GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,640
COMMITMENTS
       0        0        0    5,620    5,585    5,620    5,585       20       55

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -2,044)
       0        0        0   -1,582   -1,547   -1,582   -1,547     -462     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.6     99.0     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       23       27       23       27
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,731
COMMITMENTS
       0      395      325    6,261    5,866    6,586    6,586      145      145

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,460)
       0     -175      100   -1,530   -1,380   -1,430   -1,455      -30       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      4.8     93.0     87.1     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        1       27       28       28       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,424
COMMITMENTS
      60      203       38    2,734    2,590    2,832    2,831      592      593

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:       -556)
     -10      -57      -47     -419     -426     -476     -530      -80      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.9      1.1     79.8     75.6     82.7     82.7     17.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       24       27       26       30
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,872
COMMITMENTS
       0       30       30    1,926    2,186    1,956    2,246      916      626

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:       -767)
       0      -30      -10     -966     -746     -976     -786      209       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      1.0     67.1     76.1     68.1     78.2     31.9     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23       23       24       24
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,289
COMMITMENTS
  27,895   17,139   69,169  137,653  155,831  234,718  242,139   35,572   28,150

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:       -201)
   1,881      305    4,929   -3,576   -4,480    3,233      754   -3,434     -955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      6.3     25.6     50.9     57.7     86.8     89.6     13.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      36       25       46       55       60      117      112
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,962
COMMITMENTS
     856    2,342   10,371    4,827    3,667   16,054   16,380      908      582

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:      1,909)
    -642     -619    1,564      990      986    1,912    1,932       -3      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     13.8     61.1     28.5     21.6     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        5       11       13       13       24       24
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        6,768
COMMITMENTS
     425       20      350    5,893    6,248    6,668    6,618      100      150

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,158)
       2     -180      -50   -1,160   -1,008   -1,208   -1,238       50       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.3      5.2     87.1     92.3     98.5     97.8      1.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        2       24       25       28       27
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,139
COMMITMENTS
     914      369        0    4,000    4,725    4,914    5,094      225       45

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,401)
    -202     -147        0   -1,199   -1,299   -1,401   -1,446        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      7.2      0.0     77.8     91.9     95.6     99.1      4.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       11       14       13       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,312,950
COMMITMENTS
 195,501  414,689  496,652  536,187  362,887  1228340  1274227   84,610   38,723

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:      3,458)
  10,751   13,763  -10,291    2,663   -2,957    3,123      515      335    2,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     31.6     37.8     40.8     27.6     93.6     97.1      6.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      94       60      100       82       73      225      191
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       24,987
COMMITMENTS
   7,865   13,788    5,639   11,339    5,508   24,842   24,934      145       53

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:      1,360)
     902      583      146      353      967    1,402    1,697      -42     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     55.2     22.6     45.4     22.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8       11       13        7        9       21       27
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      105,132
COMMITMENTS
     659    8,454    3,240   92,935   84,437   96,834   96,131    8,298    9,001

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,157)
  -2,057     -884      858      450   -1,355     -749   -1,381     -408      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.0      3.1     88.4     80.3     92.1     91.4      7.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       26       24       28       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,464
COMMITMENTS
   2,695   10,325    5,416   49,708   39,288   57,819   55,029    6,645    9,435

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -5,907)
    -372   -5,381    1,905   -7,115   -3,595   -5,582   -7,071     -325    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     16.0      8.4     77.1     60.9     89.7     85.4     10.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        5       28       20       33       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,342
COMMITMENTS
   5,154    1,622    3,254   85,407   87,549   93,815   92,425    6,527    7,917

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -9,154)
    -205    1,167     -473   -9,922   -9,396  -10,600   -8,702    1,446     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.6      3.2     85.1     87.3     93.5     92.1      6.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       29       26       33       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,668
COMMITMENTS
   3,782    2,962    1,405   74,460   72,839   79,647   77,206   10,021   12,462

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -8,293)
  -2,272      254       72   -4,787   -7,986   -6,987   -7,660   -1,306     -633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.3      1.6     83.0     81.2     88.8     86.1     11.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       21       25       25       27
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,777
COMMITMENTS
   4,313    1,828    5,717   33,464   36,777   43,494   44,322    2,283    1,455

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -4,468)
     465       26     -719   -3,132   -1,703   -3,386   -2,396   -1,082   -2,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      4.0     12.5     73.1     80.3     95.0     96.8      5.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       19       18       22       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,368
COMMITMENTS
   4,981    1,211    6,080   56,622   57,795   67,683   65,086    7,685   10,282

