GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,349 COMMITMENTS 75 0 0 31,931 32,126 32,006 32,126 343 223 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 4,519) 0 0 0 4,386 4,506 4,386 4,506 133 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 98.7 99.3 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 0 0 37 33 38 33 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,527 COMMITMENTS 600 595 280 17,385 17,533 18,265 18,408 262 119 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,877) -100 0 0 1,902 1,802 1,802 1,802 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.2 1.5 93.8 94.6 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 3 30 34 34 38 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,887 COMMITMENTS 0 233 53 9,455 9,887 9,508 10,173 1,379 714 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 999) -167 -16 -9 1,083 1,130 907 1,105 92 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.5 86.8 90.8 87.3 93.4 12.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 3 3 34 40 37 43 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,173 COMMITMENTS 30 65 5 7,382 7,419 7,417 7,489 756 684 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 518) -15 0 0 557 569 542 569 -24 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.1 90.3 90.8 90.8 91.6 9.2 8.4 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,652 COMMITMENTS 0 259 0 3,738 3,723 3,738 3,982 914 670 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 466) 0 40 0 401 498 401 538 65 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 0.0 80.4 80.0 80.4 85.6 19.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 22 19 23 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 221,042 COMMITMENTS 19,455 15,476 29,050 139,924 149,247 188,429 193,773 32,613 27,269 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,925) -3,192 -1,198 941 5,308 2,751 3,057 2,494 -132 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 7.0 13.1 63.3 67.5 85.2 87.7 14.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 23 23 38 67 69 114 113 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,946 COMMITMENTS 153 1,038 580 13,073 12,188 13,806 13,806 140 140 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,340) 50 0 200 2,090 2,140 2,340 2,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 7.4 4.2 93.7 87.4 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 4 1 33 41 35 46 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,756 COMMITMENTS 0 25 0 10,151 10,606 10,151 10,631 605 125 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 975) 0 0 0 975 975 975 975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 94.4 98.6 94.4 98.8 5.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 22 25 22 26 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 716,408 COMMITMENTS 83,331 242,142 257,511 299,191 179,203 640,033 678,856 76,375 37,552 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,132) 2,636 7,708 -8,032 6,043 -1,237 647 -1,561 1,485 3,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 33.8 35.9 41.8 25.0 89.3 94.8 10.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 60 57 78 75 59 180 156 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,903 COMMITMENTS 0 4,057 2,875 87,732 80,495 90,607 87,427 6,296 9,476 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,767) 0 771 -226 2,243 -1,254 2,017 -709 -250 2,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 3.0 90.5 83.1 93.5 90.2 6.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 2 25 25 27 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,875 COMMITMENTS 2,624 2,988 3,852 39,875 29,781 46,351 36,621 7,524 17,254 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 3,028) 0 -2,153 469 2,748 3,499 3,217 1,815 -189 1,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.5 7.1 74.0 55.3 86.0 68.0 14.0 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 16 13 18 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,020 COMMITMENTS 1,709 959 630 76,255 73,135 78,594 74,724 6,426 10,296 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,941) -202 12 202 2,658 2,066 2,658 2,280 283 661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.1 0.7 89.7 86.0 92.4 87.9 7.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 1 27 25 29 27 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 92,492 COMMITMENTS 0 0 0 78,908 73,469 78,908 73,469 13,584 19,023 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 4,927) 0 0 0 5,743 10,285 5,743 10,285 -816 -5,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.3 79.4 85.3 79.4 14.7 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 21 21 21 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,194 COMMITMENTS 5,580 1,911 3,548 57,687 57,035 66,815 62,494 6,379 10,700 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -898) -1,151 286 -43 -260 -83 -1,454 160 556 -1,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.6 4.8 78.8 77.9 91.3 85.4 8.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 24 24 26 25 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 87,257 COMMITMENTS 3,082 6,141 4,662 70,883 69,578 78,627 80,381 8,630 6,876 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 4,116) 400 -476 1,208 2,586 4,758 4,194 5,490 -78 -1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 7.0 5.3 81.2 79.7 90.1 92.1 9.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 5 3 24 27 28 33 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 104,819 COMMITMENTS 18,805 534 4,615 71,590 82,210 95,010 87,359 9,809 17,460 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 5,859) 1,283 534 353 3,038 4,122 4,674 5,009 1,185 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 0.5 4.4 68.3 78.4 90.6 83.3 9.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 3 20 26 23 29 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,630 COMMITMENTS 4,932 7,062 924 27,484 23,362 33,340 31,348 4,290 6,282 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 805) 1,964 0 -1,256 -149 539 559 -717 246 1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 18.8 2.5 73.0 62.1 88.6 83.3 11.4 16.7 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 80,505 COMMITMENTS 630 9,450 17,269 57,021 47,554 74,920 74,273 5,585 6,232 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -847) 0 1,143 -1,913 1,004 -199 -909 -969 62 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 11.7 21.5 70.8 59.1 93.1 92.3 6.