GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,735
COMMITMENTS
      75        0        0   34,460   34,655   34,535   34,655      200       80

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      1,046)
       0        0        0    1,136    1,136    1,136    1,136      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.2     99.8     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        0        0       36       35       37       35
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,261
COMMITMENTS
     725      240      355   22,994   23,616   24,074   24,211      187       50

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:         93)
       0      120        0       93      -27       93       93        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.0      1.5     94.8     97.3     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        3       31       34       35       38
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,506
COMMITMENTS
   1,679        0      268    4,645    6,241    6,592    6,509      914      997

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        347)
     250        0      -35       92      299      307      264       40       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      0.0      3.6     61.9     83.1     87.8     86.7     12.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       19       20       20       21
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,004
COMMITMENTS
       0      149      154   10,369   11,075   10,523   11,378    1,481      626

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        265)
       0      -30       35      -15      221       20      226      245       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      1.3     86.4     92.3     87.7     94.8     12.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        3        2       34       42       36       45
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,282
COMMITMENTS
      74      110       95    8,470    8,419    8,639    8,624      643      658

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        717)
     -70       45       10      781      652      721      707       -4       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.2      1.0     91.3     90.7     93.1     92.9      6.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        3        3       43       45       46       50
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,044
COMMITMENTS
       0      269        0    4,140    4,220    4,140    4,489      904      555

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        130)
       0       10        0      147      255      147      265      -17     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      0.0     82.1     83.7     82.1     89.0     17.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       25       19       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      228,371
COMMITMENTS
  23,565   18,753   23,840  146,054  158,789  193,459  201,382   34,912   26,989

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      4,698)
   1,556    4,407   -1,786    5,533    3,562    5,303    6,183     -605   -1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      8.2     10.4     64.0     69.5     84.7     88.2     15.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      21       23       38       64       65      111      108
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,381
COMMITMENTS
     503    1,088      330   15,408   14,823   16,241   16,241      140      140

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      1,050)
     400        0     -300      850    1,400      950    1,100      100      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      6.6      2.0     94.1     90.5     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        5        1       36       42       38       48
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,856
COMMITMENTS
      75       25        0   10,176   10,556   10,251   10,581      605      275

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      400      250      400      250        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.2      0.0     93.7     97.2     94.4     97.5      5.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       21       25       22       26
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      688,851
COMMITMENTS
  79,264  233,877  252,798  295,732  175,867  627,794  662,542   61,057   26,309

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:    -23,442)
    -674   -8,895   -3,044   -5,687   -2,515   -9,405  -14,454  -14,037   -8,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     34.0     36.7     42.9     25.5     91.1     96.2      8.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      56       66       85       73       55      180      163
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,486
COMMITMENTS
      30      381    2,952   91,077   86,641   94,059   89,974    6,427   10,512

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      3,347)
     -72      308     -207    3,502    3,262    3,223    3,363      124      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      2.9     90.6     86.2     93.6     89.5      6.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       25       26       27       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,123
COMMITMENTS
   3,022    2,768    4,456   42,181   33,818   49,659   41,042    7,464   16,081

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      1,534)
     398     -154       19      -53      359      364      224    1,170    1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.8      7.8     73.8     59.2     86.9     71.8     13.1     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       16       15       18       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,403
COMMITMENTS
   2,125      760      516   75,982   75,725   78,623   77,001    6,780    8,402

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:         48)
       0      -62        0     -250    1,790     -250    1,728      298   -1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.9      0.6     89.0     88.7     92.1     90.2      7.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        2       27       26       30       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,928
COMMITMENTS
       0        0        0   85,567   79,793   85,567   79,793   13,361   19,135

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      2,680)
       0        0        0    1,191    2,624    1,191    2,624    1,489       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.5     80.7     86.5     80.7     13.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       22       21       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,441
COMMITMENTS
     680    4,617    6,993   31,719   28,048   39,392   39,658    2,049    1,783

