GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,830
COMMITMENTS
      75        0        0   27,545   27,620   27,620   27,620      210      210

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,705)
       0        0        0   -1,730   -1,730   -1,730   -1,730       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.0     99.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        0        0       35       34       36       34
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,650
COMMITMENTS
     700      595      280   15,483   15,731   16,463   16,606      187       44

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,757)
       0     -175       -5   -1,749   -1,581   -1,754   -1,761       -3        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.6      1.7     93.0     94.5     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       29       34       34       38
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,888
COMMITMENTS
     167      249       62    8,372    8,757    8,601    9,068    1,287      820

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -672)
      19       59      -95     -528     -610     -604     -646      -68      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.5      0.6     84.7     88.6     87.0     91.7     13.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        2       32       38       35       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,655
COMMITMENTS
      45       65        5    6,825    6,850    6,875    6,920      780      735

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -499)
     -50       20      -85     -216     -354     -351     -419     -148      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.8      0.1     89.2     89.5     89.8     90.4     10.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        1       40       42       42       44
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,186
COMMITMENTS
       0      219        0    3,337    3,225    3,337    3,444      849      742

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:         66)
       0       20        0      103      138      103      158      -37      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.0     79.7     77.0     79.7     82.3     20.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18       20       18       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      249,448
COMMITMENTS
  23,381   15,628   48,582  143,171  156,438  215,133  220,648   34,315   28,801

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -5,820)
    -970     -215   -3,141   -3,939   -4,068   -8,050   -7,424    2,229    1,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      6.3     19.5     57.4     62.7     86.2     88.5     13.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      24       26       37       61       64      107      110
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        9,405
COMMITMENTS
   1,832    1,190    4,674    2,337    2,836    8,843    8,700      562      705

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        163)
     175      -59       35      -61      170      149      146       14       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     12.7     49.7     24.9     30.2     94.0     92.5      6.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        3        9       11       11       20       20
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       11,606
COMMITMENTS
     103    1,038      380   10,983   10,048   11,466   11,466      140      140

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -3,576)
      42     -815      140   -3,643   -2,726   -3,461   -3,401     -115     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      8.9      3.3     94.6     86.6     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        1       30       40       32       45
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,781
COMMITMENTS
       0       25        0    9,176    9,631    9,176    9,656      605      125

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -759)
       0      -25        0     -744     -734     -744     -759      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0     93.8     98.5     93.8     98.7      6.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       21       24       21       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,027,144
COMMITMENTS
 105,070  224,008  426,042  415,978  338,841  947,090  988,892   80,053   38,252

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -2,032)
  -1,273      -72     -822   -3,068      968   -5,164       75    3,131   -2,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     21.8     41.5     40.5     33.0     92.2     96.3      7.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      63       58       80       72       63      186      157
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       37,969
COMMITMENTS
  17,024   22,033    5,424   15,337   10,218   37,785   37,676      184      294

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        662)
     416      424       28      222      214      666      666       -4       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8     58.0     14.3     40.4     26.9     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6       14       13        8       10       22       29
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,136
COMMITMENTS
       0    3,286    3,101   85,489   81,749   88,590   88,136    6,546    7,000

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,441)
     -44      305     -407     -639     -903   -1,090   -1,005     -351     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      3.3     89.9     85.9     93.1     92.6      6.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       24       24       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,847
COMMITMENTS
   2,624    5,141    3,383   37,127   26,282   43,134   34,806    7,713   16,041

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -6,110)
      83     -600   -1,209   -6,132   -6,581   -7,258   -8,390    1,148    2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     10.1      6.7     73.0     51.7     84.8     68.5     15.2     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        2       14       11       16       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,079
COMMITMENTS
   1,911      947      428   73,597   71,069   75,936   72,444    6,143    9,635

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -8,564)
    -279      -48        0   -9,422  -10,929   -9,701  -10,977    1,137    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.2      0.5     89.7     86.6     92.5     88.3      7.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       26       26       28       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,565
COMMITMENTS
       0        0        0   73,165   63,184   73,165   63,184   14,400   24,381

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,592)
       0        0        0     -190   -1,643     -190   -1,643   -1,402       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.6     72.2     83.6     72.2     16.4     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       17       17       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,092
COMMITMENTS
   6,731    1,625    3,591   57,947   57,118   68,269   62,334    5,823   11,758

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -3,273)
  -1,891      -99     -248    1,350   -3,268     -789   -3,615   -2,484      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      2.2      4.8     78.2     77.1     92.1     84.1      7.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       23       26       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,141
COMMITMENTS
   2,682    6,617    3,454   68,297   64,820   74,433   74,891    8,708    8,250

