GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     7,007:        51          0          0      6,841      6,857      6,892      6,857:       115        150
Old  :     7,007:        51          0          0      6,841      6,857      6,892      6,857:       115        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       223:        51          0          0         77        128        128        128:        95         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.0       97.6       97.9       98.4       97.9:       1.6        2.1
Old  :     100.0:       0.7        0.0        0.0       97.6       97.9       98.4       97.9:       1.6        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          0          0         26         29         27         29:
Old  :        39:         1          0          0         26         29         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       43.0       69.7       65.4       40.1       42.2       53.3       55.7
Old  :                 50.1       43.0       69.7       65.4       40.1       42.2       53.3       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     7,782:         0        170        625      7,107      6,842      7,732      7,637:        50        145
Old  :     7,782:         0        170        625      7,107      6,842      7,732      7,637:        50        145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       104:         0       -150          0        104        254        104        104:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.2        8.0       91.3       87.9       99.4       98.1:       0.6        1.9
Old  :     100.0:       0.0        2.2        8.0       91.3       87.9       99.4       98.1:       0.6        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         0          2          1         29         29         30         31:
Old  :        42:         0          2          1         29         29         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       43.1       72.5       68.8       42.9       38.6       49.8       50.7
Old  :                 52.5       43.1       72.5       68.8       42.9       38.6       49.8       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     4,393:        72        547         60      3,557      3,234      3,689      3,841:       704        552
Old  :     4,393:        72        547         60      3,557      3,234      3,689      3,841:       704        552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       441:         0        -16         26        441        354        467        364:       -26         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       12.5        1.4       81.0       73.6       84.0       87.4:      16.0       12.6
Old  :     100.0:       1.6       12.5        1.4       81.0       73.6       84.0       87.4:      16.0       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          3          2         26         30         28         34:
Old  :        35:         1          3          2         26         30         28         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       31.8       49.4       50.5       13.7       23.7       23.2       30.5
Old  :                 29.9       31.8       49.4       50.5       13.7       23.7       23.2       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     3,691:         0         15         35      2,725      2,898      2,760      2,948:       931        743
Old  :     3,691:         0         15         35      2,725      2,898      2,760      2,948:       931        743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       387:         0         -5          0        336        336        336        331:        51         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.4        0.9       73.8       78.5       74.8       79.9:      25.2       20.1
Old  :     100.0:       0.0        0.4        0.9       73.8       78.5       74.8       79.9:      25.2       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         0          1          1         27         30         28         31:
Old  :        33:         0          1          1         27         30         28         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       27.1       40.2       43.0       18.3       24.0       28.6       36.0
Old  :                 26.3       27.1       40.2       43.0       18.3       24.0       28.6       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                           Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   261,409:    24,217     13,828     62,186    135,926    154,001    222,329    230,015:    39,079     31,394
Old  :   261,409:    24,217     13,828     62,186    135,926    154,001    222,329    230,015:    39,079     31,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -7,426:    -1,928        665     -7,005      1,752       -941     -7,181     -7,281:      -245       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        5.3       23.8       52.0       58.9       85.1       88.0:      14.9       12.0
Old  :     100.0:       9.3        5.3       23.8       52.0       58.9       85.1       88.0:      14.9       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        33         21         41         58         63        111        109:
Old  :       124:        33         21         41         58         63        111        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       27.9       33.2       37.4       11.4       13.5       17.1       18.0
Old  :                 22.0       27.9       33.2       37.4       11.4       13.5       17.1       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-022654
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    16,541:       924      3,144     10,435      4,323      2,604     15,682     16,182:       859        358
Old  :    16,541:       924      3,144     10,435      4,323      2,604     15,682     16,182:       859        358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -2,274:      -291         32       -418     -1,467     -1,704     -2,176     -2,090:       -98       -185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       19.0       63.1       26.1       15.7       94.8       97.8:       5.2        2.2
Old  :     100.0:       5.6       19.0       63.1       26.1       15.7       94.8       97.8:       5.2        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         7          4         11         12         11         23         22:
Old  :        23:         7          4         11         12         11         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       67.3       73.3       80.3       13.2       21.0       16.9       22.0
Old  :                 53.8       67.3       73.3       80.3       13.2       21.0       16.9       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :     8,603:       655          0        100      7,648      8,203      8,403      8,303:       200        300
Old  :     8,603:       655          0        100      7,648      8,203      8,403      8,303:       200        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       813:       -75          0          0        888        813        813        813:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        0.0        1.2       88.9       95.4       97.7       96.5:       2.3        3.5
Old  :     100.0:       7.6        0.0        1.2       88.9       95.4       97.7       96.5:       2.3        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          0          1         29         31         33         32:
Old  :        42:         4          0          1         29         31         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       37.5       57.2       57.7       36.4       29.4       45.5       41.8
Old  :                 40.6       37.5       57.2       57.7       36.4       29.4       45.5       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     5,719:       914        369          0      4,570      5,320      5,484      5,689:       235         30
Old  :     5,719:       914        369          0      4,570      5,320      5,484      5,689:       235         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       150:         0          0          0        300        150        300        150:      -150          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        6.5        0.0       79.9       93.0       95.9       99.5:       4.1        0.5
Old  :     100.0:      16.0        6.5        0.0       79.9       93.0       95.9       99.5:       4.1        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          0         13         16         15         18:
Old  :        28:         2          2          0         13         16         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       47.0       76.7       69.8       56.3       44.6       75.9       67.2
Old  :                 56.3       47.0       76.7       69.8       56.3       44.6       75.9       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                              Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  : 1,276,607:   184,098    414,427    480,079    531,183    349,106  1,195,359  1,243,612:    81,248     32,995
Old  : 1,276,607:   184,098    414,427    480,079    531,183    349,106  1,195,359  1,243,612:    81,248     32,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :   -12,854:    -1,206     27,062    -16,222      6,081    -18,319    -11,346     -7,478:    -1,508     -5,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       32.5       37.6       41.6       27.3       93.6       97.4:       6.4        2.6
Old  :     100.0:      14.4       32.5       37.6       41.6       27.3       93.6       97.4:       6.4        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        97         59        108         85         78        231        203:
Old  :       250:        97         59        108         85         78        231        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       45.6       46.8       58.1       15.2       26.4       18.6       28.6
Old  :                 35.9       45.6       46.8       58.1       15.2       26.4       18.6       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                           Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :    26,977:     8,834     16,450      4,496     11,695      5,804     25,025     26,749:     1,952        228
Old  :    26,977:     8,834     16,450      4,496     11,695      5,804     25,025     26,749:     1,952        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       605:      -401        408         42       -836        368     -1,196        818:     1,801       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       61.0       16.7       43.4       21.5       92.8       99.2:       7.2        0.8
Old  :     100.0:      32.7       61.0       16.7       43.4       21.5       92.8       99.2:       7.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         8         13         13          7          9         21         29:
Old  :        30:         8         13         13          7          9         21         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.7       72.6       87.7       85.8       56.9       58.9       59.3       63.0
Old  :                 80.7       72.6       87.7       85.8       56.9       58.9       59.3       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   105,161:     2,307      8,303      2,391     91,981     84,942     96,679     95,636:     8,482      9,525
Old  :   105,161:     2,307      8,303      2,391     91,981     84,942     96,679     95,636:     8,482      9,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -527:       433          0       -258       -959       -606       -784       -864:       257        337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        7.9        2.3       87.5       80.8       91.9       90.9:       8.1        9.1
Old  :     100.0:       2.2        7.9        2.3       87.5       80.8       91.9       90.9:       8.1        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          2         27         24         29         28:
Old  :        32:         2          2          2         27         24         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       55.8       61.6       72.5       43.0       48.9       56.3       62.9
Old  :                 45.7       55.8       61.6       72.5       43.0       48.9       56.3       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    70,249:     2,695      9,763      6,434     55,215     46,800     64,344     62,997:     5,905      7,252
Old  :    70,249:     2,695      9,763      6,434     55,215     46,800     64,344     62,997:     5,905      7,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     3,904:         0     -2,255      1,521      3,248      6,128      4,769      5,394:      -865     -1,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       13.9        9.2       78.6       66.6       91.6       89.7:       8.4       10.3
Old  :     100.0:       3.8       13.9        9.2       78.6       66.6       91.6       89.7:       8.4       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         2          3          4         34         27         38         32:
Old  :        42:         2          3          4         34         27         38         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       36.7       51.3       54.1       31.3       27.7       47.8       42.8
Old  :                 31.5       36.7       51.3       54.1       31.3       27.7       47.8       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   101,963:     5,154      4,730        972     89,980     87,521     96,106     93,223:     5,857      8,740
Old  :   101,963:     5,154      4,730        972     89,980     87,521     96,106     93,223:     5,857      8,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -792:         0       -540       -364        509        -70        145       -974:      -937        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        4.6        1.0       88.2       85.8       94.3       91.4:       5.7        8.6
Old  :     100.0:       5.1        4.6        1.0       88.2       85.8       94.3       91.4:       5.7        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         2          2          3         30         26         34         29:
Old  :        37:         2          2          3         30         26         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       39.4       61.8       56.4       39.6       33.8       52.4       46.7
Old  :                 47.4       39.4       61.8       56.4       39.6       33.8       52.4       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    91,855:     3,782      3,209      1,405     73,752     73,493     78,939     78,107:    12,916     13,748
Old  :    91,855:     3,782      3,209      1,405     73,752     73,493     78,939     78,107:    12,916     13,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     1,916:         0        126          0      1,158      1,624      1,158      1,750:       758        166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        3.5        1.5       80.3       80.0       85.9       85.0:      14.1       15.0
Old  :     100.0:       4.1        3.5        1.5       80.3       80.0       85.9       85.0:      14.1       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          2         20         23         24         25:
Old  :        32:         2          2          2         20         23         24         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       42.5       57.7       58.9       32.6       40.3       46.0       52.3
Old  :                 40.1       42.5       57.7       58.9       32.6       40.3       46.0       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    49,352:     4,011      2,980      5,523     37,716     39,488     47,250     47,991:     2,102      1,361
Old  :    49,352:     4,011      2,980      5,523     37,716     39,488     47,250     47,991:     2,102      1,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :        87:         0        200        -99        248        106        149        207:       -62       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        6.0       11.2       76.4       80.0       95.7       97.2:       4.3        2.8
Old  :     100.0:       8.1        6.0       11.2       76.4       80.0       95.7       97.2:       4.3        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          2         20         20         23         22:
Old  :        28:         2          1          2         20         20         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       61.8       72.7       79.5       43.1       44.6       54.5       58.3
Old  :                 54.9       61.8       72.7       79.5       43.1       44.6       54.5       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    79,360:     8,849        961      4,371     60,234     64,173     73,454     69,505:     5,906      9,855
Old  :    79,360:     8,849        961      4,371     60,234     64,173     73,454     69,505:     5,906      9,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :        69:       798       -854       -629      1,103      2,029      1,272        546:    -1,203       -477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        1.2        5.5       75.9       80.9       92.6       87.6:       7.4       12.4