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -4,095)
     115      -77   -1,070   -4,407   -4,422   -5,362   -5,569    1,267    1,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.6      8.1     75.1     76.7     89.8     86.4     10.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       22       22       26       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,986
COMMITMENTS
   5,663    4,011    2,537   82,828   85,498   91,028   92,046    5,958    4,940

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -6,783)
    -961     -196     -101   -5,368   -5,744   -6,430   -6,041     -353     -742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      4.1      2.6     85.4     88.2     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       30       37       34       42
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,116
COMMITMENTS
   9,345      248    5,132   86,642   91,329  101,119   96,709    8,997   13,407

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -6,298)
   1,275   -1,360   -1,060   -6,105   -4,309   -5,890   -6,729     -408      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.2      4.7     78.7     82.9     91.8     87.8      8.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        4       22       27       26       31
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,778
COMMITMENTS
   3,064    4,275    3,750   41,715   35,900   48,529   43,925    4,249    8,853

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -7,799)
      72     -806   -1,072   -6,130   -4,494   -7,130   -6,372     -669   -1,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      8.1      7.1     79.0     68.0     91.9     83.2      8.1     16.8

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 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,463
COMMITMENTS
   3,249    7,892   18,680   74,993   68,245   96,922   94,817    1,541    3,646

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -8,499)
    -248    1,149   -1,775   -6,918   -8,258   -8,941   -8,884      442      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      8.0     19.0     76.2     69.3     98.4     96.3      1.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       17       21       22       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,361
COMMITMENTS
     996       87    2,364   46,245   48,013   49,605   50,464    9,756    8,897

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -2,972)
  -1,317       87        2   -4,765   -2,461   -6,080   -2,372    3,108     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.1      4.0     77.9     80.9     83.6     85.0     16.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       24       24       27       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,361
COMMITMENTS
   2,217    9,897    4,445   76,910   70,160   83,572   84,502    5,789    4,859

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:    -10,515)
     178      247   -1,639   -8,568   -8,707  -10,029  -10,099     -486     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     11.1      5.0     86.1     78.5     93.5     94.6      6.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        5       32       35       38       40
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,188
COMMITMENTS
       0    5,322        0   36,606   35,446   36,606   40,768   11,582    7,420

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -3,606)
       0     -241        0   -3,299   -2,715   -3,299   -2,956     -307     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      0.0     76.0     73.6     76.0     84.6     24.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       13       12       14
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,804
COMMITMENTS
       0    5,428        0   42,917   40,526   42,917   45,954    7,887    4,850

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -4,526)
       0     -617        0   -5,189   -3,898   -5,189   -4,515      663      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.7      0.0     84.5     79.8     84.5     90.5     15.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       13       16       15
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,080,169
COMMITMENTS
 207,112   10,656  944,727  922,858  1121484  2074697  2076867    5,472    3,302

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     53,948)
    -573     -846   30,088   24,574   24,773   54,088   54,015     -140      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.5     45.4     44.4     53.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      44       23       60       66       64      131      126
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      113,358
COMMITMENTS
   6,190   25,009   17,384   76,104   60,923   99,678  103,316   13,680   10,042

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:    -10,865)
   1,027   -3,588     -554   -9,529   -5,915   -9,056  -10,057   -1,809     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     22.1     15.3     67.1     53.7     87.9     91.1     12.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        6        8       32       27       40       36
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,352
COMMITMENTS
  13,690      984    5,899   79,226   87,954   98,815   94,837    7,537   11,515

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -6,085)
   1,179       56   -1,485   -4,954   -5,076   -5,260   -6,505     -825      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.9      5.5     74.5     82.7     92.9     89.2      7.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        4       23       21       28       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,725
COMMITMENTS
   6,720        0        0   40,273   46,566   46,993   46,566      732    1,159

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -6,727)
  -1,953     -248        0   -4,677   -5,299   -6,630   -5,547      -97   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.0      0.0     84.4     97.6     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       14       15       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,836
COMMITMENTS
   8,015    2,578    7,836  187,490  199,413  203,341  209,827   18,495   12,009

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:    -10,992)
  -2,444   -1,123   -1,023   -8,199   -8,573  -11,666  -10,719      674     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      1.2      3.5     84.5     89.9     91.7     94.6      8.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        3        4       42       39       48       45
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,241
COMMITMENTS
   9,104   16,544   14,543  188,925  185,462  212,572  216,549   10,669    6,692