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:          7)
       0      634      137        0     -857      137      -86     -130       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     11.1     16.9     76.5     67.7     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        3       13       13       16       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,813
COMMITMENTS
   5,580    1,581    3,241   58,759   59,840   67,580   64,662    6,233    9,151

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        881)
       0      549     -327      867      626      540      848      341       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.1      4.4     79.6     81.1     91.6     87.6      8.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       25       25       27       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,321
COMMITMENTS
     978    6,574    5,527   75,879   71,545   82,384   83,646    6,937    5,675

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        132)
    -617      283      379    1,760     -290    1,522      372   -1,390     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      7.4      6.2     85.0     80.1     92.2     93.6      7.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        3       27       30       31       35
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,032
COMMITMENTS
  19,114        0    3,722   72,014   82,566   94,850   86,288   11,182   19,744

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      2,075)
     197        0     -274      820    2,465      743    2,191    1,332     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.0      3.5     67.9     77.9     89.5     81.4     10.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       19       26       22       29
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,256
COMMITMENTS
   4,836    7,062      899   28,109   24,023   33,844   31,984    4,412    6,272

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        598)
     179        0     -207      504      815      476      608      122      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     18.5      2.3     73.5     62.8     88.5     83.6     11.5     16.4

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 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,116
COMMITMENTS
     630   11,563   16,969   58,735   47,430   76,334   75,962    5,782    6,154

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        482)
       0      604     -122      604        0      482      482        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     14.1     20.7     71.5     57.8     93.0     92.5      7.0      7.5

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 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,679
COMMITMENTS
       0        0        0   50,194   48,329   50,194   48,329    7,485    9,350

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        104)
       0        0        0      104     -124      104     -124        0      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.0     83.8     87.0     83.8     13.0     16.2

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 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,548
COMMITMENTS
   6,469    2,218    5,806   67,628   69,400   79,903   77,424    9,645   12,124

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:     -1,616)
   1,910     -277   -1,456   -1,997     -344   -1,543   -2,077      -73      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.5      6.5     75.5     77.5     89.2     86.5     10.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        4       25       28       30       33
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,587
COMMITMENTS
   8,364   21,160   18,722   76,430   66,534  103,516  106,416   18,071   15,171

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        698)
   1,313      712      -48     -718       62      547      726      151      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     17.4     15.4     62.9     54.7     85.1     87.5     14.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        5       24       23       29       29
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,580
COMMITMENTS
   7,013    2,651   12,150   99,704   98,046  118,867  112,847    7,713   13,733

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        637)
  -2,171       80    1,189    1,985      -84    1,003    1,185     -366     -548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.1      9.6     78.8     77.5     93.9     89.2      6.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        5       21       24       26       29
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      230,033
COMMITMENTS
  11,174   11,914    5,253  204,278  206,435  220,705  223,602    9,328    6,431

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      3,796)
   1,272      328     -845    7,829    5,705    8,256    5,188   -4,460   -1,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      5.2      2.3     88.8     89.7     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        3        4       42       35       48       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      184,305
COMMITMENTS
       0   10,620    5,210  163,225  158,428  168,435  174,258   15,870   10,047

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      4,363)
       0       86      -45    4,374    4,047    4,329    4,088       34      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      2.8     88.6     86.0     91.4     94.5      8.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        5        3       34       30       37       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      268,016
COMMITMENTS
      98    9,063   15,827  232,681  229,397  248,606  254,287   19,410   13,729

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      2,702)
  -1,120    3,467   -1,393    5,225   -1,357    2,712      717      -10    1,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      5.9     86.8     85.6     92.8     94.9      7.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        4        5       41       42       46       47
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      220,382
COMMITMENTS
   5,759   19,265   18,444  191,018  175,078  215,221  212,787    5,161    7,595

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      3,300)
   1,555   -4,813    2,709    2,010    5,828    6,274    3,724   -2,974     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      8.7      8.4     86.7     79.4     97.7     96.6      2.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        7       35       33       43       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,426
COMMITMENTS
       0    1,504        0   41,919   40,218   41,919   41,722    7,507    7,704

