GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,228
COMMITMENTS
       0        0        0    6,208    6,173    6,208    6,173       20       55

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        588)
       0        0        0      588      588      588      588        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.1     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       24       28       24       28
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,488
COMMITMENTS
       0      395      600    6,838    6,348    7,438    7,343       50      145

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        757)
       0        0      275      577      482      852      757      -95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      8.0     91.3     84.8     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        1       28       30       29       32
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,912
COMMITMENTS
      72      564       39    3,030    2,768    3,141    3,371      771      541

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        488)
      12      361        1      296      178      309      540      179      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     14.4      1.0     77.5     70.8     80.3     86.2     19.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        2       25       31       27       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,053
COMMITMENTS
       0       20       35    2,170    2,400    2,205    2,455      848      598

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        181)
       0      -10        5      244      214      249      209      -68      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      1.1     71.1     78.6     72.2     80.4     27.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       26       27       27       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      268,504
COMMITMENTS
  29,020   17,473   68,198  132,714  151,857  229,933  237,528   38,571   30,976

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:     -1,785)
   1,125      334     -971   -4,939   -3,974   -4,785   -4,611    2,999    2,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      6.5     25.4     49.4     56.6     85.6     88.5     14.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      36       24       42       55       62      113      110
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,638
COMMITMENTS
   1,297    3,196   10,586    5,820    4,328   17,703   18,110      935      528

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,676)
     442      854      215      993      662    1,649    1,730       27      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     17.1     56.8     31.2     23.2     95.0     97.2      5.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        4       12       13       13       25       25
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,060
COMMITMENTS
     375       20      350    6,085    6,490    6,810    6,860      250      200

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        292)
     -50        0        0      192      242      142      242      150       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.3      5.0     86.2     91.9     96.5     97.2      3.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        2       25       27       29       29
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,369
COMMITMENTS
     914      369        0    4,120    4,870    5,034    5,239      335      130

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      120      145      120      145      110       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      6.9      0.0     76.7     90.7     93.8     97.6      6.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       11       15       13       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,298,845
COMMITMENTS
 196,020  397,905  496,397  525,197  366,624  1217613  1260925   81,232   37,920

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:    -14,105)
     519  -16,785     -255  -10,990    3,737  -10,726  -13,302   -3,379     -803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     30.6     38.2     40.4     28.2     93.7     97.1      6.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      87       56       94       86       75      221      186
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       25,490
COMMITMENTS
   7,849   14,685    5,516   11,928    4,732   25,293   24,933      198      557

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        503)
     -16      897     -123      589     -776      450       -2       53      504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     57.6     21.6     46.8     18.6     99.2     97.8      0.8      2.2

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,834
COMMITMENTS
   2,143    8,412    2,430   91,843   84,876   96,416   95,718    8,418    9,116

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:       -298)
   1,484      -42     -810   -1,092      439     -418     -413      120      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.0      2.3     87.6     81.0     92.0     91.3      8.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       26       24       28       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,200
COMMITMENTS
   2,695   11,720    4,340   50,949   39,363   57,984   55,423    7,216    9,777

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        736)
       0    1,395   -1,076    1,241       75      165      394      571      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     18.0      6.7     78.1     60.4     88.9     85.0     11.1     15.0

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,366
COMMITMENTS
   5,154    4,972    1,305   89,113   87,833   95,572   94,110    6,794    8,256

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      2,024)
       0    3,350   -1,949    3,706      284    1,757    1,685      267      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.9      1.3     87.1     85.8     93.4     91.9      6.6      8.1

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,912
COMMITMENTS
   3,782    2,932    1,405   74,674   72,839   79,861   77,176   10,051   12,736

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        244)
       0      -30        0      214        0      214      -30       30      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.3      1.6     83.1     81.0     88.8     85.8     11.2     14.2

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,747
COMMITMENTS
   4,917    2,682    4,899   35,617   38,805   45,433   46,386    2,314    1,361

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,970)
     604      854     -818    2,153    2,028    1,939    2,064       31      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      5.6     10.3     74.6     81.3     95.2     97.1      4.8      2.9

