GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,830
COMMITMENTS
      75        0        0   27,545   27,620   27,620   27,620      210      210

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,705)
       0        0        0   -1,730   -1,730   -1,730   -1,730       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.0     99.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        0        0       35       34       36       34
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,650
COMMITMENTS
     700      595      280   15,483   15,731   16,463   16,606      187       44

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,757)
       0     -175       -5   -1,749   -1,581   -1,754   -1,761       -3        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      3.6      1.7     93.0     94.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       29       34       34       38
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,888
COMMITMENTS
     167      249       62    8,372    8,757    8,601    9,068    1,287      820

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -672)
      19       59      -95     -528     -610     -604     -646      -68      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.5      0.6     84.7     88.6     87.0     91.7     13.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        2       32       38       35       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,655
COMMITMENTS
      45       65        5    6,825    6,850    6,875    6,920      780      735

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -499)
     -50       20      -85     -216     -354     -351     -419     -148      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.8      0.1     89.2     89.5     89.8     90.4     10.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        1       40       42       42       44
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,186
COMMITMENTS
       0      219        0    3,337    3,225    3,337    3,444      849      742

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:         66)
       0       20        0      103      138      103      158      -37      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0     79.7     77.0     79.7     82.3     20.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18       20       18       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      218,117
COMMITMENTS
  22,647   16,674   28,109  134,616  146,496  185,372  191,279   32,745   26,838

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -5,842)
  -1,332       60   -3,046   -3,995   -4,249   -8,373   -7,235    2,531    1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      7.6     12.9     61.7     67.2     85.0     87.7     15.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      22       27       35       59       60      104      104
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,606
COMMITMENTS
     103    1,038      380   10,983   10,048   11,466   11,466      140      140

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -3,576)
      42     -815      140   -3,643   -2,726   -3,461   -3,401     -115     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      8.9      3.3     94.6     86.6     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        1       30       40       32       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,781
COMMITMENTS
       0       25        0    9,176    9,631    9,176    9,656      605      125

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -759)
       0      -25        0     -744     -734     -744     -759      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     93.8     98.5     93.8     98.7      6.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       21       24       21       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      714,276
COMMITMENTS
  80,695  234,434  265,543  293,148  180,440  639,386  680,417   74,890   33,859

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -4,240)
    -967    1,067   -3,401   -3,559      457   -7,927   -1,877    3,687   -2,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     32.8     37.2     41.0     25.3     89.5     95.3     10.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      56       58       74       71       55      174      148
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,136
COMMITMENTS
       0    3,286    3,101   85,489   81,749   88,590   88,136    6,546    7,000

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,441)
     -44      305     -407     -639     -903   -1,090   -1,005     -351     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      3.3     89.9     85.9     93.1     92.6      6.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       24       24       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,847
COMMITMENTS
   2,624    5,141    3,383   37,127   26,282   43,134   34,806    7,713   16,041

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -6,110)
      83     -600   -1,209   -6,132   -6,581   -7,258   -8,390    1,148    2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     10.1      6.7     73.0     51.7     84.8     68.5     15.2     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        2       14       11       16       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,079
COMMITMENTS
   1,911      947      428   73,597   71,069   75,936   72,444    6,143    9,635

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -8,564)
    -279      -48        0   -9,422  -10,929   -9,701  -10,977    1,137    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.2      0.5     89.7     86.6     92.5     88.3      7.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       26       26       28       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,565
COMMITMENTS
       0        0        0   73,165   63,184   73,165   63,184   14,400   24,381

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,592)
       0        0        0     -190   -1,643     -190   -1,643   -1,402       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.6     72.2     83.6     72.2     16.4     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       17       17       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,092
COMMITMENTS
   6,731    1,625    3,591   57,947   57,118   68,269   62,334    5,823   11,758

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -3,273)
  -1,891      -99     -248    1,350   -3,268     -789   -3,615   -2,484      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      2.2      4.8     78.2     77.1     92.1     84.1      7.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       23       26       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,141
COMMITMENTS
   2,682    6,617    3,454   68,297   64,820   74,433   74,891    8,708    8,250

