GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,684
COMMITMENTS
       0        0        0    7,202    7,132    7,202    7,132      482      552

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        302)
       0        0      -50       82       82       32       32      270      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.7     92.8     93.7     92.8      6.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        0        0       27       31       27       31
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,191
COMMITMENTS
       0      570      225    7,791    7,246    8,016    8,041      175      150

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        397)
       0      -60       60      427      432      487      432      -90      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      2.7     95.1     88.5     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        1       29       31       30       33
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,980
COMMITMENTS
      70      260       85    3,153    3,016    3,308    3,361      672      619

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        115)
      70       11       23       36      128      129      162      -14      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      6.5      2.1     79.2     75.8     83.1     84.4     16.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        4       26       30       30       34
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,639
COMMITMENTS
       0       60       40    2,892    2,932    2,932    3,032      707      607

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        200)
       0        5        0      165      160      165      165       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      1.1     79.5     80.6     80.6     83.3     19.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        1       31       32       32       34
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,490
COMMITMENTS
  26,015   16,835   64,240  141,229  160,311  231,484  241,386   39,006   29,105

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -10,046)
     283     -654   -3,288   -6,218   -5,107   -9,223   -9,050     -823     -996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      6.2     23.7     52.2     59.3     85.6     89.2     14.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      36       23       42       58       64      116      113
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       15,053
COMMITMENTS
   1,497    2,961    8,807    3,838    2,680   14,142   14,448      911      605

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -1,614)
  -1,343   -1,418      195     -536     -463   -1,684   -1,686       69       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     19.7     58.5     25.5     17.8     93.9     96.0      6.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6       10       10        9       20       19
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,926
COMMITMENTS
     423      200      400    7,053    7,256    7,876    7,856       50       70

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:          0)
      50        0        0      -50        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      2.5      5.0     89.0     91.5     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       29       28       33       31
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,540
COMMITMENTS
   1,116      516        0    5,199    6,024    6,315    6,540      225        0

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      7.9      0.0     79.5     92.1     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       13       16       15       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,309,492
COMMITMENTS
 184,750  400,926  506,942  533,524  365,844  1225217  1273712   84,276   35,780

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -43,891)
  -3,555  -15,504  -20,650  -13,559   -3,573  -37,764  -39,727   -6,126   -4,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     30.6     38.7     40.7     27.9     93.6     97.3      6.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      89       55       92       77       70      213      176
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       23,628
COMMITMENTS
   6,963   13,205    5,492   10,986    4,541   23,441   23,238      187      390

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,658)
   1,318    2,575     -247      636     -697    1,706    1,631      -48       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     55.9     23.2     46.5     19.2     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8       10       12        6        8       19       25
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,289
COMMITMENTS
   2,716    9,338    2,382   92,485   85,792   97,583   97,512    8,706    8,777

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      5,063)
     929      918      983    2,965    3,224    4,877    5,125      186      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      8.8      2.2     87.0     80.7     91.8     91.7      8.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       27       23       29       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,371
COMMITMENTS
   3,067   15,706    3,511   56,823   42,883   63,401   62,100    6,970    8,271

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:         20)
     -42    1,002     -926      300      235     -668      311      688     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     22.3      5.0     80.7     60.9     90.1     88.2      9.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        5       29       25       34       31
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,496
COMMITMENTS
   5,359      455    3,727   95,329   96,945  104,415  101,127    5,081    8,369

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,310)
     414     -415     -118    2,335    1,803    2,631    1,270   -1,321       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.4      3.4     87.1     88.5     95.4     92.4      4.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       31       27       35       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,961
COMMITMENTS
   6,054    2,708    1,333   79,247   80,825   86,634   84,866   11,327   13,095

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,365)
     350        0    1,119    2,404      637    3,873    1,756   -2,508     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      2.8      1.4     80.9     82.5     88.4     86.6     11.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       22       26       26       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,245
COMMITMENTS
   3,848    1,802    6,436   36,596   38,480   46,880   46,718    3,365    3,527

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        391)
     510      320     -138      480      449      852      631     -461     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      3.6     12.8     72.8     76.6     93.3     93.0      6.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       18       17       21       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,463
COMMITMENTS
   4,866    1,288    7,150   61,029   62,217   73,045   70,655    6,418    8,808

