GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       35,192
COMMITMENTS
      75        0        0   34,812   35,007   34,887   35,007      305      185

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        457)
       0        0        0      352      352      352      352      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     98.9     99.5     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        0        0       36       36       37       36
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,956
COMMITMENTS
     675      120      305   23,806   24,505   24,786   24,930      170       26

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        695)
     -50     -120      -50      812      889      712      719      -17      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.5      1.2     95.4     98.2     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        3       33       36       37       40
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,661
COMMITMENTS
   1,789        0      328    4,598    6,331    6,715    6,659      946    1,002

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        155)
     110        0       60      -47       90      123      150       32        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      0.0      4.3     60.0     82.6     87.7     86.9     12.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       21       20       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,220
COMMITMENTS
       0      156      159   10,577   11,287   10,736   11,602    1,484      618

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        216)
       0        7        5      208      212      213      224        3       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      1.3     86.6     92.4     87.9     94.9     12.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        3        2       35       40       37       43
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,699
COMMITMENTS
      59       65      110    8,940    9,000    9,109    9,175      590      524

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        417)
     -15      -45       15      470      581      470      551      -53     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.7      1.1     92.2     92.8     93.9     94.6      6.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        2        3       44       47       47       51
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,113
COMMITMENTS
       0      264        0    4,215    4,268    4,215    4,532      898      581

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:         69)
       0       -5        0       75       48       75       43       -6       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0     82.4     83.5     82.4     88.6     17.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       24       19       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      226,522
COMMITMENTS
  24,550   19,080   21,445  150,154  159,762  196,149  200,287   30,373   26,235

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:     -1,849)
     985      327   -2,395    4,100      973    2,690   -1,095   -4,539     -754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      8.4      9.5     66.3     70.5     86.6     88.4     13.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      19       23       36       64       64      109      105
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       16,921
COMMITMENTS
     103    1,088        0   16,778   15,793   16,881   16,881       40       40

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        540)
    -400        0     -330    1,370      970      640      640     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      6.4      0.0     99.2     93.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        5        0       38       43       39       48
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| 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   10,706   10,251   10,731      605      125

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      150        0      150        0     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.2      0.0     93.7     98.6     94.4     98.8      5.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       21       24       22       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      671,730
COMMITMENTS
  72,327  217,141  245,334  284,297  175,635  601,958  638,110   69,772   33,620

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:    -17,121)
  -6,937  -16,736   -7,464  -11,435     -232  -25,836  -24,432    8,715    7,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     32.3     36.5     42.3     26.1     89.6     95.0     10.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      45       59       77       73       57      167      152
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,183
COMMITMENTS
     246        9    2,916   90,594   86,770   93,756   89,695    6,427   10,488

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:       -303)
     216     -372      -36     -483      129     -303     -279        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      2.9     90.4     86.6     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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,128
COMMITMENTS
   3,788    2,644    4,320   42,406   35,325   50,514   42,289    7,614   15,839

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      1,005)
     766     -124     -136      225    1,507      855    1,247      150     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      4.5      7.4     73.0     60.8     86.9     72.8     13.1     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       18       16       20       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,044
COMMITMENTS
   2,553      760      302   77,159   77,256   80,014   78,318    6,030    7,726

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        641)
     428        0     -214    1,177    1,531    1,391    1,317     -750     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.9      0.4     89.7     89.8     93.0     91.0      7.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        1       29       27       32       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,784
COMMITMENTS
       0        0        0   87,065   83,449   87,065   83,449   12,719   16,335

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        856)
       0        0        0    1,498    3,656    1,498    3,656     -642   -2,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.3     83.6     87.3     83.6     12.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       23       22       23
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,059
COMMITMENTS
     346    4,401    6,939   31,719   28,020   39,004   39,360    2,055    1,699

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:       -382)
    -334     -216      -54        0      -28     -388     -298        6      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     10.7     16.9     77.3     68.2     95.0     95.9      5.0      4.1

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,024
COMMITMENTS
   5,580    1,038    3,187   57,213   58,271   65,980   62,496    6,044    9,528