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -8,632)
     653   -1,353     -200   -9,675  -10,198   -9,222  -11,751      590    3,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      8.0      4.2     82.1     78.0     89.5     90.1     10.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        3       22       26       26       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,960
COMMITMENTS
  17,522        0    4,262   68,552   78,088   90,336   82,350    8,624   16,610

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -7,615)
   2,747     -372     -142   -9,073   -6,484   -6,468   -6,998   -1,147     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      0.0      4.3     69.3     78.9     91.3     83.2      8.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        3       18       25       21       28
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,825
COMMITMENTS
   2,968    7,062    2,180   27,633   22,823   32,781   32,065    4,044    4,760

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -3,681)
     350        0     -569   -2,496   -2,676   -2,715   -3,245     -966     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     19.2      5.9     75.0     62.0     89.0     87.1     11.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       15       14       18       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,352
COMMITMENTS
     630    8,307   19,182   56,017   47,753   75,829   75,242    5,523    6,110

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -3,552)
    -124      180     -281   -2,624   -4,204   -3,029   -4,305     -523      753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     10.2     23.6     68.9     58.7     93.2     92.5      6.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       14       13       18       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,872
COMMITMENTS
       0        0        0   47,353   46,116   47,353   46,116    7,519    8,756

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -5,566)
       0        0        0   -4,760   -5,521   -4,760   -5,521     -806      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.3     84.0     86.3     84.0     13.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       20       22       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,567
COMMITMENTS
   1,860    3,381    6,511   67,324   63,400   75,695   73,292    9,872   12,275

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -6,568)
    -717   -1,083     -492   -5,615   -3,784   -6,824   -5,359      256   -1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      4.0      7.6     78.7     74.1     88.5     85.7     11.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        4       24       25       29       30
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,074
COMMITMENTS
   8,444   19,373   19,699   71,313   64,565   99,456  103,637   17,618   13,437

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -5,326)
     907     -224   -1,555   -4,717   -5,041   -5,365   -6,820       39    1,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     16.5     16.8     60.9     55.1     85.0     88.5     15.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        6       24       23       30       29
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,719
COMMITMENTS
  13,890    1,038   10,698   91,869   96,087  116,457  107,823    7,262   15,896

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -8,523)
  -1,112   -1,643       31   -7,843   -9,114   -8,924  -10,726      401    2,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.8      8.6     74.3     77.7     94.1     87.2      5.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        5       19       20       24       25
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      216,890
COMMITMENTS
  10,983    7,610    5,646  184,110  194,339  200,739  207,595   16,151    9,295

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -12,028)
  -2,799   -2,597      747  -12,767  -11,564  -14,819  -13,414    2,791    1,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      3.5      2.6     84.9     89.6     92.6     95.7      7.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        3       37       32       42       36
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,238
COMMITMENTS
       0    9,658    5,442  160,506  157,492  165,948  172,592   16,290    9,646

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -11,026)
      -6   -3,171   -1,864  -13,362   -6,197  -15,232  -11,232    4,206      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      3.0     88.1     86.4     91.1     94.7      8.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        2       35       31       37       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      250,020
COMMITMENTS
   1,244    5,927   15,009  216,491  217,492  232,744  238,428   17,276   11,592

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -12,232)
  -2,755      263     -909  -11,354  -12,125  -15,018  -12,771    2,786      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.4      6.0     86.6     87.0     93.1     95.4      6.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        4        5       39       43       44       48
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      212,997
COMMITMENTS
   4,204   23,340   18,611  182,045  164,376  204,860  206,327    8,137    6,670

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -6,250)
  -3,642    3,847   -1,601       75   -7,873   -5,168   -5,627   -1,082     -623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     11.0      8.7     85.5     77.2     96.2     96.9      3.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        5        5       34       32       40       38
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,927
COMMITMENTS
       0    1,504        0   39,909   37,167   39,909   38,671    7,018    8,256

