GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,554
COMMITMENTS
       0       50        0    4,574    5,309    4,574    5,359      980      195

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -1,480)
       0        0        0   -1,430   -1,355   -1,430   -1,355      -50     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     82.4     95.6     82.4     96.5     17.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       16       21       16       22
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,767
COMMITMENTS
     125      120       50    7,432    7,547    7,607    7,717      160       50

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -1,139)
      75      -75      -75   -1,129     -979   -1,129   -1,129      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.5      0.6     95.7     97.2     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       24       27       26       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,858
COMMITMENTS
      25        0       10    2,082    2,132    2,117    2,142      741      716

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:       -250)
      -5        0        0     -349     -251     -354     -251      104        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.3     72.8     74.6     74.1     74.9     25.9     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       21       19       22       20
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,228
COMMITMENTS
       5        5       75    2,890    2,759    2,970    2,839      258      389

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:       -717)
     -10      -30       20     -609     -647     -599     -657     -118      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.2      2.3     89.5     85.5     92.0     87.9      8.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       31       34       33       36
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      272,539
COMMITMENTS
  51,985   22,142   43,428  140,525  178,511  235,938  244,081   36,601   28,457

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:       -661)
     794      -84    3,712   -2,767     -173    1,739    3,456   -2,400   -4,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      8.1     15.9     51.6     65.5     86.6     89.6     13.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      48       16       35       61       74      123      114
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,365,323
COMMITMENTS
 152,515  330,828  490,503  638,802  508,329  1281821  1329660   83,503   35,663

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -6,835)
  15,322    5,445    4,105   -7,977   -2,456   11,450    7,094  -18,285  -13,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     24.2     35.9     46.8     37.2     93.9     97.4      6.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      99       53       87       80       74      225      174
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,510
COMMITMENTS
     946   10,661    2,632   84,885   72,317   88,463   85,610    9,047   11,900

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -3,898)
     516       92       11   -6,046   -3,933   -5,519   -3,830    1,621      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     10.9      2.7     87.1     74.2     90.7     87.8      9.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        4       22       21       26       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,558
COMMITMENTS
   5,761    7,013    5,482   72,168   70,170   83,411   82,665   10,147   10,893

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -4,265)
    -612   -6,447    1,817   -9,523   -1,068   -8,318   -5,698    4,053    1,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      7.5      5.9     77.1     75.0     89.2     88.4     10.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       25       21       29       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      127,371
COMMITMENTS
  11,073        0    4,675  103,240  116,157  118,988  120,832    8,383    6,539

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -9,843)
  -4,441     -372      446   -6,624   -8,753  -10,619   -8,679      776   -1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.0      3.7     81.1     91.2     93.4     94.9      6.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       24       24       26       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,857
COMMITMENTS
  13,268    4,177    3,600   76,732   84,280   93,600   92,057   10,257   11,800

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -5,948)
    -155   -1,600     -170   -5,135   -7,079   -5,460   -8,849     -488    2,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      4.0      3.5     73.9     81.2     90.1     88.6      9.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       19       25       23       27
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,377
COMMITMENTS
       0    7,308    3,063   57,331   46,992   60,394   57,363    7,983   11,014

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -3,572)
  -5,173    7,308   -3,846    4,233   -9,659   -4,786   -6,197    1,214    2,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.7      4.5     83.8     68.7     88.3     83.9     11.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       20       19       21       20
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,724
COMMITMENTS
   1,149    1,054    1,971   75,502   68,529   78,622   71,554    5,102   12,170

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -6,355)
     528      958     -972   -7,454   -7,398   -7,898   -7,412    1,543    1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.3      2.4     90.2     81.9     93.9     85.5      6.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       22       31       24       33
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,163
COMMITMENTS
   3,713      857    3,727   85,172   93,377   92,612   97,961   14,551    9,202

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -6,395)
    -441     -633     -125   -5,699   -5,467   -6,265   -6,225     -130     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.8      3.5     79.5     87.1     86.4     91.4     13.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       18       19       21       22
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,975
COMMITMENTS
   4,510    3,206   10,743   53,972   46,911   69,225   60,860    5,750   14,115