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      5,050)
     118   -2,066    1,702    1,928    5,178    3,748    4,814    1,302      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.6      9.0     76.8     78.3     91.9     88.9      8.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        2       27       27       31       30
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,769
COMMITMENTS
   6,624    4,207    2,638   88,196   91,242   97,458   98,087    6,311    5,682

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:       -675)
   1,655     -462     -422     -906      239      327     -645   -1,002      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      4.1      2.5     85.0     87.9     93.9     94.5      6.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        4       31       37       35       42
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,414
COMMITMENTS
   8,070    1,608    6,192   92,747   95,638  107,009  103,438    9,405   12,976

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        614)
    -531        0      356      892      -92      717      264     -103      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      1.4      5.3     79.7     82.2     91.9     88.9      8.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        4       24       27       28       32
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,577
COMMITMENTS
   2,992    5,081    4,822   47,845   40,394   55,659   50,297    4,918   10,280

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,787)
     559    1,712      136    1,216      -57    1,911    1,791     -124       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      8.4      8.0     79.0     66.7     91.9     83.0      8.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        4       19       18       23       22
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,962
COMMITMENTS
   3,497    6,743   20,455   81,911   76,503  105,863  103,701    1,099    3,261

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        556)
    -447   -1,523    1,416      387    1,525    1,356    1,418     -800     -862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.3     19.1     76.6     71.5     99.0     97.0      1.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       19       21       24       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,333
COMMITMENTS
   2,313        0    2,362   51,010   50,474   55,685   52,836    6,648    9,497

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      2,087)
     556      -23     -796    2,176    2,906    1,936    2,087      151        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      3.8     81.8     81.0     89.3     84.8     10.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       26       25       29       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,876
COMMITMENTS
   2,039    9,650    6,084   85,478   78,867   93,601   94,601    6,275    5,275

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,668)
    -879    3,274      764    1,680   -2,105    1,565    1,933      103     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      9.7      6.1     85.6     79.0     93.7     94.7      6.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        5       33       34       39       39
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,794
COMMITMENTS
       0    5,563        0   39,905   38,161   39,905   43,724   11,889    8,070

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.7      0.0     77.0     73.7     77.0     84.4     23.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       14       13       15
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,330
COMMITMENTS
       0    6,045        0   48,106   44,424   48,106   50,469    7,224    4,861

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:       -335)
       0        0        0       93       93       93       93     -428     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      0.0     86.9     80.3     86.9     91.2     13.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       14       17       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,026,221
COMMITMENTS
 207,686   11,502  914,639  898,284  1096711  2020609  2022852    5,612    3,369

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:   -153,401)
 -59,426   -4,060  -62,628  -31,804  -87,301 -153,859 -153,988      458      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.6     45.1     44.3     54.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      45       21       59       66       64      130      125
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       14,327
COMMITMENTS
   3,700        0      604    9,407   13,379   13,711   13,983      616      344

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      0.0      4.2     65.7     93.4     95.7     97.6      4.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1        9       12       11       13
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,223
COMMITMENTS
   5,163   28,597   17,938   85,633   66,838  108,734  113,373   15,489   10,850

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:       -919)
  -1,812      580     -910    1,542     -615   -1,180     -945      261       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     23.0     14.4     68.9     53.8     87.5     91.3     12.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        6        8       31       26       39       35
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,437
COMMITMENTS
  12,511      928    7,384   84,180   93,030  104,075  101,342    8,362   11,095

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      2,060)
  -1,552      428      210    3,462    3,563    2,120    4,201      -60   -2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.8      6.6     74.9     82.7     92.6     90.1      7.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        4       22       22       27       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,452
COMMITMENTS
   8,673      248        0   44,950   51,865   53,623   52,113      829    2,339

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        866)
     713     -961        0      304    1,052    1,017       91     -151      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.5      0.0     82.5     95.2     98.5     95.7      1.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       17       17       19       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      232,828
COMMITMENTS
  10,459    3,701    8,859  195,689  207,986  215,007  220,546   17,821   12,282

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,611)
     536     -628     -125      901    2,761    1,312    2,008      299     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.6      3.8     84.0     89.3     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        5        6       45       43       53       51
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,783
COMMITMENTS
   9,686   15,582   17,790  197,278  195,109  224,754  228,481   10,029    6,302