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -8,632)
     653   -1,353     -200   -9,675  -10,198   -9,222  -11,751      590    3,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.0      4.2     82.1     78.0     89.5     90.1     10.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        3       22       26       26       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,960
COMMITMENTS
  17,522        0    4,262   68,552   78,088   90,336   82,350    8,624   16,610

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -7,615)
   2,747     -372     -142   -9,073   -6,484   -6,468   -6,998   -1,147     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      0.0      4.3     69.3     78.9     91.3     83.2      8.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        3       18       25       21       28
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,825
COMMITMENTS
   2,968    7,062    2,180   27,633   22,823   32,781   32,065    4,044    4,760

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -3,681)
     350        0     -569   -2,496   -2,676   -2,715   -3,245     -966     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     19.2      5.9     75.0     62.0     89.0     87.1     11.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       15       14       18       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,352
COMMITMENTS
     630    8,307   19,182   56,017   47,753   75,829   75,242    5,523    6,110

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -3,552)
    -124      180     -281   -2,624   -4,204   -3,029   -4,305     -523      753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     10.2     23.6     68.9     58.7     93.2     92.5      6.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       14       13       18       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,872
COMMITMENTS
       0        0        0   47,353   46,116   47,353   46,116    7,519    8,756

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -5,566)
       0        0        0   -4,760   -5,521   -4,760   -5,521     -806      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.3     84.0     86.3     84.0     13.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       20       22       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,567
COMMITMENTS
   1,860    3,381    6,511   67,324   63,400   75,695   73,292    9,872   12,275

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -6,568)
    -717   -1,083     -492   -5,615   -3,784   -6,824   -5,359      256   -1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      4.0      7.6     78.7     74.1     88.5     85.7     11.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        4       24       25       29       30
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,080,449
COMMITMENTS
 101,132   73,975  919,354  1055048  1083318  2075535  2076646    4,914    3,802

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     20,587)
  -1,473     -829   10,943   10,894   10,319   20,364   20,433      223      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      3.6     44.2     50.7     52.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      38       28       62       55       53      120      116
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,074
COMMITMENTS
   8,444   19,373   19,699   71,313   64,565   99,456  103,637   17,618   13,437

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -5,326)
     907     -224   -1,555   -4,717   -5,041   -5,365   -6,820       39    1,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     16.5     16.8     60.9     55.1     85.0     88.5     15.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        6       24       23       30       29
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,719
COMMITMENTS
  13,890    1,038   10,698   91,869   96,087  116,457  107,823    7,262   15,896

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -8,523)
  -1,112   -1,643       31   -7,843   -9,114   -8,924  -10,726      401    2,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      0.8      8.6     74.3     77.7     94.1     87.2      5.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        5       19       20       24       25
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      216,890
COMMITMENTS
  10,983    7,610    5,646  184,110  194,339  200,739  207,595   16,151    9,295

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -12,028)
  -2,799   -2,597      747  -12,767  -11,564  -14,819  -13,414    2,791    1,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      3.5      2.6     84.9     89.6     92.6     95.7      7.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        3       37       32       42       36
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      182,238
COMMITMENTS
       0    9,658    5,442  160,506  157,492  165,948  172,592   16,290    9,646

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -11,026)
      -6   -3,171   -1,864  -13,362   -6,197  -15,232  -11,232    4,206      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      3.0     88.1     86.4     91.1     94.7      8.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        2       35       31       37       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      250,020
COMMITMENTS
   1,244    5,927   15,009  216,491  217,492  232,744  238,428   17,276   11,592

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -12,232)
  -2,755      263     -909  -11,354  -12,125  -15,018  -12,771    2,786      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.4      6.0     86.6     87.0     93.1     95.4      6.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        4        5       39       43       44       48
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      212,997
COMMITMENTS
   4,204   23,340   18,611  182,045  164,376  204,860  206,327    8,137    6,670

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -6,250)
  -3,642    3,847   -1,601       75   -7,873   -5,168   -5,627   -1,082     -623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     11.0      8.7     85.5     77.2     96.2     96.9      3.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        5        5       34       32       40       38
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,927
COMMITMENTS
       0    1,504        0   39,909   37,167   39,909   38,671    7,018    8,256

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -4,310)
    -248      335     -341   -2,980   -3,466   -3,569   -3,472     -741     -838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.0     85.0     79.2     85.0     82.4     15.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       16       17       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,458,776
COMMITMENTS
 910,711  158,368  1169488  1349056  2111196  3429255  3439052   29,521   19,724