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:     -1,789)
       0     -543      -54   -1,546   -1,569   -1,600   -2,166     -189      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.4      4.4     79.4     80.9     91.6     86.8      8.4     13.2

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,005
COMMITMENTS
   1,456    5,033    6,482   78,093   75,300   86,031   86,815    6,974    6,190

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      3,684)
     478   -1,541      955    2,214    3,755    3,647    3,169       37      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.4      7.0     84.0     81.0     92.5     93.3      7.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        3       26       30       30       35
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,893
COMMITMENTS
  17,934        0    3,963   74,796   84,830   96,693   88,793   10,200   18,100

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        861)
  -1,180        0      241    2,782    2,264    1,843    2,505     -982   -1,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      0.0      3.7     70.0     79.4     90.5     83.1      9.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        3       20       27       23       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,824
COMMITMENTS
   5,188    6,206    1,133   28,091   25,213   34,412   32,552    4,412    6,272

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        568)
     352     -856      234      -18    1,190      568      568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     16.0      2.9     72.4     64.9     88.6     83.8     11.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1       15       14       18       16
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,661
COMMITMENTS
     630   10,377   18,000   57,771   48,037   76,401   76,414    6,260    6,247

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        545)
       0   -1,186    1,031     -964      607       67      452      478       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     12.6     21.8     69.9     58.1     92.4     92.4      7.6      7.6

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,866
COMMITMENTS
       0        0        0   51,381   49,088   51,381   49,088    7,485    9,778

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      1,187)
       0        0        0    1,187      759    1,187      759        0      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.3     83.4     87.3     83.4     12.7     16.6

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,145
COMMITMENTS
   5,459    2,525    6,477   69,628   70,311   81,564   79,313    9,581   11,832

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      1,597)
  -1,010      307      671    2,000      911    1,661    1,889      -64     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      2.8      7.1     76.4     77.1     89.5     87.0     10.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        4       28       30       33       35
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,250
COMMITMENTS
       0        0        0   42,126   39,614   42,126   39,614      124    2,636

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     93.8     99.7     93.8      0.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       16       11       16
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,050
COMMITMENTS
       0   14,432    1,764   55,636   38,438   57,400   54,634    4,650    7,416

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.3      2.8     89.7     61.9     92.5     88.0      7.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       14       13       16       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,417
COMMITMENTS
   9,564   21,169   19,440   76,217   68,216  105,221  108,825   18,196   14,592

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      1,830)
   1,200        9      718     -213    1,682    1,705    2,409      125     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     17.2     15.8     61.8     55.3     85.3     88.2     14.7     11.8

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,642
COMMITMENTS
   7,529    8,171    6,252   97,947   91,176  111,728  105,599    7,914   14,043

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:     -6,938)
     516    5,520   -5,898   -1,757   -6,870   -7,139   -7,248      201      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      6.8      5.2     81.9     76.2     93.4     88.3      6.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        5       20       23       25       28
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,314
COMMITMENTS
   5,272      620       31  114,949  114,513  120,252  115,164       62    5,150

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.5      0.0     95.5     95.2     99.9     95.7      0.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       15       16       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      230,803
COMMITMENTS
   8,900   11,647    6,674  206,388  205,877  221,962  224,198    8,841    6,605

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        770)
  -2,274     -267    1,421    2,110     -558    1,257      596     -487      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      5.0      2.9     89.4     89.2     96.2     97.1      3.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        2        4       43       35       49       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      184,457
COMMITMENTS
       0   10,403    5,179  161,243  158,965  166,422  174,547   18,035    9,910

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        152)
       0     -217      -31   -1,982      537   -2,013      289    2,165     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      2.8     87.4     86.2     90.2     94.6      9.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        5        3       33       29       36       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      271,251
COMMITMENTS
   1,164   12,653   12,699  238,009  233,353  251,872  258,705   19,379   12,546

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      3,235)
   1,066    3,590   -3,128    5,328    3,956    3,266    4,418      -31   -1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.7      4.7     87.7     86.0     92.9     95.4      7.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        4        5       42       41       47       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      206,230
COMMITMENTS
   4,397   21,793   10,029  186,858  166,869  201,284  198,691    4,946    7,539