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -2,053)
    -859     -680      168   -2,816   -5,514   -3,507   -6,026    1,454    3,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      4.3     14.3     72.0     62.6     92.3     81.2      7.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        3       15       12       19       15
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,393
COMMITMENTS
   5,520        0   17,520   60,458   63,674   83,498   81,194    5,895    8,199

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -2,189)
    -252   -1,109      716   -6,381      298   -5,917      -95    3,728   -2,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0     19.6     67.6     71.2     93.4     90.8      6.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        3       10       14       14       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,809
COMMITMENTS
   1,712    2,358    3,881   52,101   43,610   57,694   49,849    9,115   16,960

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -6,626)
    -248      462     -950   -8,808  -11,115  -10,006  -11,603    3,380    4,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.5      5.8     78.0     65.3     86.4     74.6     13.6     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       17       22       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,335
COMMITMENTS
  23,011    1,103    5,037   83,926  103,748  111,974  109,888    6,361    8,447

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -6,613)
   3,983     -700   -2,899   -6,771   -2,317   -5,687   -5,916     -926     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      0.9      4.3     70.9     87.7     94.6     92.9      5.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        4       27       30       32       34
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,857
COMMITMENTS
   2,619   21,180   16,677   88,076   80,288  107,372  118,145   18,485    7,712

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -3,677)
   2,619    3,655   -2,183  -12,415   -5,591  -11,979   -4,119    8,302      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     16.8     13.3     70.0     63.8     85.3     93.9     14.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        5        6       27       27       33       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,220
COMMITMENTS
  17,720        0    2,406   56,235   74,250   76,361   76,656   10,859   10,564

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -5,668)
     552     -112     -732   -7,498   -5,227   -7,678   -6,071    2,010      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      0.0      2.8     64.5     85.1     87.5     87.9     12.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        4       12       17       17       21
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      240,422
COMMITMENTS
  17,998    3,969    5,186  201,853  215,971  225,037  225,126   15,385   15,296

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -7,374)
   2,433   -1,703     -207   -8,756   -6,160   -6,530   -8,070     -844      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      1.7      2.2     84.0     89.8     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        5       38       39       44       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,815
COMMITMENTS
  15,393      428   15,752  178,930  197,707  210,075  213,887   14,740   10,928

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:      3,953)
   1,931      -68    3,069   -2,931      187    2,069    3,188    1,884      765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.2      7.0     79.6     87.9     93.4     95.1      6.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        2       35       31       39       33
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,663
COMMITMENTS
  14,052    6,159   12,634  192,714  201,892  219,400  220,685   15,263   13,978

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -7,328)
   7,701   -3,433   -1,813  -15,406   -5,567   -9,518  -10,813    2,190    3,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      2.6      5.4     82.1     86.0     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        3       39       36       44       39
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,609
COMMITMENTS
       0    7,139      495   41,363   34,885   41,858   42,519   10,751   10,090

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -2,032)
       0    2,741   -1,264   -2,319   -5,023   -3,583   -3,546    1,551    1,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.6      0.9     78.6     66.3     79.6     80.8     20.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       17       15       18       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,789
COMMITMENTS
  35,552    3,489   13,770  157,048  188,821  206,370  206,080   19,419   19,709

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    -10,611)
   5,891   -5,419   -1,893  -13,598   -3,656   -9,600  -10,968   -1,011      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      1.5      6.1     69.6     83.6     91.4     91.3      8.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        5       33       35       39       40
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,550
COMMITMENTS
   4,844    7,000    1,087   58,892   55,238   64,823   63,325    9,727   11,225

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -6,755)
    -310   -2,746      206  -10,113   -5,812  -10,217   -8,352    3,462    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      9.4      1.5     79.0     74.1     87.0     84.9     13.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       21       21       23       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,108,393
COMMITMENTS
 962,134  194,136  875,197  1215526  2008835  3052857  3078168   55,536   30,225

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:   -110,926)
 111,760    1,335  -83,490 -152,829  -32,041 -124,559 -114,196   13,633    3,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0      6.2     28.2     39.1     64.6     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      35       16       41       94       90      144      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      966,328
COMMITMENTS
  76,828  314,186  211,026  672,943  435,718  960,797  960,930    5,531    5,398

