NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, August 25, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   313,857:    96,748    209,752     65,250        313     21,474     34,131     12,828     18,373     16,677      3,445     22,997:   38,207    24,675
Old  :   313,857:    96,748    209,752     65,250        313     21,474     34,131     12,828     18,373     16,677      3,445     22,997:   38,207    24,675
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :     2,191:      -288      2,039      1,766       -131     -1,832     -1,190       -236      1,337        -76        171      3,122:     -648    -2,279
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.8       66.8       20.8        0.1        6.8       10.9        4.1        5.9        5.3        1.1        7.3:     12.2       7.9
Old  :     100.0:      30.8       66.8       20.8        0.1        6.8       10.9        4.1        5.9        5.3        1.1        7.3:     12.2       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         57         18          .         17         24         11         20         17         12         29:
Old  :       152:        48         57         18          .         17         24         11         20         17         12         29:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       28.2       34.5       39.3       14.4       16.3       22.9       23.3
Old  :                 21.4       28.2       34.5       39.3       14.4       16.3       22.9       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   311,666:    97,036    207,713     63,484        444     23,306     35,321     13,064     17,036     16,753      3,274     19,875:   38,855    26,954
Old  :   311,666:    97,036    207,713     63,484        444     23,306     35,321     13,064     17,036     16,753      3,274     19,875:   38,855    26,954
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :     5,843:     5,546      3,331        656         13      1,718     -1,019      2,191     -1,455      1,004       -269       -176:     -431       490
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       66.6       20.4        0.1        7.5       11.3        4.2        5.5        5.4        1.1        6.4:     12.5       8.6
Old  :     100.0:      31.1       66.6       20.4        0.1        7.5       11.3        4.2        5.5        5.4        1.1        6.4:     12.5       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       146:        48         56         18          .         15         24         10         16         17         11         26:
Old  :       146:        48         56         18          .         15         24         10         16         17         11         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       29.0       35.3       40.3       13.9       16.3       22.4       23.9
Old  :                 22.0       29.0       35.3       40.3       13.9       16.3       22.4       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, August 11, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   305,823:    91,490    204,382     62,828        431     21,588     36,340     10,873     18,491     15,749      3,543     20,051:   39,286    26,464
Old  :   305,823:    91,490    204,382     62,828        431     21,588     36,340     10,873     18,491     15,749      3,543     20,051:   39,286    26,464
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :     7,452:     1,409      7,125       -842         -5      1,296      6,268        392     -1,490     -2,142        785      2,217:      736    -2,868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.9       66.8       20.5        0.1        7.1       11.9        3.6        6.0        5.1        1.2        6.6:     12.8       8.7
Old  :     100.0:      29.9       66.8       20.5        0.1        7.1       11.9        3.6        6.0        5.1        1.2        6.6:     12.8       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        46         54         19          .         14         19         10         18         13         13         26:
Old  :       140:        46         54         19          .         14         19         10         18         13         13         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       29.1       36.5       40.7       14.3       16.1       22.7       24.0
Old  :                 22.0       29.1       36.5       40.7       14.3       16.1       22.7       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   298,371:    90,081    197,257     63,670        436     20,292     30,072     10,481     19,981     17,891      2,758     17,834:   38,550    29,332
Old  :   298,371:    90,081    197,257     63,670        436     20,292     30,072     10,481     19,981     17,891      2,758     17,834:   38,550    29,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :    -1,425:    -1,784      4,219       -614        -40     -2,407      2,618     -2,654        467       -558       -181     -1,274:    2,127       445
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       66.1       21.3        0.1        6.8       10.1        3.5        6.7        6.0        0.9        6.0:     12.9       9.8
Old  :     100.0:      30.2       66.1       21.3        0.1        6.8       10.1        3.5        6.7        6.0        0.9        6.0:     12.9       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        47         55         18          .         13         18         10         21         14         12         22:
Old  :       138:        47         55         18          .         13         18         10         21         14         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       28.2       37.1       39.8       15.1       15.1       23.2       23.0
Old  :                 22.4       28.2       37.1       39.8       15.1       15.1       23.2       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   299,796:    91,865    193,038     64,284        476     22,699     27,454     13,135     19,514     18,449      2,939     19,108:   36,423    28,887
Old  :   299,796:    91,865    193,038     64,284        476     22,699     27,454     13,135     19,514     18,449      2,939     19,108:   36,423    28,887
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 21, 2009                                                                    :
     :      -331:    -6,104      5,135        572        130     -1,853      3,733     -4,536      1,606     -1,603       -429      2,858:      460    -3,242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       64.4       21.4        0.2        7.6        9.2        4.4        6.5        6.2        1.0        6.4:     12.1       9.6
Old  :     100.0:      30.6       64.4       21.4        0.2        7.6        9.2        4.4        6.5        6.2        1.0        6.4:     12.1       9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        49         55         19          .         15         18         14         22         16         11         26:
Old  :       145:        49         55         19          .         15         18         14         22         16         11         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       27.2       37.0       38.3       15.8       15.4       23.9       23.0
Old  :                 22.2       27.2       37.0       38.3       15.8       15.4       23.9       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 21, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   300,127:    97,969    187,903     63,712        346     24,552     23,721     17,671     17,908     20,052      3,368     16,250:   35,963    32,129
Old  :   300,127:    97,969    187,903     63,712        346     24,552     23,721     17,671     17,908     20,052      3,368     16,250:   35,963    32,129
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 14, 2009                                                                    :
     :     6,441:      -317      5,148      1,284        346        150      4,525        986        924      2,417        471       -477:   -2,065    -1,107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       62.6       21.2        0.1        8.2        7.9        5.9        6.0        6.7        1.1        5.4:     12.0      10.7
Old  :     100.0:      32.6       62.6       21.2        0.1        8.2        7.9        5.9        6.0        6.7        1.1        5.4:     12.0      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        51         56         20          .         15         19         19         20         14         15         25:
Old  :       152:        51         56         20          .         15         19         19         20         14         15         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       27.0       38.4       38.5       15.3       15.0       24.0       22.2
Old  :                 23.1       27.0       38.4       38.5       15.3       15.0       24.0       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   293,686:    98,286    182,755     62,428          0     24,402     19,196     16,685     16,984     17,635      2,897     16,727:   38,028    33,236
Old  :   293,686:    98,286    182,755     62,428          0     24,402     19,196     16,685     16,984     17,635      2,897     16,727:   38,028    33,236
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 7, 2009                                                                     :
     :    11,499:    12,469      2,847      2,658          0        879     -2,936      7,379      1,498        544      1,592     -3,281:     -332       585
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.5       62.2       21.3        0.0        8.3        6.5        5.7        5.8        6.0        1.0        5.7:     12.9      11.3
Old  :     100.0:      33.5       62.2       21.3        0.0        8.3        6.5        5.7        5.8        6.0        1.0        5.7:     12.9      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        53         57         17          0         13         14         20         16         15         12         23:
Old  :       144:        53         57         17          0         13         14         20         16         15         12         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       24.8       36.7       37.4       16.0       15.2       23.6       21.9
Old  :                 23.3       24.8       36.7       37.4       16.0       15.2       23.6       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 7, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   282,187:    85,817    179,908     59,770          0     23,523     22,132      9,306     15,486     17,091      1,305     20,008:   38,360    32,651
Old  :   282,187:    85,817    179,908     59,770          0     23,523     22,132      9,306     15,486     17,091      1,305     20,008:   38,360    32,651
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 30, 2009                                                                    :
     :        86:     1,851     -4,252      3,929          0        884     -5,788      3,206       -215      4,609       -169     -2,826:   -2,358     3,458
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.4       63.8       21.2        0.0        8.3        7.8        3.3        5.5        6.1        0.5        7.1:     13.6      11.6
Old  :     100.0:      30.4       63.8       21.2        0.0        8.3        7.8        3.3        5.5        6.1        0.5        7.1:     13.6      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       134:        42         51         18          0         14         19         12         18         16          9         23:
Old  :       134:        42         51         18          0         14         19         12         18         16          9         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       25.2       35.0       38.0       15.4       15.9       23.2       23.5
Old  :                 22.4       25.2       35.0       38.0       15.4       15.9       23.2       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   282,101:    83,966    184,160     55,841          0     22,639     27,920      6,100     15,701     12,482      1,474     22,834:   40,718    29,193
Old  :   282,101:    83,966    184,160     55,841          0     22,639     27,920      6,100     15,701     12,482      1,474     22,834:   40,718    29,193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2009                                                                    :
     :    -5,486:       452     -1,152        539          0     -1,420        956        777     -2,251        283     -1,019        454:   -4,499      -875
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       65.3       19.8        0.0        8.0        9.9        2.2        5.6        4.4        0.5        8.1:     14.4      10.3
Old  :     100.0:      29.8       65.3       19.8        0.0        8.0        9.9        2.2        5.6        4.4        0.5        8.1:     14.4      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        46         51         17          0         13         26          8         19         16          9         22:
Old  :       136:        46         51         17          0         13         26          8         19         16          9         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       25.7       33.2       38.7       14.9       18.3       22.7       25.4
Old  :                 21.6       25.7       33.2       38.7       14.9       18.3       22.7       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   287,587:    83,514    185,312     55,302          0     24,059     26,964      5,323     17,952     12,199      2,493     22,380:   45,217    30,068
Old  :   287,587:    83,514    185,312     55,302          0     24,059     26,964      5,323     17,952     12,199      2,493     22,380:   45,217    30,068
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 16, 2009                                                                    :
     :       595:     1,825      2,839          0          0        -72       -955       -965       -769        -27       -988        -52:      645       602
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       64.4       19.2        0.0        8.4        9.4        1.9        6.2        4.2        0.9        7.8:     15.7      10.5
Old  :     100.0:      29.0       64.4       19.2        0.0        8.4        9.4        1.9        6.2        4.2        0.9        7.8:     15.7      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        47         51         19          0         14         26          8         17         13          7         22:
Old  :       136:        47         51         19          0         14         26          8         17         13          7         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       26.4       32.0       39.4       14.3       18.0       21.5       24.8
Old  :                 20.7       26.4       32.0       39.4       14.3       18.0       21.5       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   286,992:    81,689    182,473     55,302          0     24,131     27,919      6,288     18,721     12,226      3,481     22,432:   44,572    29,466
Old  :   286,992:    81,689    182,473     55,302          0     24,131     27,919      6,288     18,721     12,226      3,481     22,432:   44,572    29,466
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2009                                                                     :
     :     5,413:     2,897      4,641      1,523          0        341         64     -1,210     -1,941     -1,160     -1,922      3,349:      340     2,155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       63.6       19.3        0.0        8.4        9.7        2.2        6.5        4.3        1.2        7.8:     15.5      10.3
Old  :     100.0:      28.5       63.6       19.3        0.0        8.4        9.7        2.2        6.5        4.3        1.2        7.8:     15.5      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        45         51         18          0         13         23         10         19         13         10         22:
Old  :       135:        45         51         18          0         13         23         10         19         13         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       26.1       32.0       39.3       13.6       17.7       22.1       25.2
Old  :                 20.7       26.1       32.0       39.3       13.6       17.7       22.1       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   281,579:    78,792    177,832     53,779          0     23,790     27,855      7,498     20,662     13,386      5,403     19,083:   44,232    27,311
Old  :   281,579:    78,792    177,832     53,779          0     23,790     27,855      7,498     20,662     13,386      5,403     19,083:   44,232    27,311
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 2, 2009                                                                     :
     :    13,809:     8,758     17,499     -2,127       -323      1,056      4,507     -1,750     -1,841        693        533      1,069:    1,694    -2,434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.0       63.2       19.1        0.0        8.4        9.9        2.7        7.3        4.8        1.9        6.8:     15.7       9.7
Old  :     100.0:      28.0       63.2       19.1        0.0        8.4        9.9        2.7        7.3        4.8        1.9        6.8:     15.7       9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        45         52         18          0         13         20         10         17         14         13         23:
Old  :       138:        45         52         18          0         13         20         10         17         14         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       26.5       32.0       39.5       13.4       18.7       22.1       26.1
Old  :                 20.5       26.5       32.0       39.5       13.4       18.7       22.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   267,770:    70,034    160,333     55,906        323     22,734     23,348      9,248     22,503     12,693      4,870     18,014:   42,538    29,745
Old  :   267,770:    70,034    160,333     55,906        323     22,734     23,348      9,248     22,503     12,693      4,870     18,014:   42,538    29,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2009                                                                     :
     :     1,927:    -3,006      3,042      2,439        102        -23      1,936       -859       -236     -1,560        811         99:    2,278    -1,009
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       59.9       20.9        0.1        8.5        8.7        3.5        8.4        4.7        1.8        6.7:     15.9      11.1
Old  :     100.0:      26.2       59.9       20.9        0.1        8.5        8.7        3.5        8.4        4.7        1.8        6.7:     15.9      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        47         53         18          .         14         20         12         16         12         11         19:
Old  :       138:        47         53         18          .         14         20         12         16         12         11         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       24.2       31.9       36.9       13.9       18.2       22.4       25.0
Old  :                 21.0       24.2       31.9       36.9       13.9       18.2       22.4       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, May 26, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   265,843:    73,040    157,291     53,467        221     22,757     21,412     10,107     22,739     14,253      4,059     17,915:   40,260    30,754
Old  :   265,843:    73,040    157,291     53,467        221     22,757     21,412     10,107     22,739     14,253      4,059     17,915:   40,260    30,754
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 19, 2009                                                                     :
     :     5,221:     2,265        998     -1,527         69      2,349        301         -2       -328      1,753        693        582:     -174       860
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       59.2       20.1        0.1        8.6        8.1        3.8        8.6        5.4        1.5        6.7:     15.1      11.6
Old  :     100.0:      27.5       59.2       20.1        0.1        8.6        8.1        3.8        8.6        5.4        1.5        6.7:     15.1      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        50         53         18          .         16         16         12         17         15         10         20:
Old  :       135:        50         53         18          .         16         16         12         17         15         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       25.2       32.4       36.4       15.0       17.7       22.3       25.3
Old  :                 21.2       25.2       32.4       36.4       15.0       17.7       22.3       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, May 19, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   260,622:    70,775    156,293     54,994        152     20,408     21,111     10,109     23,067     12,500      3,366     17,333:   40,434    29,894
Old  :   260,622:    70,775    156,293     54,994        152     20,408     21,111     10,109     23,067     12,500      3,366     17,333:   40,434    29,894
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 12, 2009                                                                     :
     :     2,216:       790        667        919       -496       -684       -815       -763      1,429      1,204      1,152      1,032:   -1,659      -121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.2       60.0       21.1        0.1        7.8        8.1        3.9        8.9        4.8        1.3        6.7:     15.5      11.5
Old  :     100.0:      27.2       60.0       21.1        0.1        7.8        8.1        3.9        8.9        4.8        1.3        6.7:     15.5      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       133:        49         47         18          .         15         19         10         18         13         12         23:
Old  :       133:        49         47         18          .         15         19         10         18         13         12         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       27.2       33.5       38.4       16.2       22.3       23.9       29.3
Old  :                 22.4       27.2       33.5       38.4       16.2       22.3       23.9       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   258,406:    69,985    155,626     54,075        648     21,092     21,926     10,872     21,638     11,296      2,214     16,301:   42,093    30,015
Old  :   258,406:    69,985    155,626     54,075        648     21,092     21,926     10,872     21,638     11,296      2,214     16,301:   42,093    30,015
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2009                                                                      :
     :     2,634:     1,613      4,296     -1,348       -224       -958      1,002     -2,307      1,229     -1,969       -457        873:    2,192       182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.1       60.2       20.9        0.3        8.2        8.5        4.2        8.4        4.4        0.9        6.3:     16.3      11.6
