GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,814 COMMITMENTS 0 0 0 10,610 10,601 10,610 10,601 204 213 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 235) 0 0 0 172 172 172 172 63 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.1 98.0 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 0 0 31 32 31 32 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,367 COMMITMENTS 0 495 365 11,822 11,447 12,187 12,307 180 60 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 164) 0 260 -265 269 109 4 104 160 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 3.0 95.6 92.6 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 2 28 29 30 32 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,194 COMMITMENTS 39 428 120 3,763 3,984 3,922 4,532 1,272 662 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -268) -24 -109 16 -366 -127 -374 -220 106 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 8.2 2.3 72.4 76.7 75.5 87.3 24.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 3 25 29 28 32 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,373 COMMITMENTS 50 50 70 3,630 3,606 3,750 3,726 623 647 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -494) 0 30 -30 -484 -279 -514 -279 20 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.1 1.6 83.0 82.5 85.8 85.2 14.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 1 2 34 36 37 39 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 246,183 COMMITMENTS 20,267 13,733 58,863 132,060 146,373 211,189 218,969 34,994 27,215 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 7,150) 3,097 2,471 -440 4,229 4,118 6,886 6,149 264 1,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 5.6 23.9 53.6 59.5 85.8 88.9 14.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 27 24 40 56 58 105 104 EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,248 COMMITMENTS 1,338 2,531 7,610 3,654 2,786 12,603 12,927 645 321 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 667) 340 25 202 77 332 619 559 48 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 19.1 57.4 27.6 21.0 95.1 97.6 4.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 11 12 12 23 23 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,655 COMMITMENTS 50 1,363 100 8,405 7,028 8,555 8,491 100 164 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,483) -305 -25 0 -1,078 -1,372 -1,383 -1,397 -100 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 15.7 1.2 97.1 81.2 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 3 1 27 28 28 32 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,125 COMMITMENTS 235 75 0 4,485 4,720 4,720 4,795 405 330 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -592) -357 0 0 -265 -622 -622 -622 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.5 0.0 87.5 92.1 92.1 93.6 7.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 16 15 17 16 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,228,429 COMMITMENTS 219,772 386,950 447,770 485,400 355,156 1152942 1189876 75,487 38,553 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 5,148) 8,173 -20,994 4,905 -6,852 19,856 6,227 3,767 -1,079 1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 31.5 36.5 39.5 28.9 93.9 96.9 6.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 70 61 96 81 70 202 185 NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 31,541 COMMITMENTS 14,320 19,305 3,428 13,594 7,854 31,342 30,587 199 954 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,335) 1,028 886 35 190 643 1,253 1,564 82 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 61.2 10.9 43.1 24.9 99.4 97.0 0.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 14 12 7 9 21 27 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,897 COMMITMENTS 406 7,039 2,746 78,728 70,747 81,880 80,532 9,017 10,365 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -2,548) 114 -478 -296 -2,593 -2,850 -2,775 -3,624 227 1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 7.7 3.0 86.6 77.8 90.1 88.6 9.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 22 22 25 26 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 51,150 COMMITMENTS 2,459 11,117 3,519 36,718 27,268 42,696 41,904 8,454 9,246 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -8,443) 62 -859 -1,422 -8,962 -8,826 -10,322 -11,107 1,879 2,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 21.7 6.9 71.8 53.3 83.5 81.9 16.5 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 4 19 13 23 18 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,650 COMMITMENTS 3,955 1,185 1,013 77,803 77,170 82,771 79,368 7,879 11,282 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -5,043) 19 -1,081 103 -6,526 -8,670 -6,404 -9,648 1,361 4,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.3 1.1 85.8 85.1 91.3 87.6 8.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 3 23 25 27 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 80,045 COMMITMENTS 0 1,843 859 67,091 52,649 67,950 55,351 12,095 24,694 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -6,535) -1,922 -248 -31 -5,708 -19,826 -7,661 -20,105 1,126 13,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 1.1 83.8 65.8 84.9 69.1 15.1 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 16 14 18 16 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,689 COMMITMENTS 16,596 3,188 3,903 41,375 54,272 61,874 61,363 8,815 9,326 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -3,556) 2,250 2,685 -1,486 -4,607 -6,612 -3,843 -5,413 287 1,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 4.5 5.5 58.5 76.8 87.5 86.8 12.