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:    -11,542)
    -582      962   -3,247   -8,353   -9,647  -12,182  -11,932      640      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      7.4      6.5     84.6     83.1     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        4       39       34       45       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      220,458
COMMITMENTS
   4,961    8,090   14,939  192,537  186,468  212,437  209,497    8,021   10,961

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:    -13,601)
    -562    1,451   -4,724   -9,155  -12,616  -14,441  -15,889      840    2,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.7      6.8     87.3     84.6     96.4     95.0      3.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        5        8       53       49       62       57
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,529
COMMITMENTS
     299       34    3,413   33,248   32,928   36,960   36,375    6,569    7,154

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -6,261)
  -2,070   -2,018      -93   -3,317   -2,685   -5,480   -4,796     -781   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.1      7.8     76.4     75.6     84.9     83.6     15.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       14       20       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      201,872
COMMITMENTS
  16,760    7,756   20,087  159,830  165,387  196,677  193,230    5,195    8,642

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -7,299)
  -2,150     -507    1,232   -5,696   -8,212   -6,614   -7,487     -685      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.8     10.0     79.2     81.9     97.4     95.7      2.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        7       38       39       45       46
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,704
COMMITMENTS
   1,249    5,204      784   41,421   35,662   43,454   41,650   10,250   12,054

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -5,992)
    -868      318     -748   -3,929   -5,025   -5,545   -5,455     -447     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      9.7      1.5     77.1     66.4     80.9     77.6     19.1     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       20       17       23       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,672,857
COMMITMENTS
 1462471  380,688  1020711  1163076  2255561  3646258  3656960   26,599   15,897

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:   -148,697)
 -52,161   -4,194  -42,311  -53,435  -98,815 -147,907 -145,320     -790   -3,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     10.4     27.8     31.7     61.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      31       21       47      101       98      153      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,106,148
COMMITMENTS
 103,290  371,185  281,604  717,759  450,886  1102653  1103675    3,495    2,473

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     26,921)
  -5,776    9,251    1,244   31,603   16,137   27,071   26,632     -150      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     33.6     25.5     64.9     40.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      18       28       34       42       41       82       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       98,063
COMMITMENTS
   1,795    1,107   16,263   79,256   80,090   97,313   97,460      750      603

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -3,473)
    -344      -82      -85   -2,989   -3,230   -3,419   -3,397      -54      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.1     16.6     80.8     81.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        5        8       28       27       37       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,621
COMMITMENTS
   1,236       84        0   10,065   11,281   11,301   11,365      320      256

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:       -910)
     -44      -86     -512     -354     -312     -910     -910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.7      0.0     86.6     97.1     97.2     97.8      2.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       13       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       28,416
COMMITMENTS
   3,044       36      721   23,900   26,888   27,666   27,645      750      770

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:       -128)
    -146       36       92       48     -318       -6     -190     -122       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.1      2.5     84.1     94.6     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        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 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,530
COMMITMENTS
     220      556      644   20,868   20,540   21,732   21,740    1,798    1,790

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,150)
     -60       40      -40     -180   -1,094     -280   -1,094     -870      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.4      2.7     88.7     87.3     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       20       17       23       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,678
COMMITMENTS
       0      340      300   28,284   26,976   28,584   27,616       94    1,062

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,044)
       0      100     -180     -922     -912   -1,102     -992       58      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      1.0     98.6     94.1     99.7     96.3      0.3      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 08/05/08          |
--------------------------------------------------------------| 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:       10,110
COMMITMENTS
     120       60        0    9,894    9,424   10,014    9,484       96      626

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:       -182)
       0      -20        0     -182     -120     -182     -140        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.6      0.0     97.9     93.2     99.1     93.8      0.9      6.2

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 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,863,527
COMMITMENTS
 208,073  135,972  1258066  1328667  1391955  2794806  2785993   68,721   77,534

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     78,936)
  -7,484      691   48,706   42,668   34,423   83,891   83,820   -4,955   -4,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      4.7     43.9     46.4     48.6     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     115      134      178       89      102      300      325
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       98,713
COMMITMENTS
  27,730   23,099   24,689   44,275   49,737   96,694   97,526    2,019    1,188

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -7,099)
  -3,223   -3,416     -553   -3,288   -3,097   -7,064   -7,066      -35      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1     23.4     25.0     44.9     50.4     98.0     98.8      2.0      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 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,755
COMMITMENTS
  21,172   13,697    7,828   59,782   56,261   88,782   77,786   39,973   50,969