Old  :     100.0:      27.1       60.2       20.9        0.3        8.2        8.5        4.2        8.4        4.4        0.9        6.3:     16.3      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        49         46         17          .         14         17         15         18         12         10         21:
Old  :       130:        49         46         17          .         14         17         15         18         12         10         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       29.8       35.3       40.3       17.6       24.4       25.1       31.1
Old  :                 24.2       29.8       35.3       40.3       17.6       24.4       25.1       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   255,772:    68,372    151,330     55,423        872     22,050     20,924     13,179     20,409     13,265      2,671     15,428:   39,901    29,833
Old  :   255,772:    68,372    151,330     55,423        872     22,050     20,924     13,179     20,409     13,265      2,671     15,428:   39,901    29,833
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2009                                                                   :
     :   -10,766:   -10,544     -8,736      1,409         14        -99        166     -2,063        508         78      1,212     -1,556:     -728       -46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       59.2       21.7        0.3        8.6        8.2        5.2        8.0        5.2        1.0        6.0:     15.6      11.7
Old  :     100.0:      26.7       59.2       21.7        0.3        8.6        8.2        5.2        8.0        5.2        1.0        6.0:     15.6      11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       133:        46         49         15          .         14         15         15         17         17          8         21:
Old  :       133:        46         49         15          .         14         15         15         17         17          8         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       30.2       36.8       39.5       18.1       26.1       26.4       32.0
Old  :                 25.2       30.2       36.8       39.5       18.1       26.1       26.4       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   266,538:    78,916    160,066     54,014        858     22,149     20,758     15,242     19,901     13,187      1,459     16,984:   40,629    29,879
Old  :   266,538:    78,916    160,066     54,014        858     22,149     20,758     15,242     19,901     13,187      1,459     16,984:   40,629    29,879
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2009                                                                   :
     :       -70:     2,458     -2,658      1,949        -75        -72     -1,982      1,606      1,374        251        251     -3,120:     -928     2,624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       60.1       20.3        0.3        8.3        7.8        5.7        7.5        4.9        0.5        6.4:     15.2      11.2
Old  :     100.0:      29.6       60.1       20.3        0.3        8.3        7.8        5.7        7.5        4.9        0.5        6.4:     15.2      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        45         49         15          .         14         14         14         18         13         10         22:
Old  :       127:        45         49         15          .         14         14         14         18         13         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       30.8       36.9       39.4       17.3       26.8       26.0       32.3
Old  :                 24.4       30.8       36.9       39.4       17.3       26.8       26.0       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   266,608:    76,458    162,724     52,065        933     22,221     22,740     13,636     18,527     12,936      1,208     20,104:   41,557    27,255
Old  :   266,608:    76,458    162,724     52,065        933     22,221     22,740     13,636     18,527     12,936      1,208     20,104:   41,557    27,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 14, 2009                                                                   :
     :     9,716:       689      1,338      5,615        241      1,553       -277      2,980      1,862        823         25       -397:     -152     2,114
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       61.0       19.5        0.3        8.3        8.5        5.1        6.9        4.9        0.5        7.5:     15.6      10.2
Old  :     100.0:      28.7       61.0       19.5        0.3        8.3        8.5        5.1        6.9        4.9        0.5        7.5:     15.6      10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        49         48         15          .         13         14         14         19         16          8         23:
Old  :       128:        49         48         15          .         13         14         14         19         16          8         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       32.8       35.8       41.8       16.8       28.9       25.0       34.4
Old  :                 23.9       32.8       35.8       41.8       16.8       28.9       25.0       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 14, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   256,892:    75,769    161,386     46,450        692     20,668     23,017     10,656     16,665     12,113      1,183     20,501:   41,709    25,141
Old  :   256,892:    75,769    161,386     46,450        692     20,668     23,017     10,656     16,665     12,113      1,183     20,501:   41,709    25,141
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 7, 2009                                                                    :
     :     9,975:     4,206      6,866        346        692       -633      1,938         -1        169         43        284      2,930:      976      -332
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.5       62.8       18.1        0.3        8.0        9.0        4.1        6.5        4.7        0.5        8.0:     16.2       9.8
Old  :     100.0:      29.5       62.8       18.1        0.3        8.0        9.0        4.1        6.5        4.7        0.5        8.0:     16.2       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        49         47         15          .         12         14         14         20         15          7         22:
Old  :       127:        49         47         15          .         12         14         14         20         15          7         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       34.2       34.4       43.1       15.6       29.8       24.0       35.2
Old  :                 23.1       34.2       34.4       43.1       15.6       29.8       24.0       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 7, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   246,917:    71,563    154,520     46,104          0     21,301     21,079     10,657     16,496     12,070        899     17,571:   40,733    25,473
Old  :   246,917:    71,563    154,520     46,104          0     21,301     21,079     10,657     16,496     12,070        899     17,571:   40,733    25,473
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 31, 2009                                                                   :
     :    -4,666:    -5,222     -5,666     -1,155       -357     -1,523        669      1,250        -18       -812       -638      1,403:    1,992       883
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       62.6       18.7        0.0        8.6        8.5        4.3        6.7        4.9        0.4        7.1:     16.5      10.3
Old  :     100.0:      29.0       62.6       18.7        0.0        8.6        8.5        4.3        6.7        4.9        0.4        7.1:     16.5      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       122:        48         45         16          0         12         14         11         18         12          7         19:
Old  :       122:        48         45         16          0         12         14         11         18         12          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       35.1       35.3       43.6       15.6       30.7       24.2       36.3
Old  :                 23.8       35.1       35.3       43.6       15.6       30.7       24.2       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   251,583:    76,785    160,186     47,259        357     22,824     20,410      9,407     16,514     12,882      1,537     16,168:   38,741    24,590
Old  :   251,583:    76,785    160,186     47,259        357     22,824     20,410      9,407     16,514     12,882      1,537     16,168:   38,741    24,590
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 24, 2009                                                                   :
     :   -14,548:   -16,095    -12,069       -834       -206      2,115     -1,015     -1,655      1,673      1,095     -1,532      2,216:   -3,703    -5,090
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       63.7       18.8        0.1        9.1        8.1        3.7        6.6        5.1        0.6        6.4:     15.4       9.8
Old  :     100.0:      30.5       63.7       18.8        0.1        9.1        8.1        3.7        6.6        5.1        0.6        6.4:     15.4       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        45         46         14          .         11         16         10         17         13         10         19:
Old  :       124:        45         46         14          .         11         16         10         17         13         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       35.7       36.8       44.7       17.2       31.1       25.2       37.3
Old  :                 25.2       35.7       36.8       44.7       17.2       31.1       25.2       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   266,131:    92,880    172,255     48,093        563     20,709     21,425     11,062     14,841     11,787      3,069     13,952:   42,444    29,680
Old  :   266,131:    92,880    172,255     48,093        563     20,709     21,425     11,062     14,841     11,787      3,069     13,952:   42,444    29,680
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 17, 2009                                                                   :
     :    -1,653:    -4,643      4,986       -371       -266        981      2,918     -6,330       -411       -361      1,251     -1,192:    1,426      -672
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.9       64.7       18.1        0.2        7.8        8.1        4.2        5.6        4.4        1.2        5.2:     15.9      11.2
Old  :     100.0:      34.9       64.7       18.1        0.2        7.8        8.1        4.2        5.6        4.4        1.2        5.2:     15.9      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       118:        46         48         14          .         12         13         11         16         14          6         18:
Old  :       118:        46         48         14          .         12         13         11         16         14          6         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       33.8       36.0       43.1       17.1       29.8       25.1       35.7
Old  :                 24.5       33.8       36.0       43.1       17.1       29.8       25.1       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   267,784:    97,523    167,269     48,464        829     19,728     18,507     17,392     15,252     12,148      1,818     15,144:   41,018    30,352