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 21 21 24 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,893 COMMITMENTS 5,329 7,130 2,076 72,149 73,564 79,554 82,770 10,339 7,123 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -6,888) -1,661 -395 -1,085 -5,201 -4,950 -7,947 -6,430 1,059 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 7.9 2.3 80.3 81.8 88.5 92.1 11.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 24 30 26 34 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 105,902 COMMITMENTS 11,716 732 5,642 78,574 82,557 95,932 88,931 9,970 16,971 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -2,548) -267 244 73 -4,527 -2,603 -4,721 -2,286 2,173 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.7 5.3 74.2 78.0 90.6 84.0 9.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 2 17 25 19 28 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 43,756 COMMITMENTS 5,026 5,350 2,302 31,600 30,444 38,928 38,096 4,828 5,660 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -4,425) 3,103 -1,461 -572 -7,676 -3,017 -5,145 -5,050 720 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 12.2 5.3 72.2 69.6 89.0 87.1 11.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 3 13 14 17 17 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,437 COMMITMENTS 1,417 4,425 24,100 59,265 55,743 84,782 84,268 5,655 6,169 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -6,137) -248 642 -1,258 -4,821 -9,394 -6,327 -10,010 190 3,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 4.9 26.6 65.5 61.6 93.7 93.2 6.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 3 12 16 16 19 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,958 COMMITMENTS 0 864 732 41,421 39,892 42,153 41,488 8,805 9,470 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -5,635) -504 352 -329 -3,696 -6,820 -4,529 -6,797 -1,106 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 1.4 81.3 78.3 82.7 81.4 17.3 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 21 17 22 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 81,217 COMMITMENTS 3,217 4,624 5,857 64,634 60,574 73,708 71,055 7,509 10,162 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -9,210) 833 211 -1,770 -11,165 -12,597 -12,102 -14,156 2,892 4,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 5.7 7.2 79.6 74.6 90.8 87.5 9.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 4 4 24 27 29 32 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 2,102,541 COMMITMENTS 130,074 57,155 961,381 1006668 1080127 2098123 2098663 4,418 3,878 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 107,729) -13,031 22,072 47,367 74,445 38,749 108,781 108,188 -1,052 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.7 45.7 47.9 51.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 42 23 59 53 52 118 112 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 118,327 COMMITMENTS 10,539 19,251 19,607 68,036 68,690 98,182 107,548 20,145 10,779 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -4,478) 2,153 -1,568 -2,636 -9,355 -2,304 -9,838 -6,508 5,360 2,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 16.3 16.6 57.5 58.1 83.0 90.9 17.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 5 6 26 24 32 31 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 117,336 COMMITMENTS 18,683 0 8,469 83,298 96,383 110,450 104,852 6,886 12,484 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -5,403) 2,101 0 -1,256 -4,871 -3,735 -4,026 -4,991 -1,377 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.0 7.2 71.0 82.1 94.1 89.4 5.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 0 4 20 20 25 24 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 226,975 COMMITMENTS 11,087 9,399 5,034 192,804 201,276 208,925 215,709 18,050 11,266 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -10,985) 477 -2,799 -1,161 -13,369 -6,866 -14,053 -10,826 3,068 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 4.1 2.2 84.9 88.7 92.0 95.0 8.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 5 4 39 33 45 39 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 199,369 COMMITMENTS 3,378 20,765 9,124 176,656 163,908 189,158 193,797 10,211 5,572 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -11,603) -1,146 2,322 -3,259 -5,091 -11,236 -9,496 -12,173 -2,107 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 10.4 4.6 88.6 82.2 94.9 97.2 5.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 4 38 30 43 34 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 250,206 COMMITMENTS 7,763 6,640 17,961 212,013 215,395 237,737 239,996 12,469 10,210 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -9,891) -2,661 654 -951 -7,258 -9,493 -10,870 -9,790 979 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 2.7 7.2 84.7 86.1 95.0 95.9 5.