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -3,363)
    -212     -953     -138   -1,858    5,479   -2,208    4,388   -1,155   -7,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     10.6      6.1     46.4     43.7     69.0     60.4     31.0     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        7       15       15       22       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      371,207
COMMITMENTS
  21,939   19,796  161,891  184,124  186,123  367,954  367,810    3,253    3,397

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:      8,845)
   2,095      -78    3,237    3,480    5,443    8,813    8,602       32      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      5.3     43.6     49.6     50.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      25       27       46       36       37       85       86
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      295,933
COMMITMENTS
  17,296    7,276   88,214  173,370  177,509  278,879  272,998   17,055   22,935

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:    -27,301)
  -1,539     -951  -10,709  -24,168  -31,269  -36,416  -42,929    9,116   15,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      2.5     29.8     58.6     60.0     94.2     92.2      5.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        8       29       29       37       37
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,957
COMMITMENTS
     800      575       50   17,092   17,332   17,942   17,957       15        0

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -2,029)
    -100      -25       25   -1,969   -2,029   -2,044   -2,029       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      3.2      0.3     95.2     96.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        1       30       31       32       35
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      192,010
COMMITMENTS
  16,683   28,685   48,017  116,205  105,666  180,905  182,368   11,105    9,642

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:      3,041)
    -363     -115    1,448    2,047    1,575    3,132    2,908      -91      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     14.9     25.0     60.5     55.0     94.2     95.0      5.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11       17       25       24       23       50       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,811
COMMITMENTS
   2,884    7,741    3,000   22,350   17,941   28,234   28,682    2,577    2,129

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:        701)
     674        0        0      192      232      866      232     -165      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     25.1      9.7     72.5     58.2     91.6     93.1      8.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        2       14       14       19       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,339
COMMITMENTS
       0      550        0    7,264    6,714    7,264    7,264       75       75

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:        830)
       0      -50        0      755      805      755      755       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      0.0     99.0     91.5     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       20       19       20       21
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,680
COMMITMENTS
   8,177    4,468      102    3,532    8,229   11,811   12,799    1,869      881

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:         33)
    -264      265       49      242     -409       27      -95        6      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.8     32.7      0.7     25.8     60.2     86.3     93.6     13.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      40       30        3       17       20       60       51
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,078
COMMITMENTS
   6,275    4,115        6    3,467    6,719    9,748   10,840    2,330    1,238

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,328)
    -827      432        3     -339   -1,914   -1,163   -1,479     -165      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.0     34.1      0.0     28.7     55.6     80.7     89.7     19.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      33       11        1       12       15       45       27
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      257,252
COMMITMENTS
  58,450   11,685   48,183  131,729  184,295  238,361  244,163   18,891   13,089

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -5,456)
   1,324   -1,474      939   -4,434   -2,409   -2,171   -2,944   -3,285   -2,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      4.5     18.7     51.2     71.6     92.7     94.9      7.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      53       25       42       70       79      144      127
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,450
COMMITMENTS
     150      150        0    3,225    3,300    3,375    3,450       75        0

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:       -927)
       0       50      -50     -835     -927     -885     -927      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.3      0.0     93.5     95.7     97.8    100.0      2.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       19       17       20       19
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,281
COMMITMENTS
   1,545        0      364   11,165   12,802   13,074   13,166      207      115

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,911)
     225     -204     -175   -1,899   -1,612   -1,849   -1,991      -62       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      2.7     84.1     96.4     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        1       24       26       26       27
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,095
COMMITMENTS
     100       50        0    3,645    3,945    3,745    3,995      350      100

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,550)
     -25       50        0   -1,825   -1,500   -1,850   -1,450      300     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.2      0.0     89.0     96.3     91.5     97.6      8.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       20       19       21       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| 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
     668        0        0    1,997    3,070    2,665    3,070      667      262

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:          0)
     -32        0        0     -160        0     -192        0      192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      0.0      0.0     59.9     92.1     80.0     92.1     20.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       12       11       14       11
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,221
COMMITMENTS
   1,506    1,914      499    9,555    8,760   11,560   11,173    1,661    2,048

CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST:     -1,029)
      99      284     -128     -709   -1,173     -738   -1,017     -291      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     14.5      3.8     72.3     66.3     87.4     84.5     12.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        4        4       19       25       25       31
 

Updated August 8, 2008