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:    -14,152)
  -1,362    2,528   -8,415   -4,160   -8,209  -13,937  -14,096     -215      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     10.6      4.9     90.6     80.9     97.6     96.3      2.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        7       34       33       42       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,282
COMMITMENTS
       0    1,504        0   43,575   40,646   43,575   42,150    6,707    8,132

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        856)
       0        0        0    1,656      428    1,656      428     -800      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0     86.7     80.8     86.7     83.8     13.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       19       17       19       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,177,313
COMMITMENTS
 795,062  151,195  1048781  1301311  1953245  3145154  3153221   32,159   24,092

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:   -263,781)
 -50,333  -12,137  -95,324 -120,039 -159,643 -265,696 -267,104    1,915    3,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      4.8     33.0     41.0     61.5     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      31       19       47      101       93      152      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,145,478
COMMITMENTS
 154,545  292,442  314,556  670,688  535,020  1139789  1142018    5,689    3,460

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:   -159,911)
 -51,578  -39,088  -35,746  -73,047  -84,688 -160,371 -159,522      460     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     25.5     27.5     58.6     46.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      18       28       36       35       33       75       75
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,183
COMMITMENTS
     500        0      150    3,533    4,033    4,183    4,183        0        0

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:         94)
     150        0     -100       44      194       94       94        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.0      3.6     84.5     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       20       15       21
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,268
COMMITMENTS
   2,232    1,154    1,019   30,142   31,020   33,393   33,193      875    1,075

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      1,153)
      62     -558       40      954      769    1,056      251       97      902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      3.4      3.0     88.0     90.5     97.4     96.9      2.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        2        7       34       32       41       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,266
COMMITMENTS
       0        0        0   10,138    9,946   10,138    9,946      128      320

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:         63)
       0        0        0       63       63       63       63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     96.9     98.8     96.9      1.2      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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       20,910
COMMITMENTS
   2,680       62      340   16,610   19,092   19,630   19,494    1,280    1,416

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        936)
       0      -60        0      856      296      856      236       80      700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.3      1.6     79.4     91.3     93.9     93.2      6.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       20       22       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,112
COMMITMENTS
       0        0        0   12,980   12,646   12,980   12,646    1,132    1,466

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      -48      120      -48        0      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.0     89.6     92.0     89.6      8.0     10.4

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       34,650
COMMITMENTS
      40      720      720   30,878   32,401   31,638   33,841    3,012      809

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:         48)
       0        0        0     -120       48     -120       48      168        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.1      2.1     89.1     93.5     91.3     97.7      8.7      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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,029
COMMITMENTS
     100        0       20   29,685   29,107   29,805   29,127      224      902

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        148)
       0        0        0      188      188      188      188      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.1     98.9     96.9     99.3     97.0      0.7      3.0

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       11,046
COMMITMENTS
      80        0        0   10,436   10,596   10,516   10,596      530      450

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        -62)
       0        0        0      -62      -62      -62      -62        0        0

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,668
COMMITMENTS
       0      560        0    6,125    6,384    6,125    6,944    1,543      724

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:         60)
     -40        0        0      110       60       70       60      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.0     79.9     83.3     79.9     90.6     20.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       16       16       17
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| 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 12/22/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,786
COMMITMENTS
       0        0        0   16,658   16,268   16,658   16,268      128      518

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        154)
       0        0        0      154      154      154      154        0        0

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,169,215
COMMITMENTS
 224,746  160,198  308,061  571,955  636,786  1104762  1105045   64,453   64,170

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:     33,676)
   9,081   17,103      247   21,332   15,474   30,660   32,824    3,016      852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     13.7     26.3     48.9     54.5     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      78       90      124       77       87      227      238
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      184,356
COMMITMENTS
  22,637   11,812   14,394  102,976  112,859  140,007  139,065   44,349   45,291

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      1,854)
     -39    1,212       68      764       94      793    1,374    1,061      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      6.4      7.8     55.9     61.2     75.9     75.4     24.1     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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,849
COMMITMENTS
   1,140    3,843    1,555   56,054   53,351   58,749   58,749      100      100