Old  :     100.0:      11.2        1.2        5.5       75.9       80.9       92.6       87.6:       7.4       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          1          2         25         25         29         27:
Old  :        32:         3          1          2         25         25         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       44.0       72.1       62.5       50.3       39.6       62.6       52.3
Old  :                 56.7       44.0       72.1       62.5       50.3       39.6       62.6       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   101,839:     6,544      4,892      2,239     85,979     89,264     94,762     96,395:     7,077      5,444
Old  :   101,839:     6,544      4,892      2,239     85,979     89,264     94,762     96,395:     7,077      5,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     1,938:       180         -6       -102        411        942        489        834:     1,449      1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        4.8        2.2       84.4       87.7       93.1       94.7:       6.9        5.3
Old  :     100.0:       6.4        4.8        2.2       84.4       87.7       93.1       94.7:       6.9        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         1          3          3         31         36         34         40:
Old  :        47:         1          3          3         31         36         34         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       24.4       57.6       41.5       34.1       23.0       49.8       36.5
Old  :                 36.4       24.4       57.6       41.5       34.1       23.0       49.8       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   113,976:     9,337        248      5,758     92,249     93,053    107,344     99,059:     6,632     14,917
Old  :   113,976:     9,337        248      5,758     92,249     93,053    107,344     99,059:     6,632     14,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       376:    -2,189          0        598      1,993        563        402      1,161:       -26       -785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        0.2        5.1       80.9       81.6       94.2       86.9:       5.8       13.1
Old  :     100.0:       8.2        0.2        5.1       80.9       81.6       94.2       86.9:       5.8       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2          1          3         25         29         28         32:
Old  :        36:         2          1          3         25         29         28         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       35.8       70.3       53.0       40.7       34.2       59.0       46.5
Old  :                 44.1       35.8       70.3       53.0       40.7       34.2       59.0       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                        Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    53,018:     2,500      6,420      3,128     41,177     34,313     46,805     43,861:     6,213      9,157
Old  :    53,018:     2,500      6,420      3,128     41,177     34,313     46,805     43,861:     6,213      9,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    -1,151:      -124        865       -405     -2,250     -1,699     -2,779     -1,239:     1,628         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       12.1        5.9       77.7       64.7       88.3       82.7:      11.7       17.3
Old  :     100.0:       4.7       12.1        5.9       77.7       64.7       88.3       82.7:      11.7       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          4         18         18         22         22:
Old  :        28:         2          2          4         18         18         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       40.2       61.1       64.0       31.9       32.8       42.0       41.3
Old  :                 45.8       40.2       61.1       64.0       31.9       32.8       42.0       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    99,009:     4,672      6,348     20,367     72,353     68,245     97,392     94,960:     1,617      4,049
Old  :    99,009:     4,672      6,348     20,367     72,353     68,245     97,392     94,960:     1,617      4,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     1,067:     1,516       -357      1,014     -1,463        224      1,067        881:         0        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        6.4       20.6       73.1       68.9       98.4       95.9:       1.6        4.1
Old  :     100.0:       4.7        6.4       20.6       73.1       68.9       98.4       95.9:       1.6        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          2          3         18         21         23         24:
Old  :        31:         3          2          3         18         21         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       52.9       80.4       71.0       36.7       29.3       49.8       42.6
Old  :                 61.9       52.9       80.4       71.0       36.7       29.3       49.8       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    62,169:       839          0      2,150     49,798     51,296     52,787     53,446:     9,382      8,723
Old  :    62,169:       839          0      2,150     49,798     51,296     52,787     53,446:     9,382      8,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       839:       161       -141         -9       -120        989         32        839:       807          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.0        3.5       80.1       82.5       84.9       86.0:      15.1       14.0
Old  :     100.0:       1.3        0.0        3.5       80.1       82.5       84.9       86.0:      15.1       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          0          2         25         24         28         26:
Old  :        31:         3          0          2         25         24         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       37.7       55.9       59.0       30.2       32.4       44.7       47.8
Old  :                 39.6       37.7       55.9       59.0       30.2       32.4       44.7       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    96,743:     1,492      4,328      7,212     80,431     80,014     89,135     91,554:     7,608      5,189
Old  :    96,743:     1,492      4,328      7,212     80,431     80,014     89,135     91,554:     7,608      5,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     5,098:       120     -3,020      1,067      2,523      7,056      3,710      5,103:     1,388         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        4.5        7.5       83.1       82.7       92.1       94.6:       7.9        5.4
Old  :     100.0:       1.5        4.5        7.5       83.1       82.7       92.1       94.6:       7.9        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         2          4          5         33         33         39         38:
Old  :        48:         2          4          5         33         33         39         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       25.4       53.8       41.6       33.1       20.2       47.7       33.9
Old  :                 36.0       25.4       53.8       41.6       33.1       20.2       47.7       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    50,407:         0      4,603          0     42,061     40,954     42,061     45,557:     8,346      4,850
Old  :    50,407:         0      4,603          0     42,061     40,954     42,061     45,557:     8,346      4,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       428:         0          0          0          0        428          0        428:       428          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.1        0.0       83.4       81.2       83.4       90.4:      16.6        9.6
Old  :     100.0:       0.0        9.1        0.0       83.4       81.2       83.4       90.4:      16.6        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          2          0         16         13         16         15:
Old  :        21:         0          2          0         16         13         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       60.1       70.0       79.0       40.4       45.6       49.9       56.0
Old  :                 55.4       60.1       70.0       79.0       40.4       45.6       49.9       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  : 2,061,615:   206,620     17,883    933,820    914,761  1,105,402  2,055,202  2,057,106:     6,413      4,509
