GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       29,535
COMMITMENTS
      75        0        0   29,275   29,350   29,350   29,350      185      185

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      2,745)
       0        0        0    2,625    2,625    2,625    2,625      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.1     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        0        0       38       37       39       37
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,407
COMMITMENTS
     700      770      285   17,232   17,312   18,217   18,367      190       40

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      2,092)
     600        0        0    1,452    2,092    2,052    2,092       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.2      1.5     93.6     94.1     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        3       29       35       34       39
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       10,560
COMMITMENTS
     148      190      157    8,900    9,367    9,205    9,714    1,355      846

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        905)
       4       13       20      857      905      881      938       24      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.8      1.5     84.3     88.7     87.2     92.0     12.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        5       34       37       39       42
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,154
COMMITMENTS
      95       45       90    7,041    7,204    7,226    7,339      928      815

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        656)
       5     -140      -40      580      723      545      543      111      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.6      1.1     86.4     88.3     88.6     90.0     11.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       38       40       43       44
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,120
COMMITMENTS
       0      199        0    3,234    3,087    3,234    3,286      886      834

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:          8)
       0       30        0      124       56      124       86     -116      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      0.0     78.5     74.9     78.5     79.8     21.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       19       16       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,023
COMMITMENTS
       0        0        0    1,938    2,644    1,938    2,644    1,085      379

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     64.1     87.5     64.1     87.5     35.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       18       15       18
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      223,959
COMMITMENTS
  23,979   16,614   31,155  138,611  150,745  193,745  198,514   30,214   25,445

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:     -6,289)
   3,160   -1,404   -4,136   -6,981   -2,009   -7,957   -7,549    1,668    1,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      7.4     13.9     61.9     67.3     86.5     88.6     13.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      24       26       36       66       69      112      114
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,182
COMMITMENTS
      61    1,853      240   14,626   12,774   14,927   14,867      255      315

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,055)
       0      -60      -10    1,365    1,365    1,355    1,295     -300     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     12.2      1.6     96.3     84.1     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        5        3       35       40       39       47
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,540
COMMITMENTS
       0       50        0    9,920   10,365    9,920   10,415      620      125

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      225      420      225      420      195        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     94.1     98.3     94.1     98.8      5.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       24       27       24       28
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      718,516
COMMITMENTS
  81,662  233,367  268,944  296,707  179,983  647,313  682,294   71,203   36,222

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:    -23,538)
  -3,205  -17,840    1,686  -19,236   -8,143  -20,755  -24,297   -2,783      759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     32.5     37.4     41.3     25.0     90.1     95.0      9.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      57       56       73       71       55      171      147
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,577
COMMITMENTS
      44    2,981    3,508   86,128   82,652   89,680   89,141    6,897    7,436

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,365)
    -467      370      -41    1,581    2,404    1,073    2,733      292   -1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      3.6     89.2     85.6     92.9     92.3      7.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       25       24       27       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,957
COMMITMENTS
   2,541    5,741    4,592   43,259   32,863   50,392   43,196    6,565   13,761

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,592)
       0   -2,993      528      789     -139    1,317   -2,604      275    4,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     10.1      8.1     76.0     57.7     88.5     75.8     11.5     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        3       18       15       21       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,643
COMMITMENTS
   2,190      995      428   83,019   81,998   85,637   83,421    5,006    7,222

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        865)
       0     -197        0      955    1,304      955    1,107      -90     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.1      0.5     91.6     90.5     94.5     92.0      5.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        1       30       30       32       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,157
COMMITMENTS
       0        0        0   73,355   64,827   73,355   64,827   15,802   24,330

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      5,663)
       0        0        0    2,112    1,839    2,112    1,839    3,551    3,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     82.3     72.7     82.3     72.7     17.7     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       17       16       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,307
COMMITMENTS
   3,004    4,371    7,026   33,366   31,623   43,396   43,020    1,911    2,287

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      9.6     15.5     73.6     69.8     95.8     95.0      4.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        3       13       11       17       14
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,365
COMMITMENTS
   8,622    1,724    3,839   56,597   60,386   69,058   65,949    8,307   11,416