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:      6,364)
 -12,605   -7,369    3,258   14,383   10,185    5,036    6,074    1,328      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      4.6     33.8     39.0     61.0     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       23       46       97       88      148      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,187,629
COMMITMENTS
 202,897  379,709  293,305  685,739  511,762  1181941  1184776    5,688    2,853

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     28,657)
   6,891   -8,557   11,799    9,311   24,801   28,001   28,043      656      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     32.0     24.7     57.7     43.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       26       38       35       33       78       78
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,433
COMMITMENTS
     350        0      200    2,783    3,133    3,333    3,333      100      100

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -850)
      25        0      200   -1,125   -1,100     -900     -900       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      5.8     81.1     91.3     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       11       17       12       18
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       97,656
COMMITMENTS
   2,798      429   11,140   82,175   85,644   96,113   97,213    1,543      443

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -8,664)
    -882      -84   -2,160   -5,902   -6,681   -8,945   -8,925      281      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.4     11.4     84.1     87.7     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        7       30       29       39       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,157
COMMITMENTS
       0        0        0   10,029    9,837   10,029    9,837      128      320

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -699)
     -38      -44        0     -661     -678     -699     -722        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.7     96.8     98.7     96.8      1.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       12       13       12
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,484
COMMITMENTS
   2,693        0      570   30,104   33,418   33,367   33,988    1,117      496

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,730)
     -29      -65      -69   -1,644   -1,514   -1,742   -1,648       12      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      1.7     87.3     96.9     96.8     98.6      3.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       21       20       23       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,326
COMMITMENTS
       0       40        0   12,122   11,988   12,122   12,028    1,204    1,298

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -522)
       0      -40        0     -458     -444     -458     -484      -64      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0     91.0     90.0     91.0     90.3      9.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       15       17       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       33,570
COMMITMENTS
      40      720      720   30,033   31,461   30,793   32,901    2,777      669

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        315)
      40     -180      -60      242      600      222      360       93      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.1      2.1     89.5     93.7     91.7     98.0      8.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       24       21       26       22
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,324
COMMITMENTS
      80        0       20   29,024   28,402   29,124   28,422      200      902

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,326)
      80      -40      -40   -1,364   -1,208   -1,324   -1,288       -2      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.1     99.0     96.9     99.3     96.9      0.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       19       23       20
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,737
COMMITMENTS
       0      509       51    8,077    8,511    8,128    9,071    1,609      666

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,591)
       0     -337     -323   -1,242     -959   -1,565   -1,619      -26       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.5     83.0     87.4     83.5     93.2     16.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       17       17       18       18
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| 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:       10,428
COMMITMENTS
      40        0        0   10,104    9,750   10,144    9,750      284      678

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -674)
     -40        0        0     -530     -592     -570     -592     -104      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     96.9     93.5     97.3     93.5      2.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       17       22       17
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,644
COMMITMENTS
       0        0        0   14,624   14,240   14,624   14,240       20      404

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -278)
       0        0        0     -240     -193     -240     -193      -38      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.9     97.2     99.9     97.2      0.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       21       21       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,013,932
COMMITMENTS
 201,371   98,489  1255909  1481231  1579292  2938510  2933690   75,422   80,243

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    102,917)
   8,282   -2,402   49,868   32,790   42,779   90,940   90,245   11,977   12,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      3.3     41.7     49.1     52.4     97.5     97.3      2.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     103       81      140       81       93      253      255
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,448
COMMITMENTS
   5,859   15,565   36,946   89,082   77,055  131,887  129,565    1,561    3,882

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:      7,716)
  -2,975   -1,164    5,532    5,277    3,249    7,834    7,617     -118       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     11.7     27.7     66.8     57.7     98.8     97.1      1.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        7        9       10       10       19       19
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,166
COMMITMENTS
  23,394   10,653   13,070   98,734  111,030  135,198  134,753   38,968   39,413

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -14,695)
  -3,736   -2,158   -1,852   -6,252    1,969  -11,840   -2,041   -2,855  -12,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      6.1      7.5     56.7     63.7     77.6     77.4     22.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        5       22       23       28       30
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      294,118
COMMITMENTS
  21,983   16,609  130,503  138,146  144,541  290,632  291,652    3,487    2,466