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        785)
       0        0        0      750    2,039      750    2,039       35   -1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0     84.8     81.4     84.8     84.4     15.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       17       18       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,441,094
COMMITMENTS
 845,395  163,332  1144105  1421350  2112888  3410850  3420325   30,244   20,769

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:    -18,898)
 -28,048   -4,952  -12,556   19,560   -2,209  -21,044  -19,717    2,146      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      4.7     33.2     41.3     61.4     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      26       28       48      110       98      162      152
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,305,389
COMMITMENTS
 206,123  331,530  350,302  743,735  619,708  1300160  1301540    5,229    3,849

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:     34,307)
 -15,221  -13,878   17,997   31,810   29,942   34,586   34,061     -279      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     25.4     26.8     57.0     47.5     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      26       30       39       37       35       83       84
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,089
COMMITMENTS
     350        0      250    3,489    3,839    4,089    4,089        0        0

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:       -200)
       0        0        0     -100     -100     -100     -100     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      6.1     85.3     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       14       18       15       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,115
COMMITMENTS
   2,170    1,712      979   29,188   30,251   32,337   32,942      778      173

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        -36)
    -100   -1,340      418     -370      926      -52        4       16      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      5.2      3.0     88.1     91.4     97.7     99.5      2.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        7       34       33       41       42
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| 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 12/16/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,974
COMMITMENTS
   2,680      122      340   15,754   18,796   18,774   19,258    1,200      716

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      0.6      1.7     78.9     94.1     94.0     96.4      6.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       19       22       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,992
COMMITMENTS
       0        0        0   12,860   12,694   12,860   12,694    1,132    1,298

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:         95)
       0        0        0      199       91      199       91     -104        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.9     90.7     91.9     90.7      8.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       17       18       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       34,602
COMMITMENTS
      40      720      720   30,998   32,353   31,758   33,793    2,844      809

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:         30)
       0        0        0     -125       10     -125       10      155       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.1      2.1     89.6     93.5     91.8     97.7      8.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       27       22       29       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,881
COMMITMENTS
     100        0       20   29,497   28,919   29,617   28,939      264      942

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:         87)
       0        0        0       75      567       75      567       12     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.1     98.7     96.8     99.1     96.8      0.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       21       23       22
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,108
COMMITMENTS
      80        0        0   10,498   10,658   10,578   10,658      530      450

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     94.5     95.9     95.2     95.9      4.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       16       16       16
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,608
COMMITMENTS
      40      560        0    6,015    6,324    6,055    6,884    1,553      724

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      130      120      130      120      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.4      0.0     79.1     83.1     79.6     90.5     20.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       16       16       17       17
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| 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:       10,554
COMMITMENTS
      40        0        0   10,214    9,666   10,254    9,666      300      888

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        -12)
       0        0        0      -12      -12      -12      -12        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     96.8     91.6     97.2     91.6      2.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       18       23       18
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,632
COMMITMENTS
       0        0        0   16,504   16,114   16,504   16,114      128      518

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        192)
       0        0        0      202      302      202      302      -10     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     96.9     99.2     96.9      0.8      3.1

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 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,135,539
COMMITMENTS
 215,665  143,095  307,814  550,623  621,312  1074102  1072221   61,437   63,318

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:    -31,371)
   9,825    1,375   -3,168  -16,273   -6,351   -9,616   -8,144  -21,755  -23,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     12.6     27.1     48.5     54.7     94.6     94.4      5.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      78       92      121       75       87      226      237
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      182,502
COMMITMENTS
  22,676   10,600   14,326  102,212  112,765  139,214  137,691   43,288   44,811

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      3,176)
     352   -1,071      621     -153    2,528      820    2,078    2,356    1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      5.8      7.8     56.0     61.8     76.3     75.4     23.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        6       22       23       28       31
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       55,517
COMMITMENTS
   1,140    3,196      725   53,002   50,893   54,867   54,814      650      703

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      4,513)
     325    1,746      125    4,188    2,714    4,638    4,585     -125      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.8      1.3     95.5     91.7     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        2       39       43       44       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      165,707
COMMITMENTS
  16,792   31,350   23,455  117,213  102,808  157,460  157,613    8,247    8,094