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -4,310)
    -248      335     -341   -2,980   -3,466   -3,569   -3,472     -741     -838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     85.0     79.2     85.0     82.4     15.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       16       17       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,458,776
COMMITMENTS
 910,711  158,368  1169488  1349056  2111196  3429255  3439052   29,521   19,724

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:      6,364)
 -12,605   -7,369    3,258   14,383   10,185    5,036    6,074    1,328      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      4.6     33.8     39.0     61.0     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       23       46       97       88      148      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,187,629
COMMITMENTS
 202,897  379,709  293,305  685,739  511,762  1181941  1184776    5,688    2,853

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     28,657)
   6,891   -8,557   11,799    9,311   24,801   28,001   28,043      656      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     32.0     24.7     57.7     43.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       26       38       35       33       78       78
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,433
COMMITMENTS
     350        0      200    2,783    3,133    3,333    3,333      100      100

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -850)
      25        0      200   -1,125   -1,100     -900     -900       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.0      5.8     81.1     91.3     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       11       17       12       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,192
COMMITMENTS
   2,130    3,060      363   26,156   26,326   28,649   29,749    1,543      443

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,456)
    -404      584     -758     -575   -1,543   -1,737   -1,717      281      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     10.1      1.2     86.6     87.2     94.9     98.5      5.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        4        4       29       25       34       32
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,157
COMMITMENTS
       0        0        0   10,029    9,837   10,029    9,837      128      320

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -699)
     -38      -44        0     -661     -678     -699     -722        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     96.8     98.7     96.8      1.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       12       13       12
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,460
COMMITMENTS
   2,680       82      338   14,325   17,544   17,343   17,964    1,117      496

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -745)
     -80        0       10     -727     -713     -797     -703       52      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.4      1.8     77.6     95.0     93.9     97.3      6.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       19       20       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,326
COMMITMENTS
       0       40        0   12,122   11,988   12,122   12,028    1,204    1,298

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -522)
       0      -40        0     -458     -444     -458     -484      -64      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     91.0     90.0     91.0     90.3      9.0      9.7

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 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       33,570
COMMITMENTS
      40      720      720   30,033   31,461   30,793   32,901    2,777      669

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        315)
      40     -180      -60      242      600      222      360       93      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.1      2.1     89.5     93.7     91.7     98.0      8.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       24       21       26       22
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,324
COMMITMENTS
      80        0       20   29,024   28,402   29,124   28,422      200      902

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,326)
      80      -40      -40   -1,364   -1,208   -1,324   -1,288       -2      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.1     99.0     96.9     99.3     96.9      0.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       19       23       20
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,206
COMMITMENTS
       0      560        0    5,597    6,010    5,597    6,570    1,609      636

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -776)
       0       80     -160     -590     -694     -750     -774      -26       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      0.0     77.7     83.4     77.7     91.2     22.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       15       16       16
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       10,428
COMMITMENTS
      40        0        0   10,104    9,750   10,144    9,750      284      678

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -674)
     -40        0        0     -530     -592     -570     -592     -104      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     96.9     93.5     97.3     93.5      2.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       17       22       17
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,644
COMMITMENTS
       0        0        0   14,624   14,240   14,624   14,240       20      404

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -278)
       0        0        0     -240     -193     -240     -193      -38      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.9     97.2     99.9     97.2      0.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       21       21       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,147,475
COMMITMENTS
 180,960  178,711  302,274  598,755  596,533  1081989  1077518   65,486   69,957

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     26,744)
   1,631    2,172   11,383    7,265    2,041   20,279   15,596    6,465   11,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     15.6     26.3     52.2     52.0     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      69       93      119       80       92      224      241
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,166
COMMITMENTS
  23,394   10,653   13,070   98,734  111,030  135,198  134,753   38,968   39,413

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -14,695)
  -3,736   -2,158   -1,852   -6,252    1,969  -11,840   -2,041   -2,855  -12,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      6.1      7.5     56.7     63.7     77.6     77.4     22.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        5       22       23       28       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,855
COMMITMENTS
     765    2,597      625   44,303   42,333   45,693   45,555    1,162    1,300