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 5 7 41 46 48 54 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 189,126 COMMITMENTS 20,334 6,775 19,774 142,397 156,033 182,505 182,582 6,621 6,544 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -13,219) -2,669 -890 -2,257 -8,334 -8,644 -13,260 -11,791 41 -1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 3.6 10.5 75.3 82.5 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 4 6 35 34 43 41 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 45,671 COMMITMENTS 618 2,908 984 35,598 29,642 37,200 33,534 8,471 12,137 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -4,876) -339 -653 -370 -4,726 -6,963 -5,435 -7,986 559 3,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 6.4 2.2 77.9 64.9 81.5 73.4 18.5 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 2 14 13 17 16 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,843,081 COMMITMENTS 1488971 595,292 1053391 1275146 2179513 3817508 3828196 25,573 14,885 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -35,176) -75,043 4,789 1,495 37,717 -40,763 -35,831 -34,479 655 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 15.5 27.4 33.2 56.7 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 27 26 47 101 96 154 145 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,088,877 COMMITMENTS 195,384 463,430 223,849 665,116 399,648 1084349 1086927 4,528 1,950 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 20,062) 9,139 -7,382 11,111 1,073 18,151 21,323 21,880 -1,261 -1,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 42.6 20.6 61.1 36.7 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 19 26 36 40 37 81 77 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 102,115 COMMITMENTS 4,203 387 13,748 83,568 87,652 101,519 101,787 596 328 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 3,173) 851 36 670 1,739 2,466 3,261 3,173 -88 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.4 13.5 81.8 85.8 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 4 8 29 29 39 37 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,020 COMMITMENTS 2,959 52 799 26,510 29,444 30,268 30,295 752 725 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 352) -10 -179 52 318 511 361 385 -9 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.2 2.6 85.5 94.9 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 19 21 22 24 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,950 COMMITMENTS 0 120 0 10,998 10,362 10,998 10,482 952 1,468 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 92.0 86.7 92.0 87.7 8.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 15 16 16 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 35,734 COMMITMENTS 0 640 2,240 31,144 31,674 33,384 34,554 2,350 1,180 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -865) 0 20 -80 -682 -572 -762 -632 -103 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 6.3 87.2 88.6 93.4 96.7 6.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 23 18 25 20 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,394 COMMITMENTS 0 300 180 28,964 27,692 29,144 28,172 250 1,222 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,156) 0 -40 -60 -894 -744 -954 -844 -202 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.6 98.5 94.2 99.1 95.8 0.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 22 19 23 20 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| 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: 9,978 COMMITMENTS 120 0 0 9,766 9,276 9,886 9,276 92 702 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -256) 0 -40 0 -252 -214 -252 -254 -4 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 97.9 93.0 99.1 93.0 0.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 16 20 16 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,068 COMMITMENTS 0 0 0 7,061 7,408 7,061 7,408 1,007 660 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,195) 0 0 0 1,230 1,092 1,230 1,092 -35 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.5 91.8 87.5 91.8 12.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 16 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,980,374 COMMITMENTS 169,916 124,232 1308174 1440215 1467649 2918305 2900055 62,069 80,319 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 140,342) -13,977 19,132 56,535 96,954 65,343 139,513 141,010 829 -668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 4.2 43.9 48.3 49.2 97.9 97.3 2.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 94 116 151 81 101 263 289 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,366 COMMITMENTS 16,309 14,216 26,861 49,180 51,449 92,350 92,526 1,016 840 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -3,720) -8,293 112 577 4,150 -4,554 -3,566 -3,865 -154 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 15.2 28.8 52.7 55.1 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 10 14 14 12 29 28 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 139,928 COMMITMENTS 20,113 12,406 9,190 78,840 64,663 108,143 86,259 31,785 53,669 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 4,375) 695 596 -259 5,420 11,042 5,856 11,379 -1,481 -7,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 8.9 6.6 56.3 46.2 77.3 61.6 22.7 38.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 5 7 17 18 24 25 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 387,760 COMMITMENTS 31,319 10,330 169,900 184,259 204,541 385,478 384,772 2,282 2,988 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 38,402) 6,800 806 14,213 18,175 23,763 39,188 38,782 -786 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 2.7 43.8 47.5 52.7 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 31 24 47 36 37 89 86 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 306,825 COMMITMENTS 13,660 6,852 78,854 207,786 213,776 300,300 299,482 6,525 7,343 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 9,932) -202 -381 -1,673 11,814 10,911 9,939 8,856 -8 1,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 2.2 25.7 67.7 69.7 97.9 97.6 2.