Old  :   267,784:    97,523    167,269     48,464        829     19,728     18,507     17,392     15,252     12,148      1,818     15,144:   41,018    30,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 10, 2009                                                                   :
     :    11,238:     1,354      6,387      1,935        310      2,230      1,195      1,040         34      2,055        102      2,836:     -401    -1,701
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.4       62.5       18.1        0.3        7.4        6.9        6.5        5.7        4.5        0.7        5.7:     15.3      11.3
Old  :     100.0:      36.4       62.5       18.1        0.3        7.4        6.9        6.5        5.7        4.5        0.7        5.7:     15.3      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       122:        44         47         14          .         12         12         16         16         14          6         21:
Old  :       122:        44         47         14          .         12         12         16         16         14          6         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       32.2       36.2       41.8       18.2       28.3       25.9       33.8
Old  :                 25.3       32.2       36.2       41.8       18.2       28.3       25.9       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 10, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   256,546:    96,169    160,882     46,529        519     17,498     17,312     16,352     15,218     10,093      1,716     12,308:   41,419    32,053
Old  :   256,546:    96,169    160,882     46,529        519     17,498     17,312     16,352     15,218     10,093      1,716     12,308:   41,419    32,053
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 3, 2009                                                                    :
     :       592:    -2,891      1,445       -500          8        332     -1,087     -3,125        539        334       -124       -201:    4,066     1,718
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       62.7       18.1        0.2        6.8        6.7        6.4        5.9        3.9        0.7        4.8:     16.1      12.5
Old  :     100.0:      37.5       62.7       18.1        0.2        6.8        6.7        6.4        5.9        3.9        0.7        4.8:     16.1      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       119:        41         47         14          .         13         12         14         14         13          6         20:
Old  :       119:        41         47         14          .         13         12         14         14         13          6         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       32.4       36.2       41.8       18.7       28.7       26.3       34.2
Old  :                 26.7       32.4       36.2       41.8       18.7       28.7       26.3       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 3, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   255,954:    99,060    159,437     47,029        511     17,166     18,399     19,477     14,679      9,759      1,840     12,509:   37,353    30,335
Old  :   255,954:    99,060    159,437     47,029        511     17,166     18,399     19,477     14,679      9,759      1,840     12,509:   37,353    30,335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 24, 2009                                                                :
     :    -3,169:     3,888      6,084      1,112        394        -63       -583     -3,133     -2,157       -419        142     -2,868:   -2,079    -1,568
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.7       62.3       18.4        0.2        6.7        7.2        7.6        5.7        3.8        0.7        4.9:     14.6      11.9
Old  :     100.0:      38.7       62.3       18.4        0.2        6.7        7.2        7.6        5.7        3.8        0.7        4.9:     14.6      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       125:        43         49         16          .         13         11         18         14         12          7         20:
Old  :       125:        43         49         16          .         13         11         18         14         12          7         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       32.5       35.6       41.7       18.9       27.5       26.0       33.4
Old  :                 26.4       32.5       35.6       41.7       18.9       27.5       26.0       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 24, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   259,123:    95,172    153,353     45,917        117     17,229     18,982     22,610     16,836     10,178      1,698     15,377:   39,432    31,903
Old  :   259,123:    95,172    153,353     45,917        117     17,229     18,982     22,610     16,836     10,178      1,698     15,377:   39,432    31,903
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 17, 2009                                                                :
     :       225:    -2,429     -1,737      1,282       -193       -798       -459      2,728      1,947     -1,240     -1,370     -1,609:    3,531     1,257
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.7       59.2       17.7        0.0        6.6        7.3        8.7        6.5        3.9        0.7        5.9:     15.2      12.3
Old  :     100.0:      36.7       59.2       17.7        0.0        6.6        7.3        8.7        6.5        3.9        0.7        5.9:     15.2      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        48         49         15          .         14         14         20         18         14          7         21:
Old  :       128:        48         49         15          .         14         14         20         18         14          7         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       30.2       36.2       38.7       18.5       26.7       25.5       32.4
Old  :                 26.0       30.2       36.2       38.7       18.5       26.7       25.5       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 17, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   258,898:    97,601    155,090     44,635        310     18,027     19,441     19,882     14,889     11,418      3,068     16,986:   35,901    30,646
Old  :   258,898:    97,601    155,090     44,635        310     18,027     19,441     19,882     14,889     11,418      3,068     16,986:   35,901    30,646
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 10, 2009                                                                :
     :     5,413:       759       -852       -267        -21        698      2,510      4,312     -2,444         84        764      2,465:    1,608       491
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.7       59.9       17.2        0.1        7.0        7.5        7.7        5.8        4.4        1.2        6.6:     13.9      11.8
Old  :     100.0:      37.7       59.9       17.2        0.1        7.0        7.5        7.7        5.8        4.4        1.2        6.6:     13.9      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        47         54         16          .         13         15         17         17         15         11         27:
Old  :       138:        47         54         16          .         13         15         17         17         15         11         27:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       30.0       35.7       39.0       19.1       25.1       25.7       31.0
Old  :                 26.5       30.0       35.7       39.0       19.1       25.1       25.7       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 10, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   253,485:    96,842    155,942     44,902        331     17,329     16,931     15,570     17,333     11,334      2,304     14,521:   34,293    30,155
Old  :   253,485:    96,842    155,942     44,902        331     17,329     16,931     15,570     17,333     11,334      2,304     14,521:   34,293    30,155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 3, 2009                                                                 :
     :     8,490:     4,092      6,109      2,805        -45        754        746         79     -3,107        725       -382      1,724:      751     3,358
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.2       61.5       17.7        0.1        6.8        6.7        6.1        6.8        4.5        0.9        5.7:     13.5      11.9
Old  :     100.0:      38.2       61.5       17.7        0.1        6.8        6.7        6.1        6.8        4.5        0.9        5.7:     13.5      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        44         48         17          .         14         11         16         17         17         12         26:
Old  :       130:        44         48         17          .         14         11         16         17         17         12         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       32.2       37.0       41.3       19.7       25.7       26.5       30.9
Old  :                 27.1       32.2       37.0       41.3       19.7       25.7       26.5       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   244,995:    92,750    149,833     42,097        376     16,575     16,185     15,491     20,440     10,609      2,686     12,797:   33,542    26,797
Old  :   244,995:    92,750    149,833     42,097        376     16,575     16,185     15,491     20,440     10,609      2,686     12,797:   33,542    26,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2009                                                                 :
     :    -3,195:    -6,462     -4,016      4,372        119       -522      1,329      1,343        362        760       -111        570:   -3,604      -940
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.9       61.2       17.2        0.2        6.8        6.6        6.3        8.3        4.3        1.1        5.2:     13.7      10.9
Old  :     100.0:      37.9       61.2       17.2        0.2        6.8        6.6        6.3        8.3        4.3        1.1        5.2:     13.7      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        43         46         17          .         14         11         16         20         16         11         24:
Old  :       127:        43         46         17          .         14         11         16         20         16         11         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       31.5       37.5       40.5       20.6       25.9       27.6       30.9
Old  :                 27.6       31.5       37.5       40.5       20.6       25.9       27.6       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   248,190:    99,212    153,849     37,725        257     17,097     14,856     14,148     20,078      9,849      2,797     12,227:   37,146    27,737
Old  :   248,190:    99,212    153,849     37,725        257     17,097     14,856     14,148     20,078      9,849      2,797     12,227:   37,146    27,737
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 20, 2009                                                                 :
     :      -969:     4,322      2,769     -3,095        257       -824        204     -1,424     -1,493      1,356         69       -714:     -725       391
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.0       62.0       15.2        0.1        6.9        6.0        5.7        8.1        4.0        1.1        4.9:     15.0      11.2
Old  :     100.0:      40.0       62.0       15.2        0.1        6.9        6.0        5.7        8.1        4.0        1.1        4.9:     15.0      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        44         50         16          .         12         10         18         19          9         13         23:
Old  :       124:        44         50         16          .         12         10         18         19          9         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       30.8       36.8       40.0       19.3       25.4       25.8       30.2
Old  :                 26.4       30.8       36.8       40.0       19.3       25.4       25.8       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   249,159:    94,890    151,080     40,820          0     17,921     14,652     15,572     21,571      8,493      2,728     12,941:   37,871    27,346
Old  :   249,159:    94,890    151,080     40,820          0     17,921     14,652     15,572     21,571      8,493      2,728     12,941:   37,871    27,346
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 13, 2009                                                                 :
     :    20,053:    14,079      9,160       -211       -357        437     -1,074      3,476      5,808        -77       -155      1,899:     -808      -215
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.1       60.6       16.4        0.0        7.2        5.9        6.2        8.7        3.4        1.1        5.2:     15.2      11.0
Old  :     100.0:      38.1       60.6       16.4        0.0        7.2        5.9        6.2        8.7        3.4        1.1        5.2:     15.2      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        48         53         17          0         11         12         15         20         11         12         26:
Old  :       131:        48         53         17          0         11         12         15         20         11         12         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       29.4       36.9       39.4       19.2       24.9       25.6       30.4
Old  :                 26.5       29.4       36.9       39.4       19.2       24.9       25.6       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   229,106:    80,811    141,920     41,031        357     17,484     15,726     12,096     15,763      8,570      2,883     11,042:   38,679    27,561
Old  :   229,106:    80,811    141,920     41,031        357     17,484     15,726     12,096     15,763      8,570      2,883     11,042:   38,679    27,561
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 6, 2009                                                                  :
     :     3,925:    -3,577      1,345       -355       -496        747        340     -1,533      2,063       -370       -574       -668:    5,745     3,041
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       61.9       17.9        0.2        7.6        6.9        5.3        6.9        3.7        1.3        4.8:     16.9      12.0
Old  :     100.0:      35.3       61.9       17.9        0.2        7.6        6.9        5.3        6.9        3.7        1.3        4.8:     16.9      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       126:        48         54         16          .         11         14         11         18         11         11         23:
Old  :       126:        48         54         16          .         11         14         11         18         11         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       28.3       37.3       38.6       19.9       25.5       26.8       31.1
Old  :                 27.8       28.3       37.3       38.6       19.9       25.5       26.8       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 6, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,181:    84,388    140,575     41,386        853     16,737     15,386     13,629     13,700      8,940      3,457     11,710:   32,934    24,520
Old  :   225,181:    84,388    140,575     41,386        853     16,737     15,386     13,629     13,700      8,940      3,457     11,710:   32,934    24,520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 30, 2008                                                                :
     :    -1,341:    -7,366       -641        743         64     -1,020       -420     -2,764      3,716        196        770        249:    2,561    -1,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       62.4       18.4        0.4        7.4        6.8        6.1        6.1        4.0        1.5        5.2:     14.6      10.9
Old  :     100.0:      37.5       62.4       18.4        0.4        7.4        6.8        6.1        6.1        4.0        1.5        5.2:     14.6      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        48         52         16          .         12         11         14         16          9         14         25:
Old  :       127:        48         52         16          .         12         11         14         16          9         14         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       28.2       39.1       39.3       20.0       24.4       26.9       30.3
Old  :                 28.2       28.2       39.1       39.3       20.0       24.4       26.9       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 30, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,522:    91,754    141,216     40,643        789     17,757     15,806     16,393      9,984      8,744      2,687     11,461:   30,373    26,235
Old  :   226,522:    91,754    141,216     40,643        789     17,757     15,806     16,393      9,984      8,744      2,687     11,461:   30,373    26,235
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2008                                                                :
     :    -1,849:     5,999      2,455       -421         -4     -1,478       -127        154     -1,141      1,112        173     -1,254:   -4,539      -754
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.5       62.3       17.9        0.3        7.8        7.0        7.2        4.4        3.9        1.2        5.1:     13.4      11.6
Old  :     100.0:      40.5       62.3       17.9        0.3        7.8        7.0        7.2        4.4        3.9        1.2        5.1:     13.4      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       122:        47         52         15          .         11         10         12         13          9         11         23:
Old  :       122:        47         52         15          .         11         10         12         13          9         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       27.7       40.8       38.7       20.3       23.8       27.0       30.2
Old  :                 29.6       27.7       40.8       38.7       20.3       23.8       27.0       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,371:    85,755    138,761     41,064        793     19,235     15,933     16,239     11,125      7,632      2,514     12,715:   34,912    26,989
Old  :   228,371:    85,755    138,761     41,064        793     19,235     15,933     16,239     11,125      7,632      2,514     12,715:   34,912    26,989
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 16, 2008                                                                :
     :     4,698:     5,943      3,741       -437       -206         27        828      4,993     -3,624        728       -586      1,838:     -605    -1,485
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.6       60.8       18.0        0.3        8.4        7.0        7.1        4.9        3.3        1.1        5.6:     15.3      11.8
Old  :     100.0:      37.6       60.8       18.0        0.3        8.4        7.0        7.1        4.9        3.3        1.1        5.6:     15.3      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       125:        45         51         16          4         13         10         13         13         11         10         25:
Old  :       125:        45         51         16          4         13         10         13         13         11         10         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       27.3       38.2       38.4       19.0       23.9       25.5       30.0
Old  :                 27.6       27.3       38.2       38.4       19.0       23.9       25.5       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 16, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,673:    79,812    135,020     41,501        999     19,208     15,105     11,246     14,749      6,904      3,100     10,877:   35,517    28,474
Old  :   223,673:    79,812    135,020     41,501        999     19,208     15,105     11,246     14,749      6,904      3,100     10,877:   35,517    28,474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 9, 2008                                                                 :
     :     2,631:    -1,455      3,799       -338       -209      2,390      2,596       -790     -1,323        -42       -340     -2,101:    2,904     1,205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       60.4       18.6        0.4        8.6        6.8        5.0        6.6        3.1        1.4        4.9:     15.9      12.7
Old  :     100.0:      35.7       60.4       18.6        0.4        8.6        6.8        5.0        6.6        3.1        1.4        4.9:     15.9      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        52         53         16          4         14         12         12         14         11         10         23:
Old  :       127:        52         53         16          4         14         12         12         14         11         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       26.9       37.7       37.8       16.9       21.9       23.4       27.8
Old  :                 27.3       26.9       37.7       37.8       16.9       21.9       23.4       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 9, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,042:    81,267    131,221     41,839      1,208     16,818     12,509     12,036     16,072      6,946      3,440     12,978:   32,613    27,269
Old  :   221,042:    81,267    131,221     41,839      1,208     16,818     12,509     12,036     16,072      6,946      3,440     12,978:   32,613    27,269
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 2, 2008                                                                 :
     :     2,925:     4,579      3,354        994       -338       -265     -1,657       -517     -1,951     -1,535       -681      2,892:     -132       431
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.8       59.4       18.9        0.5        7.6        5.7        5.4        7.3        3.1        1.6        5.9:     14.8      12.3
Old  :     100.0:      36.8       59.4       18.9        0.5        7.6        5.7        5.4        7.3        3.1        1.6        5.9:     14.8      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        48         54         16          4         14         13         10         14         10         13         24:
Old  :       130:        48         54         16          4         14         13         10         14         10         13         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       25.5       37.6       36.9       17.1       18.2       22.6       24.8
Old  :                 27.4       25.5       37.6       36.9       17.1       18.2       22.6       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 2, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,117:    76,688    127,867     40,845      1,546     17,083     14,166     12,553     18,023      8,481      4,121     10,086:   32,745    26,838
Old  :   218,117:    76,688    127,867     40,845      1,546     17,083     14,166     12,553     18,023      8,481      4,121     10,086:   32,745    26,838
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 25, 2008                                                                :