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -1,876)
     426    1,408   -1,623     -232     -514   -1,429     -729     -447   -1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.6      7.6     84.0     83.1     95.7     97.3      4.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        5       40       36       47       41
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,059
COMMITMENTS
   5,523    6,639   19,663  201,692  199,084  226,878  225,386    7,181    8,673

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -1,779)
  -3,783    4,715    1,521       76   -9,049   -2,186   -2,813      407    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.8      8.4     86.2     85.1     96.9     96.3      3.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       4        6        9       55       52       65       61
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,790
COMMITMENTS
   2,369    2,052    3,506   36,565   35,613   42,440   41,171    7,350    8,619

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,805)
   1,643    1,847     -111       93      186    1,625    1,922      180     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      4.1      7.0     73.4     71.5     85.2     82.7     14.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       19       15       21       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      209,171
COMMITMENTS
  18,910    8,263   18,855  165,526  173,599  203,291  200,717    5,880    8,454

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      3,000)
  -1,416   -1,900    1,676    3,046    4,205    3,306    3,981     -306     -981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      4.0      9.0     79.1     83.0     97.2     96.0      2.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        8       39       41       47       49
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,696
COMMITMENTS
   2,117    4,886    1,532   45,350   40,687   48,999   47,105   10,697   12,591

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        731)
       0       59       30     -155      766     -125      855      856     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      8.2      2.6     76.0     68.2     82.1     78.9     17.9     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       21       19       24       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,821,554
COMMITMENTS
 1514632  384,882  1063022  1216511  2354376  3794165  3802280   27,389   19,274

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    108,491)
  46,645   -1,598   45,976   16,079   54,945  108,700   99,323     -209    9,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     10.1     27.8     31.8     61.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      32       22       45      113      102      164      153
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,079,227
COMMITMENTS
 109,066  361,934  280,360  686,156  434,749  1075582  1077043    3,645    2,184

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:   -122,001)
      81  -42,559  -43,894  -77,530  -30,439 -121,343 -116,892     -658   -5,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     33.5     26.0     63.6     40.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       27       30       42       41       78       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,536
COMMITMENTS
   2,139    1,189   16,348   82,245   83,320  100,732  100,857      804      679

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      3,759)
     866      176     -319    3,122    3,834    3,669    3,691       90       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.2     16.1     81.0     82.1     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        8       29       29       39       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,531
COMMITMENTS
   1,280      170      512   10,419   11,593   12,211   12,275      320      256

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      1.4      4.1     83.1     92.5     97.4     98.0      2.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1        9       13       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       28,544
COMMITMENTS
   3,190        0      629   23,853   27,206   27,672   27,835      872      709

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        518)
     -61        0       72      513      360      523      432       -5       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      0.0      2.2     83.6     95.3     96.9     97.5      3.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        4       20       20       24       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,680
COMMITMENTS
     280      516      684   21,048   21,634   22,012   22,834    2,668    1,846

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        592)
     -84       36       84      352      372      352      492      240      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.1      2.8     85.3     87.7     89.2     92.5     10.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       19       17       22       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,722
COMMITMENTS
       0      240      480   29,206   27,888   29,686   28,608       36    1,114

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:       -390)
       0        0        0     -390     -390     -390     -390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      1.6     98.3     93.8     99.9     96.3      0.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       24       22       25       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       10,292
COMMITMENTS
     120       80        0   10,076    9,544   10,196    9,624       96      668

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        550)
       0        0        0    1,850      780    1,850      780   -1,300     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.8      0.0     97.9     92.7     99.1     93.5      0.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       16       17       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,784,591
COMMITMENTS
 215,556  135,281  1209360  1285999  1357532  2710915  2702172   73,676   82,418

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     51,810)
  -1,019   -8,171   38,194    7,231   16,400   44,405   46,423    7,404    5,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      4.9     43.4     46.2     48.8     97.4     97.0      2.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     110      135      165       87      101      288      316
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,812
COMMITMENTS
  30,953   26,515   25,242   47,563   52,834  103,758  104,591    2,054    1,221