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        393)
       0     -530       21      167      685      188      176      205      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      2.2      5.0     73.2     78.1     89.3     85.2     10.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       22       22       25       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,773
COMMITMENTS
   2,029    7,970    3,654   77,972   75,018   83,655   86,642    8,118    5,131

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,845)
    -405      272    1,046    1,390    1,570    2,031    2,888     -186   -1,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      8.7      4.0     85.0     81.7     91.2     94.4      8.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        2       30       33       33       38
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,575
COMMITMENTS
  14,775      372    4,404   77,625   84,572   96,804   89,348    9,771   17,227

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,866)
   1,723        0     -495      151    4,077    1,379    3,582      487   -1,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      0.3      4.1     72.8     79.4     90.8     83.8      9.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       20       27       22       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,506
COMMITMENTS
   2,618    7,062    2,749   30,129   25,499   35,496   35,310    5,010    5,196

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,083)
  -1,964        0    1,548    3,364     -376    2,948    1,172   -1,865      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     17.4      6.8     74.4     63.0     87.6     87.2     12.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       15       15       18       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,904
COMMITMENTS
     754    8,127   19,463   58,641   51,957   78,858   79,547    6,046    5,357

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        474)
     -78      260   -1,163    1,815    3,145      574    2,242     -100   -1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      9.6     22.9     69.1     61.2     92.9     93.7      7.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        3       15       15       19       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,438
COMMITMENTS
       0        0        0   52,113   51,637   52,113   51,637    8,325    8,801

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,865)
       0        0        0    1,803    1,620    1,803    1,620       62      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.2     85.4     86.2     85.4     13.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       21       23       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,135
COMMITMENTS
   2,577    4,464    7,003   72,939   67,184   82,519   78,651    9,616   13,484

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        420)
     646   -1,108     -920      761      285      487   -1,743      -67    2,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.8      7.6     79.2     72.9     89.6     85.4     10.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        5        4       30       29       35       35
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,899
COMMITMENTS
     620      620      372   61,170   59,956   62,162   60,948      737    1,951

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.0      0.6     97.3     95.3     98.8     96.9      1.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       11       13       13       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,400
COMMITMENTS
   7,537   19,597   21,254   76,030   69,606  104,821  110,457   17,579   11,943

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      3,714)
    -821      127       23    4,298    3,929    3,500    4,079      214     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     16.0     17.4     62.1     56.9     85.6     90.2     14.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        5        6       27       24       33       30
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,242
COMMITMENTS
  15,002    2,681   10,667   99,712  105,201  125,381  118,549    6,861   13,693

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      2,490)
   1,310      248     -385    3,481    3,229    4,406    3,092   -1,916     -602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      2.0      8.1     75.4     79.6     94.8     89.6      5.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        4       21       22       26       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,456
COMMITMENTS
   4,900      620      372  108,812  112,422  114,084  113,414      372    1,042

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      8,732)
       0      620      372    7,988    7,740    8,360    8,732      372        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.5      0.3     95.1     98.2     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       12       18       15       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      228,918
COMMITMENTS
  13,782   10,207    4,899  196,877  205,903  215,558  221,009   13,360    7,909

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      2,308)
   1,787      657     -206    1,091    2,919    2,672    3,370     -364   -1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      4.5      2.1     86.0     89.9     94.2     96.5      5.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        4        4       43       38       49       43
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      193,264
COMMITMENTS
       6   12,829    7,306  173,868  163,689  181,180  183,824   12,084    9,440

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:     -3,174)
  -1,138   -1,961   -1,715     -681   -1,337   -3,534   -5,013      360    1,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      3.8     90.0     84.7     93.7     95.1      6.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        3       37       33       40       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      262,252
COMMITMENTS
   3,999    5,664   15,918  227,845  229,617  247,762  251,199   14,490   11,053

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      4,676)
   1,699   -5,600    2,260      479    8,526    4,438    5,186      238     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.2      6.1     86.9     87.6     94.5     95.8      5.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        3        6       41       46       47       52
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      219,247
COMMITMENTS
   7,846   19,493   20,212  181,970  172,249  210,028  211,954    9,219    7,293