     :    -5,842:    -3,518     -2,035      1,497       -240     -1,974       -252       -917     -1,986     -1,080        977     -1,060:    2,531     1,393
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       58.6       18.7        0.7        7.8        6.5        5.8        8.3        3.9        1.9        4.6:     15.0      12.3
Old  :     100.0:      35.2       58.6       18.7        0.7        7.8        6.5        5.8        8.3        3.9        1.9        4.6:     15.0      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        41         46         15          4         13         12         12         13         10         15         22:
Old  :       124:        41         46         15          4         13         12         12         13         10         15         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       25.4       39.3       37.4       17.2       15.9       23.4       23.1
Old  :                 28.7       25.4       39.3       37.4       17.2       15.9       23.4       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 25, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,959:    80,206    129,902     39,348      1,786     19,057     14,418     13,470     20,009      9,561      3,144     11,146:   30,214    25,445
Old  :   223,959:    80,206    129,902     39,348      1,786     19,057     14,418     13,470     20,009      9,561      3,144     11,146:   30,214    25,445
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 18, 2008                                                                :
     :    -6,289:    -3,535     -2,085     -3,658       -136        212      1,522        403     -2,862      1,638     -1,807     -1,274:    1,668     1,260
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.8       58.0       17.6        0.8        8.5        6.4        6.0        8.9        4.3        1.4        5.0:     13.5      11.4
Old  :     100.0:      35.8       58.0       17.6        0.8        8.5        6.4        6.0        8.9        4.3        1.4        5.0:     13.5      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        47         53         16          4         15         12         14         15         12         12         21:
Old  :       129:        47         53         16          4         15         12         14         15         12         12         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       25.7       37.9       37.1       15.4       16.2       21.3       22.6
Old  :                 28.1       25.7       37.9       37.1       15.4       16.2       21.3       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 18, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   230,248:    83,741    131,987     43,006      1,922     18,845     12,896     13,067     22,871      7,923      4,951     12,420:   28,546    24,185
Old  :   230,248:    83,741    131,987     43,006      1,922     18,845     12,896     13,067     22,871      7,923      4,951     12,420:   28,546    24,185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 11, 2008                                                                :
     :    10,105:     6,292      6,208      4,700       -684        615       -999      1,971        507       -688      1,245        -54:     -268       297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.4       57.3       18.7        0.8        8.2        5.6        5.7        9.9        3.4        2.2        5.4:     12.4      10.5
Old  :     100.0:      36.4       57.3       18.7        0.8        8.2        5.6        5.7        9.9        3.4        2.2        5.4:     12.4      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        50         55         18          4         16         15         11         16         12         11         22:
Old  :       135:        50         55         18          4         16         15         11         16         12         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       27.5       37.3       38.6       14.5       16.4       19.7       21.7
Old  :                 27.5       27.5       37.3       38.6       14.5       16.4       19.7       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 11, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   220,143:    77,449    125,779     38,306      2,606     18,230     13,895     11,096     22,364      8,611      3,706     12,474:   28,814    23,888
Old  :   220,143:    77,449    125,779     38,306      2,606     18,230     13,895     11,096     22,364      8,611      3,706     12,474:   28,814    23,888
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 4, 2008                                                                 :
     :     1,276:     4,968      1,866        686       -506        326        346      2,639     -2,081       -589       -484        -38:   -2,342      -446
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       57.1       17.4        1.2        8.3        6.3        5.0       10.2        3.9        1.7        5.7:     13.1      10.9
Old  :     100.0:      35.2       57.1       17.4        1.2        8.3        6.3        5.0       10.2        3.9        1.7        5.7:     13.1      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        45         51         16          4         16         13         12         15         12         12         24:
Old  :       130:        45         51         16          4         16         13         12         15         12         12         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       28.9       37.7       40.2       14.3       16.4       19.8       22.1
Old  :                 27.4       28.9       37.7       40.2       14.3       16.4       19.8       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 4, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,867:    72,481    123,913     37,620      3,112     17,904     13,549      8,457     24,445      9,200      4,190     12,512:   31,156    24,334
Old  :   218,867:    72,481    123,913     37,620      3,112     17,904     13,549      8,457     24,445      9,200      4,190     12,512:   31,156    24,334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 28, 2008                                                                 :
     :       264:     1,285      7,295     -1,357       -502     -1,878        207     -4,117       -114        352       -246       -284:    2,053       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       56.6       17.2        1.4        8.2        6.2        3.9       11.2        4.2        1.9        5.7:     14.2      11.1
Old  :     100.0:      33.1       56.6       17.2        1.4        8.2        6.2        3.9       11.2        4.2        1.9        5.7:     14.2      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        41         49         16          5         19         16         10         15         11         13         23:
Old  :       128:        41         49         16          5         19         16         10         15         11         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       28.7       37.6       40.2       14.0       16.1       19.7       21.3
Old  :                 27.2       28.7       37.6       40.2       14.0       16.1       19.7       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 28, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,603:    71,196    116,618     38,977      3,614     19,782     13,342     12,574     24,559      8,848      4,436     12,796:   29,103    24,224
Old  :   218,603:    71,196    116,618     38,977      3,614     19,782     13,342     12,574     24,559      8,848      4,436     12,796:   29,103    24,224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 21, 2008                                                                 :
     :     3,736:     3,709      4,772        343       -818        718        598      1,284       -330         80     -1,148        956:   -2,338    -1,698
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       53.3       17.8        1.7        9.0        6.1        5.8       11.2        4.0        2.0        5.9:     13.3      11.1
Old  :     100.0:      32.6       53.3       17.8        1.7        9.0        6.1        5.8       11.2        4.0        2.0        5.9:     13.3      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        46         47         15          6         19         18          9         17         11         12         22:
Old  :       124:        46         47         15          6         19         18          9         17         11         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       25.3       37.0       37.6       14.5       13.6       20.6       19.6
Old  :                 27.3       25.3       37.0       37.6       14.5       13.6       20.6       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 21, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,867:    67,487    111,846     38,634      4,432     19,064     12,744     11,290     24,889      8,768      5,584     11,840:   31,441    25,922
Old  :   214,867:    67,487    111,846     38,634      4,432     19,064     12,744     11,290     24,889      8,768      5,584     11,840:   31,441    25,922
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 14, 2008                                                                 :
     :     2,119:    -1,406      1,537     -1,844     -1,820        119        870        491        402       -188        370        152:    4,014       868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.4       52.1       18.0        2.1        8.9        5.9        5.3       11.6        4.1        2.6        5.5:     14.6      12.1
Old  :     100.0:      31.4       52.1       18.0        2.1        8.9        5.9        5.3       11.6        4.1        2.6        5.5:     14.6      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       120:        41         44         14          6         17         14          9         16         14         10         24:
Old  :       120:        41         44         14          6         17         14          9         16         14         10         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       24.6       36.4       36.5       14.9       14.4       21.3       19.8
Old  :                 27.1       24.6       36.4       36.5       14.9       14.4       21.3       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 14, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,748:    68,893    110,309     40,478      6,252     18,945     11,874     10,799     24,487      8,956      5,214     11,688:   27,427    25,054
Old  :   212,748:    68,893    110,309     40,478      6,252     18,945     11,874     10,799     24,487      8,956      5,214     11,688:   27,427    25,054
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 7, 2008                                                                  :
     :     4,309:     5,183      1,935      5,033         36     -2,454     -2,956        466        796      1,522        723      1,318:   -4,133     1,489
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.4       51.8       19.0        2.9        8.9        5.6        5.1       11.5        4.2        2.5        5.5:     12.9      11.8
Old  :     100.0:      32.4       51.8       19.0        2.9        8.9        5.6        5.1       11.5        4.2        2.5        5.5:     12.9      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       117:        38         41         15          6         17         14          9         16         13         10         23:
Old  :       117:        38         41         15          6         17         14          9         16         13         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       24.0       37.2       36.0       15.1       14.3       21.2       20.2