Old  : 2,061,615:   206,620     17,883    933,820    914,761  1,105,402  2,055,202  2,057,106:     6,413      4,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :  -138,921:    32,071      3,769    -96,979    -75,038    -46,742   -139,946   -139,952:     1,024      1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        0.9       45.3       44.4       53.6       99.7       99.8:       0.3        0.2
Old  :     100.0:      10.0        0.9       45.3       44.4       53.6       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        44         20         54         62         60        124        116:
Old  :       127:        44         20         54         62         60        124        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       32.1       49.6       50.1        5.9        6.5        8.3        8.8
Old  :                 31.6       32.1       49.6       50.1        5.9        6.5        8.3        8.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   115,664:     5,532     21,404     18,618     77,474     65,616    101,624    105,638:    14,040     10,026
Old  :   115,664:     5,532     21,404     18,618     77,474     65,616    101,624    105,638:    14,040     10,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     3,119:         0       -784        423      1,633      1,866      2,056      1,505:     1,063      1,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       18.5       16.1       67.0       56.7       87.9       91.3:      12.1        8.7
Old  :     100.0:       4.8       18.5       16.1       67.0       56.7       87.9       91.3:      12.1        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          5          8         35         30         43         38:
Old  :        43:         3          5          8         35         30         43         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       32.2       45.4       48.2       14.9       17.9       24.9       26.2
Old  :                 28.3       32.2       45.4       48.2       14.9       17.9       24.9       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   114,522:    12,268      2,268     10,261     83,982     91,848    106,511    104,377:     8,011     10,145
Old  :   114,522:    12,268      2,268     10,261     83,982     91,848    106,511    104,377:     8,011     10,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     3,134:      -800          0        292      3,044      3,996      2,536      4,288:       598     -1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        2.0        9.0       73.3       80.2       93.0       91.1:       7.0        8.9
Old  :     100.0:      10.7        2.0        9.0       73.3       80.2       93.0       91.1:       7.0        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          1          4         23         24         28         28:
Old  :        34:         4          1          4         23         24         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       50.4       75.5       64.0       55.5       46.0       64.6       55.8
Old  :                 61.6       50.4       75.5       64.0       55.5       46.0       64.6       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    96,525:     7,560      1,200          0     88,293     94,321     95,853     95,521:       672      1,004
Old  :    96,525:     7,560      1,200          0     88,293     94,321     95,853     95,521:       672      1,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     3,300:       840        960          0      2,520      2,495      3,360      3,455:       -60       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        1.2        0.0       91.5       97.7       99.3       99.0:       0.7        1.0
Old  :     100.0:       7.8        1.2        0.0       91.5       97.7       99.3       99.0:       0.7        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          2          0         15         17         18         19:
Old  :        30:         3          2          0         15         17         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.3       74.5       90.4       86.6       74.8       71.6       83.7       81.6
Old  :                 77.3       74.5       90.4       86.6       74.8       71.6       83.7       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   245,418:     9,352      5,349      7,272    214,994    222,197    231,618    234,818:    13,800     10,600
Old  :   245,418:     9,352      5,349      7,272    214,994    222,197    231,618    234,818:    13,800     10,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     5,814:     2,118        -19       -980      4,399      7,364      5,537      6,365:       277       -551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        2.2        3.0       87.6       90.5       94.4       95.7:       5.6        4.3
Old  :     100.0:       3.8        2.2        3.0       87.6       90.5       94.4       95.7:       5.6        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         6          3          6         47         44         54         52:
Old  :        61:         6          3          6         47         44         54         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       57.0       49.3       67.8       27.2       56.5       45.4       64.3
Old  :                 30.1       57.0       49.3       67.8       27.2       56.5       45.4       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   225,244:     8,633     17,538     13,938    191,984    187,470    214,555    218,946:    10,689      6,298
Old  :   225,244:     8,633     17,538     13,938    191,984    187,470    214,555    218,946:    10,689      6,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       -85:      -423          0         30        368        279        -25        309:       -60       -394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        7.8        6.2       85.2       83.2       95.3       97.2:       4.7        2.8
Old  :     100.0:       3.8        7.8        6.2       85.2       83.2       95.3       97.2:       4.7        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         4          2          4         39         34         45         38:
Old  :        47:         4          2          4         39         34         45         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       38.3       47.0       61.6       21.4       34.4       35.5       53.2
Old  :                 29.5       38.3       47.0       61.6       21.4       34.4       35.5       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   236,598:     6,182     12,288     16,325    204,936    194,348    227,443    222,961:     9,155     13,637
Old  :   236,598:     6,182     12,288     16,325    204,936    194,348    227,443    222,961:     9,155     13,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     7,592:     1,376      2,226      1,476      4,318      4,461      7,170      8,163:       422       -571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        5.2        6.9       86.6       82.1       96.1       94.2:       3.9        5.8
Old  :     100.0:       2.6        5.2        6.9       86.6       82.1       96.1       94.2:       3.9        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         4          5          8         55         51         64         59:
Old  :        66:         4          5          8         55         51         64         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       27.4       45.4       46.8       22.1       17.1       33.5       27.5
Old  :                 26.5       27.4       45.4       46.8       22.1       17.1       33.5       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    46,934:     1,086         34      3,498     34,873     35,357     39,457     38,889:     7,477      8,045
Old  :    46,934:     1,086         34      3,498     34,873     35,357     39,457     38,889:     7,477      8,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     1,150:    -1,620          0      1,120        838        481        338      1,601:       812       -451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.1        7.5       74.3       75.3       84.1       82.9:      15.9       17.1
Old  :     100.0:       2.3        0.1        7.5       74.3       75.3       84.1       82.9:      15.9       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          2         18         14         20         16:
Old  :        23:         1          1          2         18         14         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       45.5       68.3       67.2       36.6       38.2       51.8       53.1