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -4,012)
  -2,059     -418      -49   -1,826   -3,431   -3,934   -3,898      -78     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     25.1     23.9     45.0     49.9     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4       13       14       14       12       28       29
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,118
COMMITMENTS
  21,384   14,650    7,966   61,640   50,782   90,990   73,398   41,128   58,720

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      2,178)
    -410      103     -570   -1,476   -4,633   -2,456   -5,100    4,634    7,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     11.1      6.0     46.7     38.4     68.9     55.6     31.1     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        6       12       14       18       21
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      362,362
COMMITMENTS
  19,844   19,875  158,653  180,644  180,680  359,141  359,208    3,221    3,154

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:       -267)
     504   -1,592       80     -969      814     -385     -698      117      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      5.5     43.8     49.9     49.9     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       28       45       37       38       84       86
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      323,234
COMMITMENTS
  18,835    8,226   98,923  197,537  208,778  315,295  315,927    7,939    7,307

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -3,137)
    -177   -1,220   -1,320   -1,383     -280   -2,881   -2,820     -257     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      2.5     30.6     61.1     64.6     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        4        8       31       30       39       38
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,986
COMMITMENTS
     900      600       25   19,061   19,361   19,986   19,986        0        0

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        425)
       0        0        0      425      425      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      3.0      0.1     95.4     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       30       29       32       32
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      188,969
COMMITMENTS
  17,046   28,800   46,569  114,158  104,091  177,773  179,460   11,196    9,509

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      7,280)
   2,231    1,457    4,291    1,636      231    8,158    5,979     -878    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     15.2     24.6     60.4     55.1     94.1     95.0      5.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       14       23       23       22       47       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,110
COMMITMENTS
   2,210    7,741    3,000   22,158   17,709   27,368   28,450    2,742    1,660

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:      1,125)
     500     -450        0       95    1,575      595    1,125      530        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     25.7     10.0     73.6     58.8     90.9     94.5      9.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       14       14       18       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,509
COMMITMENTS
       0      600        0    6,509    5,909    6,509    6,509        0        0

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      0.0    100.0     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       18       15       18       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,647
COMMITMENTS
   8,441    4,203       53    3,290    8,638   11,784   12,894    1,863      753

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:       -513)
    -676      719        5       94   -1,345     -577     -621       64      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.9     30.8      0.4     24.1     63.3     86.3     94.5     13.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       23        3       16       22       57       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,406
COMMITMENTS
   7,102    3,683        3    3,806    8,633   10,911   12,319    2,495    1,087

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:     -1,226)
  -1,133      -93       -5      377   -1,086     -761   -1,184     -465      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.0     27.5      0.0     28.4     64.4     81.4     91.9     18.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      30       10        1       13       14       43       25
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      262,708
COMMITMENTS
  57,126   13,160   47,244  136,162  186,704  240,532  247,108   22,176   15,601

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:    -26,650)
  -1,448   -2,411   -8,683  -13,442  -16,249  -23,573  -27,343   -3,078      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      5.0     18.0     51.8     71.1     91.6     94.1      8.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      54       30       44       81       85      159      137
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,377
COMMITMENTS
     150      100       50    4,060    4,227    4,260    4,377      117        0

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        325)
     -50      100       50      325      175      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.3      1.1     92.8     96.6     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       20       22       22       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,192
COMMITMENTS
   1,320      204      539   13,064   14,414   14,923   15,157      269       35

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        -40)
       0       50      -50       50        0        0        0      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      1.3      3.5     86.0     94.9     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       23       25       25       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,645
COMMITMENTS
     125        0        0    5,470    5,445    5,595    5,445       50      200

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       50        0       50        0      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.0     96.9     96.5     99.1     96.5      0.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       19       21       19
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,332
COMMITMENTS
     700        0        0    2,157    3,070    2,857    3,070      475      262

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:          3)
      54        0        0        3       57       57       57      -54      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      0.0      0.0     64.7     92.1     85.7     92.1     14.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       12       14       12
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,250
COMMITMENTS
   1,407    1,630      627   10,264    9,933   12,298   12,190    1,952    2,060

CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST:        270)
     478     -125      359    1,823    1,140    2,660    1,374   -2,390   -1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     11.4      4.4     72.0     69.7     86.3     85.5     13.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        5       18       25       24       31
 

Updated August 1, 2008