.6     92.7     93.8      7.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       19       19       21       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,368
COMMITMENTS
       0       80        0   12,124   11,976   12,124   12,056    1,244    1,312

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -158)
       0      -40        0     -272      -60     -272     -100      114      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     90.7     89.6     90.7     90.2      9.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       15       17       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,536
COMMITMENTS
       0      900      780   29,891   30,107   30,671   31,787    1,865      749

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,856)
       0      260   -1,460     -751   -1,177   -2,211   -2,377     -645     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      2.4     91.9     92.5     94.3     97.7      5.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       21       26       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,794
COMMITMENTS
       0       40      120   30,472   29,694   30,592   29,854      202      940

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,720)
       0      -20      -60   -1,682   -1,358   -1,742   -1,438       22     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.4     99.0     96.4     99.3     96.9      0.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       18       23       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,358
COMMITMENTS
       0      480      160    5,891    6,200    6,051    6,840    1,307      518

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -219)
       0      180     -180       26     -461     -154     -461      -65      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      2.2     80.1     84.3     82.2     93.0     17.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17       15       18       17
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| 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:       11,296
COMMITMENTS
      80        0        0   11,028   10,576   11,108   10,576      188      720

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -638)
     -40        0        0     -574     -616     -614     -616      -24      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     97.6     93.6     98.3     93.6      1.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       17       21       17
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,436
COMMITMENTS
       0        0        0   11,378   10,992   11,378   10,992       58      444

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      1,698)
       0      -25        0    1,690    1,688    1,690    1,663        8       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     96.1     99.5     96.1      0.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       21       20       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,125,366
COMMITMENTS
 191,433  201,976  301,771  589,839  555,550  1083043  1059297   42,323   66,069

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     52,207)
   6,325    8,462   39,146    7,303   -3,849   52,774   43,759     -567    8,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     17.9     26.8     52.4     49.4     96.2     94.1      3.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      73      102      123       76       90      227      245
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      176,569
COMMITMENTS
  26,938   11,437   10,939  101,524   98,626  139,401  121,002   37,168   55,567

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      3,057)
      89   -3,772       73     -337    5,088     -175    1,389    3,232    1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      6.5      6.2     57.5     55.9     78.9     68.5     21.1     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        7       20       20       27       27
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,621
COMMITMENTS
      60    2,257      825   46,736   44,539   47,621   47,621        0        0

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -551)
     -20    1,332      -10      754      549      724    1,871   -1,275   -2,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.7      1.7     98.1     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        6        4       37       39       42       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,039
COMMITMENTS
  21,361   33,638   41,341  130,641  120,344  193,343  195,323   10,696    8,716

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      7,884)
   2,834   -1,671    4,792    1,094    3,469    8,720    6,590     -836    1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     16.5     20.3     64.0     59.0     94.8     95.7      5.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13       21       29       22       21       53       53
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,530
COMMITMENTS
   6,227    9,798    5,181   20,143   17,291   31,551   32,270    2,979    2,260

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        765)
     -15        0      245      395      595      625      840      140      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     28.4     15.0     58.3     50.1     91.4     93.5      8.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        5       12       13       20       21
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,402
COMMITMENTS
       0    6,560      720   48,541   40,796   49,261   48,076    9,141   10,326

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,886)
    -971   -1,745   -1,116      272    2,014   -1,815     -847      -71   -1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.2      1.2     83.1     69.9     84.3     82.3     15.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       19       18       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,370
COMMITMENTS
       0      970        0   15,370   14,400   15,370   15,370        0        0

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -313)
       0      -50        0     -163     -113     -163     -163     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.3      0.0    100.0     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        0       23       25       23       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,470
COMMITMENTS
   8,789    3,299        0    2,665    9,365   11,454   12,664    2,016      806

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -716)
    -580     -139        0     -288     -359     -868     -498      152     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2     24.5      0.0     19.8     69.5     85.0     94.0     15.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       22        0       20       24       58       46
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,761
COMMITMENTS
   8,299    1,502       26    4,838   12,827   13,163   14,355    2,598    1,406

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        327)
    -141      246      -53      407      288      213      481      114     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7      9.5      0.2     30.7     81.4     83.5     91.1     16.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      24       13        1       14       21       38       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      159,174
COMMITMENTS
  47,726   11,913   11,430   86,781  124,990  145,937  148,333   13,237   10,841

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,425)
   4,428     -492   -1,287   -5,068   -1,116   -1,927   -2,895     -498      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      7.5      7.2     54.5     78.5     91.7     93.2      8.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      43       26       32       64       75      126      118
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,572
COMMITMENTS
     250      150        0    6,122    6,222    6,372    6,372      200      200

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,314)
     100       50     -100   -1,256   -1,168   -1,256   -1,218      -58      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.3      0.0     93.2     94.7     97.0     97.0      3.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       24       23       26       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,566
COMMITMENTS
   1,280      378      289   15,035   16,824   16,604   17,491      962       75

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -907)
      25       36     -136     -708     -477     -819     -577      -88     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.2      1.6     85.6     95.8     94.5     99.6      5.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       24       24       27       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,961
COMMITMENTS
      60      335        0    4,365    4,441    4,425    4,776      536      185

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        637)
     -30     -275        0      632      942      602      667       35      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      6.8      0.0     88.0     89.5     89.2     96.3     10.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       14       16       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,735
COMMITMENTS
       0       50       50    5,635    5,585    5,685    5,685       50       50

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        600)
       0        0      -50      675      675      625      625      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.9     98.3     97.4     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       19       23       20       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,860
COMMITMENTS
     361      159        0   12,705   13,610   13,066   13,769      794       91

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        986)
     -64        0        0      978    1,000      914    1,000       72      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.1      0.0     91.7     98.2     94.3     99.3      5.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       20       20       21       22
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,943
COMMITMENTS
       8        0      258    6,610    6,685    6,876    6,943       67        0

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        811)
     -37     -375       46      863    1,210      872      881      -61      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      3.7     95.2     96.3     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       23       20       24       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 11/04/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,056
COMMITMENTS
   5,326   11,946      902   29,047   21,066   35,275   33,914    1,781    3,142

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      1,591)
     412     -450     -418    3,295    2,533    3,289    1,665   -1,698      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     32.2      2.4     78.4     56.8     95.2     91.5      4.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        4       21       26       27       32
 

Updated November 7, 2008