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,197
COMMITMENTS
   6,813    1,815    5,088   58,947   61,268   70,848   68,171    7,349   10,026

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      2,829)
   1,832      604     -992    2,325    3,473    3,165    3,085     -336     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      2.3      6.5     75.4     78.4     90.6     87.2      9.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       23       23       27       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,794
COMMITMENTS
   5,481    4,561    2,670   84,625   86,653   92,776   93,884    6,018    4,910

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,808)
    -182      550      133    1,797    1,155    1,748    1,838       60      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      4.6      2.7     85.7     87.7     93.9     95.0      6.1      5.0

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,643
COMMITMENTS
   9,370      248    5,506   88,890   90,440  103,766   96,194    8,877   16,449

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      2,527)
      25        0      374    2,248     -889    2,647     -515     -120    3,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.2      4.9     78.9     80.3     92.1     85.4      7.9     14.6

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,217
COMMITMENTS
   3,018    4,275    3,661   42,029   36,228   48,708   44,164    4,509    9,053

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        439)
     -46        0      -89      314      328      179      239      260      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      8.0      6.9     79.0     68.1     91.5     83.0      8.5     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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,740
COMMITMENTS
   3,543    7,892   18,959   74,621   68,394   97,123   95,245    1,617    3,495

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        277)
     294        0      279     -372      149      201      428       76     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      8.0     19.2     75.6     69.3     98.4     96.5      1.6      3.5

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,989
COMMITMENTS
     488      199    2,469   49,306   49,388   52,263   52,056    8,726    8,933

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,628)
    -508      112      105    3,061    1,375    2,658    1,592   -1,030       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.3      4.0     80.8     81.0     85.7     85.4     14.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       25       24       28       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,183
COMMITMENTS
   2,217    3,760    6,552   74,422   72,741   83,191   83,053    5,992    6,130

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:       -178)
       0   -6,137    2,107   -2,488    2,581     -381   -1,449      203    1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      4.2      7.3     83.4     81.6     93.3     93.1      6.7      6.9

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,088
COMMITMENTS
       0    5,172        0   36,406   35,496   36,406   40,668   11,682    7,420

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:       -100)
       0     -150        0     -200       50     -200     -100      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      0.0     75.7     73.8     75.7     84.6     24.3     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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,955
COMMITMENTS
       0    5,579        0   42,917   40,526   42,917   46,105    8,038    4,850

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        151)
       0      151        0        0        0        0      151      151        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      0.0     84.2     79.5     84.2     90.5     15.8      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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,124,291
COMMITMENTS
 181,337   10,364  984,053  954,144  1126749  2119534  2121166    4,757    3,125

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:     44,122)
 -25,775     -292   39,327   31,286    5,265   44,837   44,299     -715     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.5     46.3     44.9     53.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      46       23       61       65       63      132      126
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,934
COMMITMENTS
   5,532   23,614   17,705   76,448   62,262   99,685  103,581   13,249    9,353

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:       -424)
    -658   -1,395      321      344    1,339        7      265     -431     -689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     20.9     15.7     67.7     55.1     88.3     91.7     11.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        5        7       34       29       41       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,096
COMMITMENTS
  11,989      984    5,840   80,854   87,757   98,683   94,581    7,413   11,515

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:       -256)
  -1,701        0      -59    1,628     -197     -132     -256     -124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.9      5.5     76.2     82.7     93.0     89.1      7.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        4       22       21       27       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,965
COMMITMENTS
   6,720      240        0   40,513   46,566   47,233   46,806      732    1,159

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        240)
       0      240        0      240        0      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      0.5      0.0     84.5     97.1     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       14       15       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      238,992
COMMITMENTS
   5,685    5,636    8,308  210,638  213,359  224,631  227,303   14,361   11,689

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:     17,156)
  -2,330    3,058      472   23,148   13,946   21,290   17,476   -4,134     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.4      3.5     88.1     89.3     94.0     95.1      6.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        5        4       44       40       50       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      224,453
COMMITMENTS
   8,834   17,752   13,992  190,958  186,017  213,784  217,761   10,669    6,692