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -7,232)
     650     -185     -825   -7,189   -6,567   -7,364   -7,577      132      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.5      1.3     94.6     90.3     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        2       40       40       45       44
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,646
COMMITMENTS
  19,249   33,162   26,044  115,592  102,303  160,885  161,509    8,761    8,137

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:         85)
     674     -832     -598        5      712       81     -718        4      803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     19.5     15.4     68.1     60.3     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       17       21       21       20       43       44
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,932
COMMITMENTS
       0    7,700       10   52,590   42,598   52,600   50,308    9,332   11,624

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -2,537)
       0      190     -610     -322   -2,840     -932   -3,260   -1,605      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.4      0.0     84.9     68.8     84.9     81.2     15.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       20       17       21       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,772
COMMITMENTS
       0      420       65   19,707   19,287   19,772   19,772        0        0

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -715)
       0     -200       60     -775     -575     -715     -715        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.3     99.7     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        1       24       29       25       32
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,056
COMMITMENTS
   9,005    3,200       50    2,343    8,818   11,398   12,068    1,658      988

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -238)
      71      226      -77      -32     -462      -38     -313     -200       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.0     24.5      0.4     17.9     67.5     87.3     92.4     12.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       20        1       19       20       57       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,325
COMMITMENTS
   8,993    2,108      141    5,566   13,461   14,700   15,710    2,625    1,615

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        -33)
    -773       91       -5      102     -442     -676     -356      643      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     12.2      0.8     32.1     77.7     84.8     90.7     15.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      31       14        3       15       22       48       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      175,674
COMMITMENTS
  52,436    7,647   15,787   94,345  140,348  162,568  163,782   13,106   11,892

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -977)
   1,394   -1,321     -447   -2,252    1,474   -1,305     -294      328     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      4.4      9.0     53.7     79.9     92.5     93.2      7.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      35       25       31       71       82      125      121
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,085
COMMITMENTS
   1,850        0        0   11,311   13,305   13,161   13,305      924      780

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:      1,454)
    -655        0        0    2,428    1,699    1,773    1,699     -319     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.0      0.0     80.3     94.5     93.4     94.5      6.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       18       14       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,327
COMMITMENTS
     100       50      150    5,877    5,927    6,127    6,127      200      200

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,105)
       0     -300      100   -1,185     -905   -1,085   -1,105      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.8      2.4     92.9     93.7     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       26       23       29       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,094
COMMITMENTS
   1,380      489        4   14,704   16,593   16,088   17,086    1,006        8

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -2,004)
     100      186     -286   -1,803   -1,908   -1,989   -2,008      -15        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      2.9      0.0     86.0     97.1     94.1    100.0      5.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       26       22       28       24
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,568
COMMITMENTS
     100        0      200    5,737    6,583    6,037    6,783    1,531      785

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        577)
      20        0      -60     -118      142     -158       82      735      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      2.6     75.8     87.0     79.8     89.6     20.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       13       16       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,365
COMMITMENTS
      50      300        0    6,290    6,065    6,340    6,365       25        0

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -360)
     -50      100        0     -285     -410     -335     -310      -25      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      4.7      0.0     98.8     95.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       18       19       19       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,088
COMMITMENTS
     336       96       72   17,819   18,776   18,227   18,944      861      144

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        270)
    -332      -63       72      572      240      312      249      -42       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.5      0.4     93.4     98.4     95.5     99.2      4.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       21       20       23       22
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,944
COMMITMENTS
       0      120       57    8,815    8,749    8,872    8,926       72       18

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -831)
       0       20      -20     -807     -831     -827     -831       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.6     98.6     97.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       18       17       19
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 12/02/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,600
COMMITMENTS
   4,291   13,101    1,418   29,850   21,271   35,559   35,790    3,041    2,810

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -811)
      39       75      -27     -823     -926     -811     -878        0       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     33.9      3.7     77.3     55.1     92.1     92.7      7.9      7.3

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

Updated December 05, 2008