Old  :                 27.6       24.0       37.2       36.0       15.1       14.3       21.2       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 7, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   208,439:    63,710    108,374     35,445      6,216     21,399     14,830     10,333     23,691      7,434      4,491     10,370:   31,560    23,565
Old  :   208,439:    63,710    108,374     35,445      6,216     21,399     14,830     10,333     23,691      7,434      4,491     10,370:   31,560    23,565
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 30, 2008                                                               :
     :     5,422:     7,766      4,652       -399        861     -3,059        908      2,487     -1,711        761        634        296:      860     1,262
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       52.0       17.0        3.0       10.3        7.1        5.0       11.4        3.6        2.2        5.0:     15.1      11.3
Old  :     100.0:      30.6       52.0       17.0        3.0       10.3        7.1        5.0       11.4        3.6        2.2        5.0:     15.1      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       117:        37         42         13          7         15         17         11         19         12         10         20:
Old  :       117:        37         42         13          7         15         17         11         19         12         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       24.2       37.0       37.4       14.3       14.5       20.5       20.5
Old  :                 27.6       24.2       37.0       37.4       14.3       14.5       20.5       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 30, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,017:    55,944    103,722     35,844      5,355     24,458     13,922      7,846     25,402      6,673      3,857     10,074:   30,700    22,303
Old  :   203,017:    55,944    103,722     35,844      5,355     24,458     13,922      7,846     25,402      6,673      3,857     10,074:   30,700    22,303
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2008                                                               :
     :   -10,908:    -8,065     -2,961      5,925        201     -3,587     -1,834        281      1,166     -2,731     -2,186     -1,366:     -416    -2,456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       51.1       17.7        2.6       12.0        6.9        3.9       12.5        3.3        1.9        5.0:     15.1      11.0
Old  :     100.0:      27.6       51.1       17.7        2.6       12.0        6.9        3.9       12.5        3.3        1.9        5.0:     15.1      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       116:        36         39         14          6         15         17         11         15         12          7         19:
Old  :       116:        36         39         14          6         15         17         11         15         12          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       26.1       37.9       39.3       13.8       15.8       20.4       21.8
Old  :                 27.2       26.1       37.9       39.3       13.8       15.8       20.4       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 23, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   213,925:    64,009    106,683     29,919      5,154     28,045     15,756      7,565     24,236      9,404      6,043     11,440:   31,116    24,759
Old  :   213,925:    64,009    106,683     29,919      5,154     28,045     15,756      7,565     24,236      9,404      6,043     11,440:   31,116    24,759
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 16, 2008                                                               :
     :    -3,413:     2,272        438        449        -53       -784     -4,886     -2,630       -289       -637       -154      1,032:     -570      -973
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.9       49.9       14.0        2.4       13.1        7.4        3.5       11.3        4.4        2.8        5.3:     14.5      11.6
Old  :     100.0:      29.9       49.9       14.0        2.4       13.1        7.4        3.5       11.3        4.4        2.8        5.3:     14.5      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       123:        42         44         12          7         17         16         10         15         12         12         24:
Old  :       123:        42         44         12          7         17         16         10         15         12         12         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       26.8       34.6       37.9       10.5       15.0       17.0       20.1
Old  :                 24.9       26.8       34.6       37.9       10.5       15.0       17.0       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 16, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,338:    61,737    106,245     29,470      5,207     28,829     20,642     10,195     24,525     10,041      6,197     10,408:   31,686    25,732
Old  :   217,338:    61,737    106,245     29,470      5,207     28,829     20,642     10,195     24,525     10,041      6,197     10,408:   31,686    25,732
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 9, 2008                                                                :
     :     4,743:     7,806       -538     -3,735        220       -821      3,259      1,623     -2,146        216      2,177      1,926:   -1,762     2,302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       48.9       13.6        2.4       13.3        9.5        4.7       11.3        4.6        2.9        4.8:     14.6      11.8
Old  :     100.0:      28.4       48.9       13.6        2.4       13.3        9.5        4.7       11.3        4.6        2.9        4.8:     14.6      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        40         43         13          7         16         21         10         18         13         11         20:
Old  :       124:        40         43         13          7         16         21         10         18         13         11         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       26.7       33.0       36.7        9.9       15.1       16.4       20.4
Old  :                 24.2       26.7       33.0       36.7        9.9       15.1       16.4       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 9, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,595:    53,931    106,783     33,205      4,987     29,650     17,383      8,572     26,671      9,825      4,020      8,482:   33,448    23,430
Old  :   212,595:    53,931    106,783     33,205      4,987     29,650     17,383      8,572     26,671      9,825      4,020      8,482:   33,448    23,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 2, 2008                                                                :
     :      -368:       -85      1,617      1,177        276       -456      1,528        861        382     -1,325        839      1,664:   -3,253    -5,551
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4       50.2       15.6        2.3       13.9        8.2        4.0       12.5        4.6        1.9        4.0:     15.7      11.0
Old  :     100.0:      25.4       50.2       15.6        2.3       13.9        8.2        4.0       12.5        4.6        1.9        4.0:     15.7      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       120:        39         45         13          7         15         17         12         18         13         10         20:
Old  :       120:        39         45         13          7         15         17         12         18         13         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       28.6       34.7       38.6       11.6       16.5       18.9       21.9
Old  :                 24.1       28.6       34.7       38.6       11.6       16.5       18.9       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 2, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,963:    54,016    105,166     32,028      4,711     30,106     15,855      7,711     26,289     11,150      3,181      6,818:   36,701    28,981
Old  :   212,963:    54,016    105,166     32,028      4,711     30,106     15,855      7,711     26,289     11,150      3,181      6,818:   36,701    28,981
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 26, 2008                                                                  :
     :    -8,038:    -4,628     -5,131     -1,557        204       -903      1,317         11     -3,248     -1,579       -377       -309:    2,869     1,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4       49.4       15.0        2.2       14.1        7.4        3.6       12.3        5.2        1.5        3.2:     17.2      13.6
Old  :     100.0:      25.4       49.4       15.0        2.2       14.1        7.4        3.6       12.3        5.2        1.5        3.2:     17.2      13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       116:        38         45         11          6         13         18         10         17         16          8         19:
Old  :       116:        38         45         11          6         13         18         10         17         16          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       29.7       36.1       39.5       12.8       16.6       19.6       21.1
Old  :                 24.1       29.7       36.1       39.5       12.8       16.6       19.6       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,001:    58,644    110,297     33,585      4,507     31,009     14,538      7,700     29,537     12,729      3,558      7,127:   33,832    27,266
Old  :   221,001:    58,644    110,297     33,585      4,507     31,009     14,538      7,700     29,537     12,729      3,558      7,127:   33,832    27,266
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 19, 2008                                                                  :
     :       975:     5,820      3,595        -40       -270        -70       -663     -1,360        604     -2,829        569     -1,287:     -560      -806
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       49.9       15.2        2.0       14.0        6.6        3.5       13.4        5.8        1.6        3.2:     15.3      12.3
Old  :     100.0:      26.5       49.9       15.2        2.0       14.0        6.6        3.5       13.4        5.8        1.6        3.2:     15.3      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       123:        41         47         13          5         15         17         10         18         19          7         18:
Old  :       123:        41         47         13          5         15         17         10         18         19          7         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       29.5       36.3       39.2       13.4       16.4       19.9       21.1
Old  :                 24.1       29.5       36.3       39.2       13.4       16.4       19.9       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 19, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   220,026:    52,824    106,702     33,625      4,777     31,079     15,201      9,060     28,933     15,558      2,989      8,414:   34,392    28,072
Old  :   220,026:    52,824    106,702     33,625      4,777     31,079     15,201      9,060     28,933     15,558      2,989      8,414:   34,392    28,072
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 12, 2008                                                                  :
     :    -2,975:    -1,233      2,107        217       -573      1,634     -2,836     -4,287     -2,264        709        -88        187:      611       309