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,212)
    -270    1,208     -551    2,033      555    1,212    1,212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      7.9      6.2     85.1     82.9     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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      226,203
COMMITMENTS
   4,961   10,756   14,098  198,610  189,704  217,669  214,558    8,534   11,645

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      5,745)
       0    2,666     -841    6,073    3,236    5,232    5,061      513      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      4.8      6.2     87.8     83.9     96.2     94.9      3.8      5.1

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,179
COMMITMENTS
     779       34    3,276   33,823   34,866   37,878   38,176    7,301    7,003

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,650)
     480        0     -137      575    1,938      918    1,801      732     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.1      7.3     74.9     77.2     83.8     84.5     16.2     15.5

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      209,456
COMMITMENTS
  15,224    7,694   21,874  163,140  167,286  200,238  196,854    9,218   12,602

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      7,584)
  -1,536      -62    1,787    3,310    1,899    3,561    3,624    4,023    3,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      3.7     10.4     77.9     79.9     95.6     94.0      4.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        7       39       39       46       46
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,886
COMMITMENTS
   1,249    5,208      660   41,361   36,055   43,270   41,923   10,616   11,963

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        182)
       0        4     -124      -60      393     -184      273      366      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      9.7      1.2     76.8     66.9     80.3     77.8     19.7     22.2

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,729,782
COMMITMENTS
 1450555  404,930  1035152  1213265  2269567  3698972  3709649   30,810   20,133

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:     56,925)
 -11,916   24,242   14,441   50,189   14,006   52,714   52,689    4,211    4,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     10.9     27.8     32.5     60.8     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      34       18       46      102      100      153      149
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,146,879
COMMITMENTS
 102,943  384,988  298,508  741,010  459,749  1142461  1143245    4,418    3,634

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:     40,731)
    -347   13,803   16,904   23,251    8,863   39,808   39,570      923    1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     33.6     26.0     64.6     40.1     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      18       28       35       43       41       83       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      102,814
COMMITMENTS
   1,755    1,358   16,777   83,468   84,022  101,999  102,157      815      658

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      4,751)
     -40      251      513    4,212    3,932    4,686    4,696       65       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.3     16.3     81.2     81.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        7        7       28       27       36       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,665
COMMITMENTS
   1,236       84        0   10,109   11,325   11,345   11,409      320      256

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.7      0.0     86.7     97.1     97.3     97.8      2.7      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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,380
COMMITMENTS
   2,993       19      785   24,850   27,780   28,628   28,584      752      796

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        965)
     -51      -17       63      950      892      962      939        3       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.1      2.7     84.6     94.6     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       21       23       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,622
COMMITMENTS
     220      556      644   20,948   20,620   21,812   21,820    1,810    1,802

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:         92)
       0        0        0       80       80       80       80       12       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.4      2.7     88.7     87.3     92.3     92.4      7.7      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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,802
COMMITMENTS
       0      334      300   28,468   27,100   28,768   27,734       34    1,068

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        124)
       0       -6        0      184      124      184      118      -60        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      1.0     98.8     94.1     99.9     96.3      0.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       24       22       25       23
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        7,689
COMMITMENTS
   1,140      304       60    5,488    6,255    6,688    6,619    1,001    1,070

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      4.0      0.8     71.4     81.3     87.0     86.1     13.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       13       12       15       15
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| 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 08/05/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,921,484
COMMITMENTS
 200,653  141,851  1296949  1355854  1404730  2853456  2843529   68,027   77,955

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:     57,957)
  -7,419    5,879   38,882   27,187   12,775   58,651   57,536     -693      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      4.9     44.4     46.4     48.1     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     113      125      178       91      103      304      315
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      101,570
COMMITMENTS
  29,572   23,294   25,180   44,835   52,521   99,587  100,995    1,983      575

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      2,857)
   1,842      195      491      560    2,784    2,893    3,470      -36     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     22.9     24.8     44.1     51.7     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4       14       15       14       12       29       30
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      130,512
COMMITMENTS
  21,110   13,771    8,057   65,809   50,742   94,976   72,570   35,536   57,942