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 13 13 17 16 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,403 COMMITMENTS 0 0 0 47,766 46,771 47,766 46,771 7,637 8,632 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 531) 0 0 0 413 655 413 655 118 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.2 84.4 86.2 84.4 13.8 15.6 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 87,613 COMMITMENTS 2,514 4,296 6,447 68,550 64,903 77,511 75,646 10,102 11,967 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,046) 654 915 -64 1,226 1,503 1,816 2,354 230 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.9 7.4 78.2 74.1 88.5 86.3 11.5 13.7 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 120,053 COMMITMENTS 7,250 21,963 18,010 75,751 64,700 101,011 104,673 19,042 15,380 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,979) -1,194 2,590 -1,689 4,438 135 1,555 1,036 1,424 1,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 18.3 15.0 63.1 53.9 84.1 87.2 15.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 5 23 22 28 28 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 123,877 COMMITMENTS 10,564 1,894 10,686 93,663 97,600 114,913 110,180 8,964 13,697 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 158) -3,326 856 -12 1,794 1,513 -1,544 2,357 1,702 -2,199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 1.5 8.6 75.6 78.8 92.8 88.9 7.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 5 20 21 25 26 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 223,328 COMMITMENTS 10,231 11,577 5,632 191,895 196,336 207,758 213,545 15,570 9,783 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 6,438) -752 3,967 -14 7,785 1,997 7,019 5,950 -581 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 5.2 2.5 85.9 87.9 93.0 95.6 7.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 4 4 40 32 46 37 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 181,620 COMMITMENTS 0 9,809 5,049 160,914 156,028 165,963 170,886 15,657 10,734 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -618) 0 151 -393 408 -1,464 15 -1,706 -633 1,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 2.8 88.6 85.9 91.4 94.1 8.6 5.9 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 253,302 COMMITMENTS 452 7,925 14,780 219,810 219,184 235,042 241,889 18,260 11,413 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 3,282) -792 1,998 -229 3,319 1,692 2,298 3,461 984 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.1 5.8 86.8 86.5 92.8 95.5 7.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 4 5 41 43 46 48 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 215,377 COMMITMENTS 4,204 22,579 17,961 183,685 167,126 205,850 207,666 9,527 7,711 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,380) 0 -761 -650 1,640 2,750 990 1,339 1,390 1,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 10.5 8.3 85.3 77.6 95.6 96.4 4.4 3.6 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 48,582 COMMITMENTS 0 1,504 0 41,169 38,456 41,169 39,960 7,413 8,622 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,655) 0 0 0 1,260 1,289 1,260 1,289 395 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 84.7 79.2 84.7 82.3 15.3 17.7 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,509,396 COMMITMENTS 878,919 169,891 1186489 1417621 2134739 3483029 3491119 26,367 18,277 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 50,620) -31,792 11,523 17,001 68,565 23,543 53,774 52,067 -3,154 -1,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 4.8 33.8 40.4 60.8 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 29 24 47 103 94 154 145 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,231,652 COMMITMENTS 207,306 357,028 325,325 693,359 545,710 1225990 1228063 5,662 3,589 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 44,023) 4,409 -22,681 32,020 7,620 33,948 44,049 43,287 -26 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 29.0 26.4 56.3 44.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 22 27 39 37 34 79 80 SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265B FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,289 COMMITMENTS 350 0 250 3,589 3,939 4,189 4,189 100 100 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 856) 0 0 50 806 806 856 856 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 5.8 83.7 91.8 97.7 97.7 2.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 13 18 14 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,704 COMMITMENTS 2,130 3,040 363 26,668 26,858 29,161 30,261 1,543 443 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 512) 0 -20 0 512 532 512 512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 9.9 1.2 86.9 87.5 95.0 98.6 5.0 1.4 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,203 COMMITMENTS 0 0 0 10,075 9,883 10,075 9,883 128 320 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 46) 0 0 0 46 46 46 46 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 96.9 98.7 96.9 1.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 13 13 13 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,314 COMMITMENTS 2,680 102 340 15,094 18,176 18,114 18,618 1,200 696 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 854) 0 20 2 769 632 771 654 83 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.5 1.8 78.2 94.1 93.8 96.4 6.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 19 19 21 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,618 COMMITMENTS 0 0 0 12,470 12,404 12,470 12,404 1,148 1,214 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 292) 0 -40 0 348 416 348 376 -56 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.6 91.1 91.6 91.1 8.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 16 17 16 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 33,820 COMMITMENTS 40 720 720 30,163 31,711 30,923 33,151 2,897 669 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 250) 0 0 0 130 250 130 250 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.1 2.1 89.2 93.8 91.4 98.0 8.6 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,302 COMMITMENTS 100 0 20 28,970 28,380 29,090 28,400 212 902 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -22) 20 0 0 -54 -22 -34 -22 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.1 98.9 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 7,120 COMMITMENTS 40 560 0 5,517 5,894 5,557 6,454 1,563 666 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -86) 40 0 0 -80 -116 -40 -116 -46 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.9 0.0 77.5 82.8 78.0 90.6 22.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 16 15 17 16 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| 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: 10,524 COMMITMENTS 40 0 0 10,180 9,660 10,220 9,660 304 864 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 96) 0 0 0 76 -90 76 -90 20 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 96.7 91.8 97.1 91.8 2.