Old  :                 43.1       45.5       68.3       67.2       36.6       38.2       51.8       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   215,977:    14,651     15,853     20,681    175,247    171,017    210,579    207,551:     5,398      8,426
Old  :   215,977:    14,651     15,853     20,681    175,247    171,017    210,579    207,551:     5,398      8,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     6,639:    -1,170      3,781        520      7,017      2,368      6,367      6,669:       272        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        7.3        9.6       81.1       79.2       97.5       96.1:       2.5        3.9
Old  :     100.0:       6.8        7.3        9.6       81.1       79.2       97.5       96.1:       2.5        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         4          4          7         40         39         47         47:
Old  :        51:         4          4          7         40         39         47         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       29.4       51.5       48.8       25.2       24.6       40.3       36.3
Old  :                 31.5       29.4       51.5       48.8       25.2       24.6       40.3       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    54,644:     1,249      5,394        660     41,545     36,427     43,454     42,481:    11,190     12,163
Old  :    54,644:     1,249      5,394        660     41,545     36,427     43,454     42,481:    11,190     12,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       492:         0          0          0        100        372        100        372:       392        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        9.9        1.2       76.0       66.7       79.5       77.7:      20.5       22.3
Old  :     100.0:       2.3        9.9        1.2       76.0       66.7       79.5       77.7:      20.5       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          3          2         20         17         23         20:
Old  :        26:         1          3          2         20         17         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       35.2       62.0       54.8       31.6       24.2       43.7       35.5
Old  :                 40.6       35.2       62.0       54.8       31.6       24.2       43.7       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 3,887,939: 1,488,593    413,650  1,096,711  1,278,030  2,363,243  3,863,334  3,873,604:    24,605     14,335
Old  : 3,887,939: 1,488,593    413,650  1,096,711  1,278,030  2,363,243  3,863,334  3,873,604:    24,605     14,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    89,914:    38,131     21,785     22,192     31,339     45,799     91,662     89,776:    -1,748        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       10.6       28.2       32.9       60.8       99.4       99.6:       0.6        0.4
Old  :     100.0:      38.3       10.6       28.2       32.9       60.8       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        29         21         44        113        105        162        151:
Old  :       169:        29         21         44        113        105        162        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       34.2       54.2       48.1       32.9       23.4       35.6       31.6
Old  :                 43.9       34.2       54.2       48.1       32.9       23.4       35.6       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 1,259,996:   126,518    447,629    326,787    796,429    473,483  1,249,734  1,247,899:    10,262     12,097
Old  : 1,259,996:   126,518    447,629    326,787    796,429    473,483  1,249,734  1,247,899:    10,262     12,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    67,907:     8,818     41,451     16,194     36,982      1,336     61,994     58,981:     5,913      8,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       35.5       25.9       63.2       37.6       99.2       99.0:       0.8        1.0
Old  :     100.0:      10.0       35.5       25.9       63.2       37.6       99.2       99.0:       0.8        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        21         27         37         44         47         85         91:
Old  :        98:        21         27         37         44         47         85         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       40.1       55.4       55.6       26.6       27.7       35.7       34.9
Old  :                 34.3       40.1       55.4       55.6       26.6       27.7       35.7       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :   108,934:     1,842      1,644     19,057     87,215     87,641    108,114    108,343:       819        591
Old  :   108,934:     1,842      1,644     19,057     87,215     87,641    108,114    108,343:       819        591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     1,668:      -189        384        223      1,925      1,060      1,959      1,668:      -291         -0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        1.5       17.5       80.1       80.5       99.2       99.5:       0.8        0.5
Old  :     100.0:       1.7        1.5       17.5       80.1       80.5       99.2       99.5:       0.8        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         2          7          7         29         29         37         37:
Old  :        40:         2          7          7         29         29         37         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       46.3       72.6       69.1       14.7       13.6       19.5       18.1
Old  :                 49.9       46.3       72.6       69.1       14.7       13.6       19.5       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS 0F 400 MEGAWATT HOURS)                                          :
     :          :                                                                            :
All  :    11,665:     1,236         84          0     10,109     11,325     11,345     11,409:       320        256
Old  :    11,665:     1,236         84          0     10,109     11,325     11,345     11,409:       320        256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        0.7        0.0       86.7       97.1       97.3       97.8:       2.7        2.2
Old  :     100.0:      10.6        0.7        0.0       86.7       97.1       97.3       97.8:       2.7        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          0         10         13         11         14:
Old  :        20:         1          1          0         10         13         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       75.7       90.4       89.5       44.0       43.1       56.4       54.1
Old  :                 58.7       75.7       90.4       89.5       44.0       43.1       56.4       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    29,468:     2,990         81        764     24,963     27,706     28,717     28,551:       752        918
Old  :    29,468:     2,990         81        764     24,963     27,706     28,717     28,551:       752        918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -459:         3         -8        -18       -442       -435       -457       -461:        -1          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        0.3        2.6       84.7       94.0       97.4       96.9:       2.6        3.1
Old  :     100.0:      10.1        0.3        2.6       84.7       94.0       97.4       96.9:       2.6        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          1          3         20         21         23         24:
Old  :        26:         2          1          3         20         21         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       73.3       83.4       85.4       21.6       21.6       28.7       27.0
Old  :                 61.4       73.3       83.4       85.4       21.6       21.6       28.7       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    23,960:       220        556        644     21,284     20,956     22,148     22,156:     1,812      1,804
Old  :    23,960:       220        556        644     21,284     20,956     22,148     22,156:     1,812      1,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       134:         0          0          0        120        120        120        120:        14         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        2.3        2.7       88.8       87.5       92.4       92.5:       7.6        7.5
Old  :     100.0:       0.9        2.3        2.7       88.8       87.5       92.4       92.5:       7.6        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          2          2         20         16         23         18:
Old  :        25:         1          2          2         20         16         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       50.0       65.9       72.8       25.5       33.3       40.7       41.4
Old  :                 43.1       50.0       65.9       72.8       25.5       33.3       40.7       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    29,686:         0        360        300     28,662     27,204     28,962     27,864:       724      1,822
Old  :    29,686:         0        360        300     28,662     27,204     28,962     27,864:       724      1,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -140:         0         20          0       -310       -400       -310       -380:       170        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.2        1.0       96.6       91.6       97.6       93.9:       2.4        6.1
Old  :     100.0:       0.0        1.2        1.0       96.6       91.6       97.6       93.9:       2.4        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          1          1         23         21         24         22:
Old  :        27:         0          1          1         23         21         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       66.5       75.8       78.0       55.2       62.2       69.6       68.8
Old  :                 56.8       66.5       75.8       78.0       55.2       62.2       69.6       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-06465O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :     8,970:       120          0          0      8,480      8,910      8,600      8,910:       370         60
Old  :     8,970:       120          0          0      8,480      8,910      8,600      8,910:       370         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -280:       120          0          0       -300       -280       -180       -280:      -100          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.0        0.0       94.5       99.3       95.9       99.3:       4.1        0.7
Old  :     100.0:       1.3        0.0        0.0       94.5       99.3       95.9       99.3:       4.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          0         16         16         17         16:
Old  :        21:         1          0          0         16         16         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       68.7       85.8       83.3       45.5       61.0       62.0       68.3
Old  :                 53.5       68.7       85.8       83.3       45.5       61.0       62.0       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :     7,789:     1,140        294         60      5,568      6,385      6,768      6,739:     1,021      1,050
Old  :     7,789:     1,140        294         60      5,568      6,385      6,768      6,739:     1,021      1,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :        50:         0        -10          0         30         80         30         70:        20        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        3.8        0.8       71.5       82.0       86.9       86.5:      13.1       13.5
Old  :     100.0:      14.6        3.8        0.8       71.5       82.0       86.9       86.5:      13.1       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          1         13         13         15         16:
Old  :        20:         2          2          1         13         13         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       56.2       74.6       77.7       48.4       45.1       59.4       57.3
Old  :                 56.9       56.2       74.6       77.7       48.4       45.1       59.4       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MWH X OFF PEAK HOURS PER MONTH)                                       :
     :          :                                                                            :
All  :    10,164:       120         60          0      9,948      9,478     10,068      9,538:        96        626
Old  :    10,164:       120         60          0      9,948      9,478     10,068      9,538:        96        626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :        -6:         0          0          0         -6         -6         -6         -6:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.6        0.0       97.9       93.3       99.1       93.8:       0.9        6.2
Old  :     100.0:       1.2        0.6        0.0       97.9       93.3       99.1       93.8:       0.9        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          0         16         17         17         18:
Old  :        25:         1          1          0         16         17         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       39.5       77.6       69.0       43.1       33.5       60.1       55.1
Old  :                 46.5       39.5       77.6       69.0       43.1       33.5       60.1       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 2,740,721:   210,927    130,705  1,192,172  1,270,155  1,341,934  2,673,254  2,664,811:    67,468     75,910
Old  : 2,740,721:   210,927    130,705  1,192,172  1,270,155  1,341,934  2,673,254  2,664,811:    67,468     75,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :    25,862:     2,235     -3,369     55,316    -27,918    -20,249     29,633     31,697:    -3,772     -5,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        4.8       43.5       46.3       49.0       97.5       97.2:       2.5        2.8
Old  :     100.0:       7.7        4.8       43.5       46.3       49.0       97.5       97.2:       2.5        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       102        122        160         79        101        275        294:
Old  :       331:       102        122        160         79        101        275        294:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       27.2       42.0       40.6        4.9        3.5        7.2        5.2
Old  :                 28.9       27.2       42.0       40.6        4.9        3.5        7.2        5.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    98,867:    22,819     23,702     26,726     46,177     47,849     95,721     98,277:     3,145        589
Old  :    98,867:    22,819     23,702     26,726     46,177     47,849     95,721     98,277:     3,145        589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     9,725:      -903      1,902      4,191      5,092      3,580      8,380      9,672:     1,345         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       24.0       27.0       46.7       48.4       96.8       99.4:       3.2        0.6
Old  :     100.0:      23.1       24.0       27.0       46.7       48.4       96.8       99.4:       3.2        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4         13         14         13         11         28         27:
Old  :        32:         4         13         14         13         11         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.7       46.5       83.8       70.9       52.2       32.9       54.9       48.3
Old  :                 74.7       46.5       83.8       70.9       52.2       32.9       54.9       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   133,063:    20,990     13,808      8,415     69,965     52,870     99,370     75,093:    33,693     57,970
Old  :   133,063:    20,990     13,808      8,415     69,965     52,870     99,370     75,093:    33,693     57,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       617:         0         52        236        586        283        822        571:      -205         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       10.4        6.3       52.6       39.7       74.7       56.4:      25.3       43.6
Old  :     100.0:      15.8       10.4        6.3       52.6       39.7       74.7       56.4:      25.3       43.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          4          7         17         16         24         23:
Old  :        24:         3          4          7         17         16         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       21.6       60.7       37.0       34.9       20.1       47.3       29.3
Old  :                 41.4       21.6       60.7       37.0       34.9       20.1       47.3       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   354,825:    20,852     12,584    156,376    174,638    182,620    351,866    351,580:     2,959      3,245
Old  :   354,825:    20,852     12,584    156,376    174,638    182,620    351,866    351,580:     2,959      3,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     5,827:       172       -662      7,606     -1,662       -991      6,116      5,953:      -289       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        3.5       44.1       49.2       51.5       99.2       99.1:       0.8        0.9