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    -41,654)
 -20,069   33,460    5,166  -24,245  -67,630  -39,148  -29,004   -2,506  -12,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     32.5     21.8     69.6     45.1     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       26       32       44       39       79       76
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       85,748
COMMITMENTS
   1,321      400    3,540   80,286   80,950   85,147   84,890      601      858

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -4,257)
    -221      -62     -381   -3,649   -3,797   -4,251   -4,240       -6      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.5      4.1     93.6     94.4     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        6       31       30       37       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,788
COMMITMENTS
   4,126       40      365   22,742   26,874   27,233   27,279      555      509

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -1,375)
       5        0      -10   -1,284   -1,569   -1,289   -1,579      -86      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.1      1.3     81.8     96.7     98.0     98.2      2.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       19       19       22       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,616
COMMITMENTS
     880      480    1,192   21,390   23,432   23,462   25,104    3,154    1,512

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -1,126)
     -98      -20      -62     -746   -1,024     -906   -1,106     -220      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.8      4.5     80.4     88.0     88.1     94.3     11.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       20       16       23       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,108
COMMITMENTS
   1,920        0      800   19,680   20,966   22,400   21,766      708    1,342

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:      1,410)
     970        0      -90      268      992    1,148      902      262      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      3.5     85.2     90.7     96.9     94.2      3.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       19       19       22       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,821,364
COMMITMENTS
 292,115  146,603  1075123  1360405  1509244  2727643  2730970   93,721   90,395

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    121,762)
 -10,092   -8,252   89,154   38,975   42,858  118,037  123,759    3,725   -1,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      5.2     38.1     48.2     53.5     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
      99      151      166       85      109      290      331
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      116,229
COMMITMENTS
  19,646   19,516    5,676   62,300   37,743   87,622   62,935   28,607   53,294

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -4,055)
  -1,523   -1,967      692   -2,937   -2,400   -3,768   -3,675     -287     -380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     16.8      4.9     53.6     32.5     75.4     54.1     24.6     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        4       14       12       19       17
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,576
COMMITMENTS
       0      565      100   14,476   13,911   14,576   14,576        0        0

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -2,309)
       0       15        0   -2,309   -2,324   -2,309   -2,309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.7     99.3     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       23       26       24       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      160,994
COMMITMENTS
  29,568   26,431   40,782   77,092   85,481  147,442  152,694   13,552    8,300

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:      1,773)
     431      -46      -17      798    1,889    1,212    1,826      561      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     16.4     25.3     47.9     53.1     91.6     94.8      8.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       14       23       23       23       48       47
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,435
COMMITMENTS
     150      500        0    6,225    5,935    6,375    6,435       60        0

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:       -750)
       0      -50        0     -750     -700     -750     -750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      7.8      0.0     96.7     92.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       13       15       14
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,466
COMMITMENTS
  12,270    2,580      178    4,328   17,315   16,776   20,073    4,690    1,393

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:       -764)
     -36      461     -290   -1,243   -1,856   -1,569   -1,685      805      921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.2     12.0      0.8     20.2     80.7     78.2     93.5     21.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      73       14        5       17       26       94       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,014
COMMITMENTS
   8,539    2,673        1    2,167   10,957   10,707   13,631    4,307    1,383

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:       -472)
    -599     -270      -33      247     -258     -385     -561      -87       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     17.8      0.0     14.4     73.0     71.3     90.8     28.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      48       18        1       12       26       61       44
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      277,504
COMMITMENTS
  60,910   17,737   51,150  134,234  189,740  246,294  258,627   31,210   18,877

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:    -20,168)
  -2,056   -2,525     -230   -8,486  -11,543  -10,772  -14,298   -9,396   -5,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      6.4     18.4     48.4     68.4     88.8     93.2     11.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      67       26       43       78      101      161      156
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,627
COMMITMENTS
     300      326    1,323    8,615    8,500   10,238   10,149      389      478

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -1,256)
       0   -1,609      290   -1,547       14   -1,257   -1,305        1       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.1     12.4     81.1     80.0     96.3     95.5      3.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       17       21       19       23
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,695
COMMITMENTS
     125        0      850    3,720    3,795    4,695    4,645        0       50

CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST:     -1,035)
    -825        0       25     -235   -1,010   -1,035     -985        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0     18.1     79.2     80.8    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       19       15       20       16
 

Updated July 29, 2008