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      3,332)
       0      647      830    3,052    2,458    3,882    3,935     -550     -603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      6.5      2.6     95.3     90.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        3        3       40       43       46       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      165,748
COMMITMENTS
  16,685   31,104   23,351  117,783  103,631  157,819  158,086    7,929    7,662

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:         41)
    -107     -246     -104      570      823      359      473     -318     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     18.8     14.1     71.1     62.5     95.2     95.4      4.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7       15       19       23       22       43       43
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       70,294
COMMITMENTS
       0    6,920      180   59,253   47,611   59,433   54,711   10,861   15,583

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:      2,559)
       0       60      -15    2,944    2,136    2,929    2,181     -370      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.8      0.3     84.3     67.7     84.5     77.8     15.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       22       20       23       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,620
COMMITMENTS
       0      645       65   23,555   22,910   23,620   23,620        0        0

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        900)
       0        0        0      900      900      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.3     99.7     97.0    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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,427
COMMITMENTS
   8,757    3,795       54    1,971    7,760   10,782   11,609    1,645      818

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:       -130)
     -93      348        8      -31     -260     -116       96      -14     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     30.5      0.4     15.9     62.4     86.8     93.4     13.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      40       23        2       16       18       58       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       18,320
COMMITMENTS
   9,389    2,054      286    5,772   14,481   15,447   16,821    2,873    1,499

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        129)
     -78      276       73      277      136      272      485     -143     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     11.2      1.6     31.5     79.0     84.3     91.8     15.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      28       12        4       14       22       45       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      194,464
COMMITMENTS
  58,418    6,084   13,165  107,209  163,066  178,792  182,315   15,672   12,149

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:     -7,195)
     336   -1,213     -726   -7,877   -6,236   -8,267   -8,175    1,072      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      3.1      6.8     55.1     83.9     91.9     93.8      8.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      41       17       30       75       82      129      118
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,733
COMMITMENTS
     410        0      157   12,301   12,460   12,868   12,617    4,865    5,116

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      259     -119      259     -119     -309       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.9     69.4     70.3     72.6     71.1     27.4     28.9

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 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,937
COMMITMENTS
   1,162        0      150   13,666   14,465   14,978   14,615      959    1,322

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        484)
    -300        0        0      664      659      364      659      120     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.9     85.8     90.8     94.0     91.7      6.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       19       16       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,877
COMMITMENTS
       0       50      150    6,527    6,477    6,677    6,677      200      200

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      2.2     94.9     94.2     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        2       31       25       33       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       22,627
COMMITMENTS
       0      264        0   21,327   22,351   21,327   22,615    1,300       12

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:         50)
    -360        0        0      400       72       40       72       10      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     94.3     98.8     94.3     99.9      5.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       29       26       29       27
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,245
COMMITMENTS
       0      175       75    9,313   10,125    9,388   10,375    1,857      870

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        497)
       0       75      -25      531      522      506      572       -9      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.7     82.8     90.0     83.5     92.3     16.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       17       16       18       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,595
COMMITMENTS
     175      300        0    8,420    8,295    8,595    8,595        0        0

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.5      0.0     98.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        0       26       20       29       21
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,414
COMMITMENTS
       0      138        0    3,321    2,972    3,321    3,110    1,093    1,304

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.0     75.2     67.3     75.2     70.5     24.8     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       17       16       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,455
COMMITMENTS
     300      168      108   19,435   20,071   19,843   20,347      612      108

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      261      261      261      261      -36      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.8      0.5     95.0     98.1     97.0     99.5      3.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       23       23       25       24
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,347
COMMITMENTS
     315        0        0    9,930   10,314   10,245   10,314      102       33

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:        578)
     220        0        0      412      632      632      632      -54      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     96.0     99.7     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       20       20       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 12/30/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       41,777
COMMITMENTS
   2,974    4,699    2,128   32,803   34,501   37,905   41,328    3,872      449

CHANGES FROM 12/22/08 (CHANGE IN OPEN INTEREST:     -2,162)
    -377   -4,800      207   -1,992    2,521   -2,162   -2,072        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     11.2      5.1     78.5     82.6     90.7     98.9      9.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        4        5       25       28       33       35
 

Updated January 05, 2008