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:     -8,341)
  -2,083   -1,306   -3,844   -1,975   -2,867   -7,902   -8,017     -439     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     18.9     14.2     70.7     62.0     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       16       19       22       21       42       43
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       67,735
COMMITMENTS
       0    6,860      195   56,309   45,475   56,504   52,530   11,231   15,205

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      2,846)
       0     -150        0    3,182    1,158    3,182    1,008     -336    1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.1      0.3     83.1     67.1     83.4     77.6     16.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       21       19       22       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,720
COMMITMENTS
       0      645       65   22,655   22,010   22,720   22,720        0        0

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      1,625)
       0      150        0    1,625    1,475    1,625    1,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.3     99.7     96.9    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 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,557
COMMITMENTS
   8,850    3,447       46    2,002    8,020   10,898   11,513    1,659    1,044

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:       -105)
     -63      -59      -15        7      -48      -71     -122      -34       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     27.5      0.4     15.9     63.9     86.8     91.7     13.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      37       20        1       19       20       57       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       18,191
COMMITMENTS
   9,467    1,778      213    5,495   14,345   15,175   16,336    3,016    1,855

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      1,146)
     587       28      113      252      857      952      998      194      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0      9.8      1.2     30.2     78.9     83.4     89.8     16.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      31       13        5       15       22       49       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      201,659
COMMITMENTS
  58,082    7,297   13,891  115,086  169,302  187,059  190,490   14,600   11,169

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:       -734)
      45      765     -206      -15   -1,423     -176     -864     -558      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      3.6      6.9     57.1     84.0     92.8     94.5      7.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      40       20       31       81       85      136      123
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,783
COMMITMENTS
     410        0      157   12,042   12,579   12,609   12,736    5,174    5,047

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:         75)
    -180        0       87      144      864       51      951       24     -876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.9     67.7     70.7     70.9     71.6     29.1     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       17       16       18
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,453
COMMITMENTS
   1,462        0      150   13,002   13,806   14,614   13,956      839    1,497

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        577)
       0        0        0      537      120      537      120       40      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      1.0     84.1     89.3     94.6     90.3      5.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       14       18       15       19
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,727
COMMITMENTS
       0       50      150    6,377    6,327    6,527    6,527      200      200

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:       -125)
    -100        0        0      -25     -125     -125     -125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      2.2     94.8     94.1     97.0     97.0      3.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        2       30       24       32       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,577
COMMITMENTS
     360      264        0   20,927   22,279   21,287   22,543    1,290       34

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      1,748)
    -157        0      -28    1,808    1,756    1,623    1,728      125       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.2      0.0     92.7     98.7     94.3     99.8      5.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        0       29       27       30       28
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,748
COMMITMENTS
       0      100      100    8,782    9,603    8,882    9,803    1,866      945

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        490)
       0        0      -75      475      500      400      425       90       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.9     81.7     89.3     82.6     91.2     17.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       17       15       18       16
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,395
COMMITMENTS
     175      300        0    8,220    8,095    8,395    8,395        0        0

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        980)
      50        0        0      930      980      980      980        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.6      0.0     97.9     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        0       25       21       28       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,230
COMMITMENTS
     300      168      108   19,174   19,810   19,582   20,086      648      144

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        339)
       0      -87        0      168      426      168      339      171        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.8      0.5     94.8     97.9     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       23       22       25       23
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,769
COMMITMENTS
      95        0        0    9,518    9,682    9,613    9,682      156       87

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:        228)
      95        0        0      133      228      228      228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     97.4     99.1     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       20       19       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 12/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       43,939
COMMITMENTS
   3,351    9,499    1,921   34,795   31,980   40,067   43,400    3,872      539

CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST:      3,106)
    -264   -2,859      312    3,286    8,245    3,334    5,698     -228   -2,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     21.6      4.4     79.2     72.8     91.2     98.8      8.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        4        4       25       27       33       33
 

Updated January 2, 2009