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,757)
     -62       74      229    6,027   -5,519    6,194   -5,216   -4,437    6,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     10.6      6.2     50.4     38.9     72.8     55.6     27.2     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        7       16       15       23       22
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      381,476
COMMITMENTS
  23,453   17,732  167,859  186,527  192,560  377,840  378,152    3,636    3,324

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:     10,269)
   1,514   -2,064    5,969    2,403    6,437    9,886   10,342      383      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      4.6     44.0     48.9     50.5     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      26       25       46       39       40       88       88
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      295,440
COMMITMENTS
  16,371    7,063   86,443  185,184  195,444  287,998  288,950    7,442    6,490

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:       -493)
    -925     -212   -1,771   11,815   17,935    9,119   15,952   -9,612  -16,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      2.4     29.3     62.7     66.2     97.5     97.8      2.5      2.2

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,192
COMMITMENTS
     800      575       50   18,227   18,467   19,077   19,092      115      100

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,235)
       0        0        0    1,135    1,135    1,135    1,135      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.0      0.3     95.0     96.2     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        1       35       31       37       35
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      205,954
COMMITMENTS
  16,570   26,333   54,814  122,185  113,611  193,569  194,758   12,385   11,196

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:     13,944)
    -113   -2,352    6,797    5,980    7,945   12,664   12,390    1,280    1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     12.8     26.6     59.3     55.2     94.0     94.6      6.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       14       24       23       22       48       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       32,013
COMMITMENTS
   2,210    7,479    3,686   22,914   18,688   28,810   29,853    3,203    2,160

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,202)
    -674     -262      686      564      747      576    1,171      626       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     23.4     11.5     71.6     58.4     90.0     93.3     10.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        3       14       14       19       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,444
COMMITMENTS
       0      550        0    7,102    6,519    7,102    7,069      342      375

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        105)
       0        0        0     -162     -195     -162     -195      267      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      0.0     95.4     87.6     95.4     95.0      4.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       19       16       19       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,974
COMMITMENTS
   8,119    4,599      173    3,963    8,299   12,255   13,071    1,719      903

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        294)
     -58      131       71      431       70      444      272     -150       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.1     32.9      1.2     28.4     59.4     87.7     93.5     12.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      37       33        4       19       22       59       57
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,258
COMMITMENTS
   6,117    4,127        0    4,063    6,821   10,180   10,948    2,078    1,310

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        180)
    -158       12       -6      596      102      432      108     -252       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9     33.7      0.0     33.1     55.6     83.0     89.3     17.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      30       11        0       13       15       43       26
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      257,014
COMMITMENTS
  55,955   10,865   46,515  133,013  183,064  235,483  240,444   21,530   16,570

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:       -239)
  -2,495     -820   -1,668    1,284   -1,232   -2,878   -3,720    2,639    3,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      4.2     18.1     51.8     71.2     91.6     93.6      8.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      48       29       42       71       82      141      133
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,550
COMMITMENTS
     150      100       50    3,775    3,900    3,975    4,050      575      500

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,100)
       0      -50       50      550      600      600      600      500      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.2      1.1     83.0     85.7     87.4     89.0     12.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       21       23       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,456
COMMITMENTS
   1,420        0      389   11,322   12,867   13,131   13,256      325      200

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        175)
    -125        0       25      157       65       57       90      118       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.0      2.9     84.1     95.6     97.6     98.5      2.4      1.5

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 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,210
COMMITMENTS
     100       50        0    4,060    4,060    4,160    4,110       50      100

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      415      115      415      115     -300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.2      0.0     96.4     96.4     98.8     97.6      1.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       19       19       20       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,476
COMMITMENTS
     508        0        0    2,317    3,230    2,825    3,230      651      246

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:        144)
    -160        0        0      320      160      160      160      -16      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      0.0      0.0     66.7     92.9     81.3     92.9     18.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11       13       13       13
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,827
COMMITMENTS
   1,556    2,862      499   10,349    9,078   12,404   12,439    2,423    2,388

CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST:      1,606)
      50      948        0      794      318      844    1,266      762      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     19.3      3.4     69.8     61.2     83.7     83.9     16.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        4        4       21       25       27       31
 

Updated August 15, 2008