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     13,112)
     202       32    6,340    6,679    6,916   13,221   13,288     -109     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      5.6     44.4     47.0     49.1     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      24       21       36       30       30       69       72
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      460,280
COMMITMENTS
  20,601   10,632   88,643  341,023  346,914  450,268  446,189   10,012   14,090

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:    -15,789)
  -1,246     -889   -7,957   -3,365   -5,627  -12,569  -14,473   -3,220   -1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      2.3     19.3     74.1     75.4     97.8     96.9      2.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        3       10       34       34       44       44
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,855
COMMITMENTS
     765    2,597      625   44,303   42,333   45,693   45,555    1,162    1,300

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -7,232)
     650     -185     -825   -7,189   -6,567   -7,364   -7,577      132      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      5.5      1.3     94.6     90.3     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        2       40       40       45       44
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      169,646
COMMITMENTS
  19,249   33,162   26,044  115,592  102,303  160,885  161,509    8,761    8,137

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:         85)
     674     -832     -598        5      712       81     -718        4      803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     19.5     15.4     68.1     60.3     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       17       21       21       20       43       44
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       61,932
COMMITMENTS
       0    7,700       10   52,590   42,598   52,600   50,308    9,332   11,624

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -2,537)
       0      190     -610     -322   -2,840     -932   -3,260   -1,605      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.4      0.0     84.9     68.8     84.9     81.2     15.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       20       17       21       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,772
COMMITMENTS
       0      420       65   19,707   19,287   19,772   19,772        0        0

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -715)
       0     -200       60     -775     -575     -715     -715        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.3     99.7     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        1       24       29       25       32
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,056
COMMITMENTS
   9,005    3,200       50    2,343    8,818   11,398   12,068    1,658      988

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -238)
      71      226      -77      -32     -462      -38     -313     -200       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.0     24.5      0.4     17.9     67.5     87.3     92.4     12.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      38       20        1       19       20       57       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,325
COMMITMENTS
   8,993    2,108      141    5,566   13,461   14,700   15,710    2,625    1,615

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        -33)
    -773       91       -5      102     -442     -676     -356      643      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.9     12.2      0.8     32.1     77.7     84.8     90.7     15.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      31       14        3       15       22       48       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      194,337
COMMITMENTS
  51,690    6,296   29,772   98,446  145,247  179,908  181,314   14,429   13,023

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        456)
   1,234   -1,548      454   -1,568    2,144      119    1,049      336     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      3.2     15.3     50.7     74.7     92.6     93.3      7.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      38       25       33       72       82      129      123
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,085
COMMITMENTS
   1,850        0        0   11,311   13,305   13,161   13,305      924      780

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:      1,454)
    -655        0        0    2,428    1,699    1,773    1,699     -319     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      0.0      0.0     80.3     94.5     93.4     94.5      6.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       18       14       18
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,327
COMMITMENTS
     100       50      150    5,877    5,927    6,127    6,127      200      200

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -1,105)
       0     -300      100   -1,185     -905   -1,085   -1,105      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.8      2.4     92.9     93.7     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        2       26       23       29       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,094
COMMITMENTS
   1,380      489        4   14,704   16,593   16,088   17,086    1,006        8

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:     -2,004)
     100      186     -286   -1,803   -1,908   -1,989   -2,008      -15        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      2.9      0.0     86.0     97.1     94.1    100.0      5.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       26       22       28       24
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,568
COMMITMENTS
     100        0      200    5,737    6,583    6,037    6,783    1,531      785

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        577)
      20        0      -60     -118      142     -158       82      735      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      2.6     75.8     87.0     79.8     89.6     20.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       13       16       14
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,365
COMMITMENTS
      50      300        0    6,290    6,065    6,340    6,365       25        0

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -360)
     -50      100        0     -285     -410     -335     -310      -25      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      4.7      0.0     98.8     95.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       18       19       19       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,088
COMMITMENTS
     336       96       72   17,819   18,776   18,227   18,944      861      144

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:        270)
    -332      -63       72      572      240      312      249      -42       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.5      0.4     93.4     98.4     95.5     99.2      4.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       21       20       23       22
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,944
COMMITMENTS
       0      120       57    8,815    8,749    8,872    8,926       72       18

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -831)
       0       20      -20     -807     -831     -827     -831       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.6     98.6     97.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       18       17       19
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,600
COMMITMENTS
   4,291   13,101    1,418   29,850   21,271   35,559   35,790    3,041    2,810

CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST:       -811)
      39       75      -27     -823     -926     -811     -878        0       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     33.9      3.7     77.3     55.1     92.1     92.7      7.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        4       22       27       28       33
 

Updated December 05, 2008