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 22 19 23 19 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,069 COMMITMENTS 0 0 0 15,995 15,495 15,995 15,495 74 574 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,425) 0 0 0 1,371 1,255 1,371 1,255 54 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 96.4 99.5 96.4 0.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 23 21 23 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,168,030 COMMITMENTS 192,419 181,612 313,139 584,622 597,611 1090180 1092362 77,850 75,668 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 20,555) 11,459 2,901 10,865 -14,133 1,078 8,191 14,844 12,364 5,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 15.5 26.8 50.1 51.2 93.3 93.5 6.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 69 97 117 77 89 223 234 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 175,878 COMMITMENTS 22,168 11,698 13,466 100,660 109,492 136,294 134,656 39,584 41,222 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,712) -1,226 1,045 396 1,926 -1,538 1,096 -97 616 1,809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 6.7 7.7 57.2 62.3 77.5 76.6 22.5 23.4 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 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,593 COMMITMENTS 815 2,597 600 46,278 44,296 47,693 47,493 900 1,100 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,738) 50 0 -25 1,975 1,963 2,000 1,938 -262 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 5.3 1.2 95.2 91.2 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 3 3 40 41 45 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 169,194 COMMITMENTS 18,146 32,656 26,687 115,829 101,742 160,662 161,085 8,532 8,109 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -452) -1,103 -506 643 237 -561 -223 -424 -229 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 19.3 15.8 68.5 60.1 95.0 95.2 5.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 17 21 21 20 44 43 DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,742 COMMITMENTS 0 7,010 195 52,150 43,438 52,345 50,643 9,397 11,099 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -190) 0 -690 185 -440 840 -255 335 65 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.4 0.3 84.5 70.4 84.8 82.0 15.2 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 21 18 22 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,912 COMMITMENTS 0 495 65 19,847 19,352 19,912 19,912 0 0 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 140) 0 75 0 140 65 140 140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.3 99.7 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 4 1 25 30 26 34 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,819 COMMITMENTS 8,914 3,543 50 2,235 8,183 11,199 11,776 1,620 1,043 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -237) -91 343 0 -108 -635 -199 -292 -38 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.5 27.6 0.4 17.4 63.8 87.4 91.9 12.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 37 23 2 20 16 58 40 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,054 COMMITMENTS 8,361 2,439 61 5,382 12,011 13,804 14,511 2,250 1,543 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -1,271) -632 331 -80 -184 -1,450 -896 -1,199 -375 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 15.2 0.4 33.5 74.8 86.0 90.4 14.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 30 15 3 15 20 47 36 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,195 COMMITMENTS 58,268 7,399 17,365 100,953 154,499 176,586 179,263 13,609 10,932 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 14,521) 5,832 -248 1,578 6,608 14,151 14,018 15,481 503 -960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 3.9 9.1 53.1 81.2 92.8 94.3 7.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 38 23 30 73 87 126 127 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,690 COMMITMENTS 1,340 0 150 12,511 13,610 14,001 13,760 689 930 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 605) -510 0 150 1,200 305 840 455 -235 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 1.0 85.2 92.6 95.3 93.7 4.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 15 19 16 20 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,702 COMMITMENTS 100 50 150 6,252 6,302 6,502 6,502 200 200 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.7 2.2 93.3 94.0 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 2 27 23 30 25 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,219 COMMITMENTS 830 639 34 17,274 18,538 18,138 19,211 1,081 8 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 2,125) -550 150 30 2,570 1,945 2,050 2,125 75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.3 0.2 89.9 96.5 94.4 100.0 5.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 1 28 25 30 28 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,293 COMMITMENTS 100 0 200 7,662 8,358 7,962 8,558 1,331 735 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,725) 0 0 0 1,925 1,775 1,925 1,775 -200 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 2.2 82.4 89.9 85.7 92.1 14.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 14 18 15 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,315 COMMITMENTS 50 300 0 6,265 5,890 6,315 6,190 0 125 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -25 -175 -25 -175 -25 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.8 0.0 99.2 93.3 100.0 98.0 0.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 21 20 22 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,346 COMMITMENTS 333 96 132 18,248 18,974 18,713 19,202 633 144 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 258) -3 0 60 429 198 486 258 -228 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.5 0.7 94.3 98.1 96.7 99.3 3.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 22 21 24 23 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,444 COMMITMENTS 0 120 57 9,315 9,249 9,372 9,426 72 18 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.6 98.6 97.9 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 18 18 19 19 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,362 COMMITMENTS 3,440 12,801 1,664 31,971 23,027 37,075 37,492 3,287 2,870 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,762) -851 -300 246 2,121 1,756 1,516 1,702 246 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 31.7 4.1 79.2 57.1 91.9 92.9 8.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 3 4 23 28 29 34
Updated December 12, 2008