Old  :     100.0:       5.9        3.5       44.1       49.2       51.5       99.2       99.1:       0.8        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        27         25         43         35         35         83         82:
Old  :        88:        27         25         43         35         35         83         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       30.6       46.0       50.8        6.0        6.4        8.0        8.6
Old  :                 27.0       30.6       46.0       50.8        6.0        6.4        8.0        8.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   311,753:    17,855      6,996     96,817    189,197    200,778    303,869    304,591:     7,884      7,162
Old  :   311,753:    17,855      6,996     96,817    189,197    200,778    303,869    304,591:     7,884      7,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     7,720:     1,613         41      8,250     -2,210       -902      7,653      7,389:        67        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        2.2       31.1       60.7       64.4       97.5       97.7:       2.5        2.3
Old  :     100.0:       5.7        2.2       31.1       60.7       64.4       97.5       97.7:       2.5        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         6          3          9         30         29         39         38:
Old  :        39:         6          3          9         30         29         39         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       30.4       54.1       48.1        9.0        7.4       11.9       11.9
Old  :                 36.5       30.4       54.1       48.1        9.0        7.4       11.9       11.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    22,552:     1,200        575        200     20,137     20,777     21,537     21,552:     1,015      1,000
Old  :    22,552:     1,200        575        200     20,137     20,777     21,537     21,552:     1,015      1,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :     1,855:       400          0          0        605      1,205      1,005      1,205:       850        650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        2.5        0.9       89.3       92.1       95.5       95.6:       4.5        4.4
Old  :     100.0:       5.3        2.5        0.9       89.3       92.1       95.5       95.6:       4.5        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         2          3          1         37         34         40         38:
Old  :        49:         2          3          1         37         34         40         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       43.0       52.7       62.3       19.9       30.0       28.6       35.4
Old  :                 34.2       43.0       52.7       62.3       19.9       30.0       28.6       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   196,240:    17,426     32,116     46,951    121,101    107,574    185,478    186,641:    10,762      9,599
Old  :   196,240:    17,426     32,116     46,951    121,101    107,574    185,478    186,641:    10,762      9,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :   -14,688:      -740      5,869     -9,679     -3,094    -11,625    -13,513    -15,435:    -1,175        747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       16.4       23.9       61.7       54.8       94.5       95.1:       5.5        4.9
Old  :     100.0:       8.9       16.4       23.9       61.7       54.8       94.5       95.1:       5.5        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         9         18         25         21         20         47         46:
Old  :        48:         9         18         25         21         20         47         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       33.9       53.6       53.5       18.5       15.2       24.3       21.4
Old  :                 37.0       33.9       53.6       53.5       18.5       15.2       24.3       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    30,577:     3,191      6,723      3,193     20,945     18,526     27,329     28,442:     3,248      2,135
Old  :    30,577:     3,191      6,723      3,193     20,945     18,526     27,329     28,442:     3,248      2,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :        79:       100          0        500       -745       -413       -145         87:       224         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       22.0       10.4       68.5       60.6       89.4       93.0:      10.6        7.0
Old  :     100.0:      10.4       22.0       10.4       68.5       60.6       89.4       93.0:      10.6        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          2          3         12         13         17         18:
Old  :        21:         5          2          3         12         13         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       49.4       73.4       71.0       42.8       36.4       47.6       47.3
Old  :                 54.1       49.4       73.4       71.0       42.8       36.4       47.6       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     7,894:       100        550          0      7,794      7,344      7,894      7,894:         0          0
Old  :     7,894:       100        550          0      7,794      7,344      7,894      7,894:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       600:       100          0          0        500        600        600        600:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        7.0        0.0       98.7       93.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.3        7.0        0.0       98.7       93.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          2          0         19         19         20         21:
Old  :        28:         1          2          0         19         19         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       44.9       67.4       68.7       29.2       32.2       44.2       46.8
Old  :                 42.9       44.9       67.4       68.7       29.2       32.2       44.2       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    13,950:     7,836      4,553        107      4,067      8,456     12,010     13,116:     1,940        834
Old  :    13,950:     7,836      4,553        107      4,067      8,456     12,010     13,116:     1,940        834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       533:        99        150         42        264        500        405        692:       128       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       32.6        0.8       29.2       60.6       86.1       94.0:      13.9        6.0
Old  :     100.0:      56.2       32.6        0.8       29.2       60.6       86.1       94.0:      13.9        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        44         29          4         25         23         70         55:
Old  :       111:        44         29          4         25         23         70         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       37.7       45.0       52.1       28.9       37.5       44.2       50.8
Old  :                 28.9       37.7       45.0       52.1       28.9       37.5       44.2       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    12,355:     6,403      2,992          0      3,911      7,812     10,314     10,804:     2,041      1,551
Old  :    12,355:     6,403      2,992          0      3,911      7,812     10,314     10,804:     2,041      1,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :      -208:      -149       -570          0        186        422         37       -148:      -245        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8       24.2        0.0       31.7       63.2       83.5       87.4:      16.5       12.6
Old  :     100.0:      51.8       24.2        0.0       31.7       63.2       83.5       87.4:      16.5       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        26          6          0         12         18         38         24:
Old  :        58:        26          6          0         12         18         38         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       42.8       48.3       66.5       33.1       42.8       48.3       66.5
Old  :                 33.1       42.8       48.3       66.5       33.1       42.8       48.3       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   246,138:    54,263      9,269     39,449    132,940    181,017    226,652    229,736:    19,486     16,402