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 4 10 30 29 40 39 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,860 COMMITMENTS 195 900 685 28,965 28,275 29,845 29,860 1,015 1,000 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,866) -55 0 30 159 104 134 134 -2,000 -2,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.9 2.2 93.9 91.6 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 3 3 33 35 36 40 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,057 COMMITMENTS 16,257 37,146 36,994 124,074 106,598 177,325 180,738 12,732 9,319 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,052) -408 -3,037 -2,604 974 4,214 -2,038 -1,427 3,090 2,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 19.5 19.5 65.3 56.1 93.3 95.1 6.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 21 25 23 22 48 52 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,390 COMMITMENTS 5,221 9,266 3,862 19,306 15,937 28,389 29,065 3,001 2,325 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 419) 0 194 0 294 0 294 194 125 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 29.5 12.3 61.5 50.8 90.4 92.6 9.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 6 5 11 12 18 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,263 COMMITMENTS 0 540 0 8,263 7,723 8,263 8,263 0 0 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -490) -50 40 0 -440 -530 -490 -490 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 0 20 20 20 23 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,622 COMMITMENTS 9,569 3,789 0 2,864 9,883 12,433 13,672 2,189 950 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -311) -315 78 -33 55 -166 -293 -121 -18 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.4 25.9 0.0 19.6 67.6 85.0 93.5 15.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 45 26 0 21 23 66 49 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,850 COMMITMENTS 8,409 1,670 128 4,121 11,394 12,658 13,192 2,192 1,658 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 171) 664 14 -69 -195 354 400 299 -229 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 11.2 0.9 27.8 76.7 85.2 88.8 14.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 27 15 3 15 19 44 35 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,831 COMMITMENTS 37,604 16,587 28,589 99,257 124,355 165,450 169,530 16,381 12,301 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -6,949) 163 259 -2,186 -5,242 -4,922 -7,265 -6,850 316 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 9.1 15.7 54.6 68.4 91.0 93.2 9.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 38 26 32 69 69 127 109 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| 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 150 0 100 4,715 4,839 4,965 4,939 174 200 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -817) -100 -100 0 -591 -667 -691 -767 -126 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 1.9 91.7 94.2 96.6 96.1 3.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 1 26 23 28 24 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,295 COMMITMENTS 1,155 342 522 10,862 12,111 12,539 12,975 756 320 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -895) 360 171 -171 -1,516 -900 -1,327 -900 432 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 2.6 3.9 81.7 91.1 94.3 97.6 5.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 2 27 27 30 29 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 3,102 COMMITMENTS 90 610 0 2,541 2,252 2,631 2,862 471 240 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -511) 0 130 -130 -350 -481 -480 -481 -31 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 19.7 0.0 81.9 72.6 84.8 92.3 15.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 12 15 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,500 COMMITMENTS 0 0 100 2,375 2,375 2,475 2,475 25 25 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,075) -250 0 100 -875 -1,150 -1,025 -1,050 -50 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 4.0 95.0 95.0 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 1 14 15 15 16 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,346 COMMITMENTS 380 159 0 3,255 4,133 3,635 4,292 711 54 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -352) -64 64 -64 -416 -352 -544 -352 192 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 3.7 0.0 74.9 95.1 83.6 98.8 16.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 18 12 19 14 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,132 COMMITMENTS 59 0 285 3,703 3,766 4,047 4,051 85 81 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 419) -88 0 0 561 509 473 509 -54 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 6.9 89.6 91.1 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 19 16 20 17 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,103 COMMITMENTS 2,543 5,245 1,263 17,607 15,054 21,413 21,562 2,690 2,541 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,213) -240 165 -106 636 1,020 290 1,079 923 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 21.8 5.2 73.0 62.5 88.8 89.5 11.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 4 21 27 27 32
Updated October 10, 2008