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      7,885)
     -17    4,432   -1,874    6,252    4,985    4,361    7,543    3,524      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      8.9      9.2     83.0     78.6     95.8     96.7      4.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        5        7       35       33       43       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,237
COMMITMENTS
     248    1,169      341   42,889   40,633   43,478   42,143    7,759    9,094

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,586)
       0        0        0    1,372    1,553    1,372    1,553      214       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.3      0.7     83.7     79.3     84.9     82.3     15.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       16       19       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,452,412
COMMITMENTS
 923,316  165,737  1166230  1334673  2101011  3424219  3432978   28,193   19,434

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:   -131,945)
 -88,443  -26,811   10,249  -55,935 -114,863 -134,129 -131,425    2,184     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      4.8     33.8     38.7     60.9     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       23       47       97       88      149      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,158,972
COMMITMENTS
 196,006  388,266  281,506  676,428  486,961  1153940  1156733    5,032    2,239

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:   -125,915)
 -10,924   -3,253  -45,044  -71,552  -64,023 -127,520 -112,320    1,605  -13,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     33.5     24.3     58.4     42.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      23       28       37       35       33       79       77
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,283
COMMITMENTS
     325        0        0    3,908    4,233    4,233    4,233       50       50

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        275)
      25        0        0      250      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      0.0     91.2     98.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       18       19       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,648
COMMITMENTS
   2,534    2,476    1,121   26,731   27,869   30,386   31,466    1,262      182

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        960)
     -60      154      -14      998      824      924      964       36       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      7.8      3.5     84.5     88.1     96.0     99.4      4.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        5        5       32       28       38       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,856
COMMITMENTS
      38       44        0   10,690   10,515   10,728   10,559      128      297

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      766      274      766      274     -511      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.4      0.0     98.5     96.9     98.8     97.3      1.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       12       16       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,205
COMMITMENTS
   2,760       82      328   15,052   18,257   18,140   18,667    1,065      538

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        388)
       0        0        0      479      372      479      372      -91       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      0.4      1.7     78.4     95.1     94.5     97.2      5.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       20       20       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,848
COMMITMENTS
       0       80        0   12,580   12,432   12,580   12,512    1,268    1,336

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        120)
       0        0        0       96       96       96       96       24       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     90.8     89.8     90.8     90.4      9.2      9.6

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 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       33,255
COMMITMENTS
       0      900      780   29,791   30,861   30,571   32,541    2,684      714

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:       -391)
       0        0        0     -446     -390     -446     -390       55       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      2.3     89.6     92.8     91.9     97.9      8.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       25       21       27       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,650
COMMITMENTS
       0       40       60   30,388   29,610   30,448   29,710      202      940

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:       -370)
       0        0        0     -310     -370     -310     -370      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.2     99.1     96.6     99.3     96.9      0.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       19       23       20
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,982
COMMITMENTS
       0      480      160    6,187    6,704    6,347    7,344    1,635      638

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        -24)
       0        0        0      -24      -24      -24      -24        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      2.0     77.5     84.0     79.5     92.0     20.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       16       17       18
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| 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:       11,102
COMMITMENTS
      80        0        0   10,634   10,342   10,714   10,342      388      760

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:       -190)
       0        0        0     -270     -230     -270     -230       80       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     95.8     93.2     96.5     93.2      3.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       18       22       18
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,922
COMMITMENTS
       0        0        0   14,864   14,433   14,864   14,433       58      489

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,678)
       0        0        0    1,673    1,593    1,673    1,593        5       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     96.7     99.6     96.7      0.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       21       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,120,731
COMMITMENTS
 179,329  176,539  290,891  591,490  594,492  1061710  1061922   59,021   58,809

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:     -1,873)
  -5,124    3,071   -9,448   18,446   18,394    3,874   12,017   -5,747  -13,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     15.8     26.0     52.8     53.0     94.7     94.8      5.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      70       96      119       73       88      217      241
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      188,861
COMMITMENTS
  27,130   12,811   14,922  104,986  109,061  147,038  136,794   41,823   52,067