Old  :   246,138:    54,263      9,269     39,449    132,940    181,017    226,652    229,736:    19,486     16,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :   -18,238:    -2,674     -1,711     -8,640     -7,131     -7,949    -18,445    -18,301:       207         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        3.8       16.0       54.0       73.5       92.1       93.3:       7.9        6.7
Old  :     100.0:      22.0        3.8       16.0       54.0       73.5       92.1       93.3:       7.9        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        52         25         43         77         84        151        131:
Old  :       168:        52         25         43         77         84        151        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       30.2       30.4       40.5        9.6       12.3       15.9       18.4
Old  :                 19.7       30.2       30.4       40.5        9.6       12.3       15.9       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-11165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,146:     2,239      2,790        236      3,806      2,551      6,281      5,577:       865      1,569
Old  :     7,146:     2,239      2,790        236      3,806      2,551      6,281      5,577:       865      1,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       39.0        3.3       53.3       35.7       87.9       78.0:      12.1       22.0
Old  :     100.0:      31.3       39.0        3.3       53.3       35.7       87.9       78.0:      12.1       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          6          2          7          5         14         12:
Old  :        20:         6          6          2          7          5         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       53.8       74.5       70.0       45.8       46.7       63.3       60.6
Old  :                 48.0       53.8       74.5       70.0       45.8       46.7       63.3       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     4,975:       200        150         50      4,625      4,675      4,875      4,875:       100        100
Old  :     4,975:       200        150         50      4,625      4,675      4,875      4,875:       100        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       250:         0         50          0        275        150        275        200:       -25         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        3.0        1.0       93.0       94.0       98.0       98.0:       2.0        2.0
Old  :     100.0:       4.0        3.0        1.0       93.0       94.0       98.0       98.0:       2.0        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          1         25         22         27         24:
Old  :        30:         2          1          1         25         22         27         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       40.7       55.8       62.3       22.6       30.7       31.7       36.2
Old  :                 37.7       40.7       55.8       62.3       22.6       30.7       31.7       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    14,719:     1,045          0        868     12,574     13,736     14,487     14,604:       232        115
Old  :    14,719:     1,045          0        868     12,574     13,736     14,487     14,604:       232        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       619:         0          0          4        588        615        592        619:        27          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        0.0        5.9       85.4       93.3       98.4       99.2:       1.6        0.8
Old  :     100.0:       7.1        0.0        5.9       85.4       93.3       98.4       99.2:       1.6        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         2          0          2         29         28         31         30:
Old  :        43:         2          0          2         29         28         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       43.9       72.4       66.8       48.8       42.6       60.4       56.7
Old  :                 52.8       43.9       72.4       66.8       48.8       42.6       60.4       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :     2,293:         0        735         10      1,882      1,503      1,892      2,248:       401         45
Old  :     2,293:         0        735         10      1,882      1,503      1,892      2,248:       401         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       125:         0         75          0        155         50        155        125:       -30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       32.1        0.4       82.1       65.5       82.5       98.0:      17.5        2.0
Old  :     100.0:       0.0       32.1        0.4       82.1       65.5       82.5       98.0:      17.5        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          1         13         15         14         16:
Old  :        21:         0          1          1         13         15         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       66.9       70.3       83.3       32.9       49.2       47.4       63.2
Old  :                 45.3       66.9       70.3       83.3       32.9       49.2       47.4       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     4,660:        50        100        100      4,460      4,360      4,610      4,560:        50        100
Old  :     4,660:        50        100        100      4,460      4,360      4,610      4,560:        50        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       125:         0          0          0        125        125        125        125:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        2.1        2.1       95.7       93.6       98.9       97.9:       1.1        2.1
Old  :     100.0:       1.1        2.1        2.1       95.7       93.6       98.9       97.9:       1.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          2          1         20         21         22         23:
Old  :        35:         1          2          1         20         21         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       53.6       70.5       71.4       40.2       53.6       59.1       66.1
Old  :                 43.5       53.6       70.5       71.4       40.2       53.6       59.1       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     3,844:       508          0          0      2,781      3,601      3,289      3,601:       555        243
Old  :     3,844:       508          0          0      2,781      3,601      3,289      3,601:       555        243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       189:         0          0          0        192        192        192        192:        -3         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        0.0        0.0       72.3       93.7       85.6       93.7:      14.4        6.3
Old  :     100.0:      13.2        0.0        0.0       72.3       93.7       85.6       93.7:      14.4        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          0         14         14         16         14:
Old  :        24:         2          0          0         14         14         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       60.2       67.7       82.3       41.5       56.8       56.4       70.1
Old  :                 48.0       60.2       67.7       82.3       41.5       56.8       56.4       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    15,323:     1,556      1,853        979     11,065     10,772     13,600     13,604:     1,723      1,719
Old  :    15,323:     1,556      1,853        979     11,065     10,772     13,600     13,604:     1,723      1,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2008                      :
     :       744:         0       -754        480        279      1,033        759        759:       -15        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       12.1        6.4       72.2       70.3       88.8       88.8:      11.2       11.2
Old  :     100.0:      10.2       12.1        6.4       72.2       70.3       88.8       88.8:      11.2       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          4          5         22         25         29         31:
Old  :        35:         4          4          5         22         25         29         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       35.5       54.8       53.0       33.5       31.7       46.8       43.8
Old  :                 35.4       35.5       54.8       53.0       33.5       31.7       46.8       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 29, 2008