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