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      2,377)
   1,317      378    3,111    1,913      543    6,341    4,032   -3,964   -1,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      6.8      7.9     55.6     57.7     77.9     72.4     22.1     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        7       21       21       28       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       54,087
COMMITMENTS
     115    2,782    1,450   51,492   48,900   53,057   53,132    1,030      955

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,201)
     -25        0      200      826      876    1,001    1,076      200      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.1      2.7     95.2     90.4     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        4       41       41       47       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,561
COMMITMENTS
  18,575   33,994   26,642  115,587  101,591  160,804  162,227    8,757    7,334

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:    -24,650)
  -6,244   -4,822   -5,066  -11,277  -14,148  -22,587  -24,036   -2,063     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     20.0     15.7     68.2     59.9     94.8     95.7      5.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       18       21       21       20       43       45
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,469
COMMITMENTS
       0    7,510      620   52,912   45,438   53,532   53,568   10,937   10,901

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,638)
       0      -80        0      453    1,353      453    1,273    1,185      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      1.0     82.1     70.5     83.0     83.1     17.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       21       19       23       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,487
COMMITMENTS
       0      620        5   20,482   19,862   20,487   20,487        0        0

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      2,600)
       0      -50        5    2,595    2,645    2,600    2,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0    100.0     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        1       25       30       26       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,294
COMMITMENTS
   8,934    2,974      127    2,375    9,280   11,436   12,381    1,858      913

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        -61)
      45       81      120     -230     -284      -65      -83        4       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2     22.4      1.0     17.9     69.8     86.0     93.1     14.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      39       16        5       19       18       61       37
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,358
COMMITMENTS
   9,766    2,017      146    5,464   13,903   15,376   16,066    1,982    1,292

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        627)
     427      765       90      499      148    1,016    1,003     -389     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     11.6      0.8     31.5     80.1     88.6     92.6     11.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      34       14        3       13       23       49       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,651
COMMITMENTS
  51,042    8,968   16,234   96,597  138,874  163,873  164,076   12,778   12,575

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:     -7,337)
   1,135     -849      420   -5,694   -5,362   -4,139   -5,791   -3,198   -1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      5.1      9.2     54.7     78.6     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      36       27       34       71       81      129      122
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       12,631
COMMITMENTS
   2,505        0        0    8,883   11,606   11,388   11,606    1,243    1,025

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      0.0      0.0     70.3     91.9     90.2     91.9      9.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       18       15       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,432
COMMITMENTS
     100      350       50    7,062    6,832    7,212    7,232      220      200

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        -75)
    -200       50       50       55     -175      -95      -75       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.7      0.7     95.0     91.9     97.0     97.3      3.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       26       24       28       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,098
COMMITMENTS
   1,280      303      290   16,507   18,501   18,077   19,094    1,021        4

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        687)
       0        0        0      583      683      583      683      104        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      1.6      1.5     86.4     96.9     94.7    100.0      5.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       27       24       30       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,991
COMMITMENTS
      80        0      260    5,855    6,441    6,195    6,701      796      290

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        458)
      40     -335      260     -102      458      198      383      260       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      3.7     83.8     92.1     88.6     95.9     11.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       16       15       18       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,725
COMMITMENTS
     100      200        0    6,575    6,475    6,675    6,675       50       50

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:        475)
     100      150      -50      425      375      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.0      0.0     97.8     96.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       20       26       21       27
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,818
COMMITMENTS
     668      159        0   17,247   18,536   17,915   18,695      903      123

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,424)
     279        0        0    1,108    1,424    1,387    1,424       37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.8      0.0     91.7     98.5     95.2     99.3      4.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       22       24       24       26
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,775
COMMITMENTS
       0      100       77    9,622    9,580    9,699    9,757       76       18

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,337)
       0       54      -54    1,391    1,337    1,337    1,337        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.8     98.4     98.0     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       17       22       18
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 11/25/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,411
COMMITMENTS
   4,252   13,026    1,445   30,673   22,197   36,370   36,668    3,041    2,743

CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST:      1,068)
    -204        0      378      744      885      918    1,263      150     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     33.1      3.7     77.8     56.3     92.3     93.0      7.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        4       22       27       28       33
 

Updated December 01, 2008