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.0       48.5       15.3        2.2       14.1        6.9        4.1       13.1        7.1        1.4        3.8:     15.6      12.8
Old  :     100.0:      24.0       48.5       15.3        2.2       14.1        6.9        4.1       13.1        7.1        1.4        3.8:     15.6      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       121:        37         45         12          6         14         18         10         17         17          8         19:
Old  :       121:        37         45         12          6         14         18         10         17         17          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       31.9       36.5       41.2       13.7       17.9       19.9       22.8
Old  :                 24.2       31.9       36.5       41.2       13.7       17.9       19.9       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 12, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,001:    54,057    104,595     33,408      5,350     29,445     18,037     13,347     31,197     14,849      3,077      8,227:   33,781    27,763
Old  :   223,001:    54,057    104,595     33,408      5,350     29,445     18,037     13,347     31,197     14,849      3,077      8,227:   33,781    27,763
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2008                                                                   :
     :    -2,914:    -6,097     -3,231        636       -658       -188        270      1,187     -1,176      1,640       -652     -1,757:    3,758     3,561
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       46.9       15.0        2.4       13.2        8.1        6.0       14.0        6.7        1.4        3.7:     15.1      12.4
Old  :     100.0:      24.2       46.9       15.0        2.4       13.2        8.1        6.0       14.0        6.7        1.4        3.7:     15.1      12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        35         43         12          6         16         19         14         18         17          8         19:
Old  :       127:        35         43         12          6         16         19         14         18         17          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       31.4       36.1       40.6       13.7       17.1       20.4       22.3
Old  :                 23.5       31.4       36.1       40.6       13.7       17.1       20.4       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,915:    60,154    107,826     32,772      6,008     29,633     17,767     12,160     32,373     13,209      3,729      9,984:   30,023    24,202
Old  :   225,915:    60,154    107,826     32,772      6,008     29,633     17,767     12,160     32,373     13,209      3,729      9,984:   30,023    24,202
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 29, 2008                                                                    :
     :      -937:    -4,908     -5,475        473        497       -132      2,052        534      4,910        158       -304       -853:   -2,637      -114
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.6       47.7       14.5        2.7       13.1        7.9        5.4       14.3        5.8        1.7        4.4:     13.3      10.7
Old  :     100.0:      26.6       47.7       14.5        2.7       13.1        7.9        5.4       14.3        5.8        1.7        4.4:     13.3      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        35         41         12          7         16         18         15         17         16         11         25:
Old  :       131:        35         41         12          7         16         18         15         17         16         11         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       31.6       35.7       41.2       14.3       18.3       20.8       23.2
Old  :                 23.4       31.6       35.7       41.2       14.3       18.3       20.8       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,852:    65,062    113,301     32,299      5,511     29,765     15,715     11,626     27,463     13,051      4,033     10,837:   32,660    24,316
Old  :   226,852:    65,062    113,301     32,299      5,511     29,765     15,715     11,626     27,463     13,051      4,033     10,837:   32,660    24,316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 22, 2008                                                                    :
     :       730:    -3,564     -3,273     -2,198        498      1,268       -153        435      3,029      2,147       -688        345:     -144      -884
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       49.9       14.2        2.4       13.1        6.9        5.1       12.1        5.8        1.8        4.8:     14.4      10.7
Old  :     100.0:      28.7       49.9       14.2        2.4       13.1        6.9        5.1       12.1        5.8        1.8        4.8:     14.4      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       132:        40         45         12          7         15         17         14         16         15         12         23:
Old  :       132:        40         45         12          7         15         17         14         16         15         12         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       31.7       34.7       41.0       13.5       18.1       20.1       22.5
Old  :                 22.1       31.7       34.7       41.0       13.5       18.1       20.1       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,122:    68,626    116,574     34,497      5,013     28,497     15,868     11,191     24,434     10,904      4,721     10,492:   32,804    25,200
Old  :   226,122:    68,626    116,574     34,497      5,013     28,497     15,868     11,191     24,434     10,904      4,721     10,492:   32,804    25,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2008                                                                    :
     :    -1,865:     2,520       -921        -10        989     -1,243     -4,073     -1,544        609      1,038        617     -1,723:    1,017     1,351
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       51.6       15.3        2.2       12.6        7.0        4.9       10.8        4.8        2.1        4.6:     14.5      11.1
Old  :     100.0:      30.3       51.6       15.3        2.2       12.6        7.0        4.9       10.8        4.8        2.1        4.6:     14.5      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        46         49         12          7         15         18         11         15         15         11         25:
Old  :       131:        46         49         12          7         15         18         11         15         15         11         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       31.6       35.1       41.3       13.2       18.5       20.3       23.7
Old  :                 22.2       31.6       35.1       41.3       13.2       18.5       20.3       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,987:    66,106    117,495     34,507      4,024     29,740     19,941     12,735     23,825      9,866      4,104     12,215:   31,787    23,849
Old  :   227,987:    66,106    117,495     34,507      4,024     29,740     19,941     12,735     23,825      9,866      4,104     12,215:   31,787    23,849
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 8, 2008                                                                     :
     :    12,649:    -1,124      3,300      5,176       -997      2,172      1,942      2,325      3,346       -863       -465      1,010:      990     1,958
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       51.5       15.1        1.8       13.0        8.7        5.6       10.5        4.3        1.8        5.4:     13.9      10.5
Old  :     100.0:      29.0       51.5       15.1        1.8       13.0        8.7        5.6       10.5        4.3        1.8        5.4:     13.9      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       133:        45         48         13          6         15         21         12         15         17          9         25:
Old  :       133:        45         48         13          6         15         21         12         15         17          9         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       30.8       33.9       40.3       12.8       18.7       19.5       24.1
Old  :                 21.4       30.8       33.9       40.3       12.8       18.7       19.5       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 8, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,338:    67,230    114,195     29,331      5,021     27,568     17,999     10,410     20,479     10,729      4,569     11,205:   30,797    21,891
Old  :   215,338:    67,230    114,195     29,331      5,021     27,568     17,999     10,410     20,479     10,729      4,569     11,205:   30,797    21,891
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 1, 2008                                                                     :
     :    -3,682:       386     -3,160        -68       -416        442     -3,772       -106        -63        342       -620        348:   -1,297      -107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.2       53.0       13.6        2.3       12.8        8.4        4.8        9.5        5.0        2.1        5.2:     14.3      10.2
Old  :     100.0:      31.2       53.0       13.6        2.3       12.8        8.4        4.8        9.5        5.0        2.1        5.2:     14.3      10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       132:        46         51         13          6         15         21          9         14         12         11         22:
Old  :       132:        46         51         13          6         15         21          9         14         12         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       30.1       32.2       40.4       12.9       18.8       19.9       24.1
Old  :                 20.0       30.1       32.2       40.4       12.9       18.8       19.9       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 1, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,020:    66,844    117,355     29,399      5,437     27,126     21,771     10,516     20,542     10,387      5,189     10,857:   32,094    21,998
Old  :   219,020:    66,844    117,355     29,399      5,437     27,126     21,771     10,516     20,542     10,387      5,189     10,857:   32,094    21,998
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 24, 2008                                                                    :
     :    -3,773:    -6,099     -1,629      1,546        776     -1,307      2,530        243        434        710         -2         31:   -1,618    -2,319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       53.6       13.4        2.5       12.4        9.9        4.8        9.4        4.7        2.4        5.0:     14.7      10.0
Old  :     100.0:      30.5       53.6       13.4        2.5       12.4        9.9        4.8        9.4        4.7        2.4        5.0:     14.7      10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        41         49         14          5         15         21         10         13         12         13         22:
Old  :       129:        41         49         14          5         15         21         10         13         12         13         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       29.1       31.2       40.0       12.1       18.8       19.0       24.4
Old  :                 19.8       29.1       31.2       40.0       12.1       18.8       19.0       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,793:    72,943    118,984     27,853      4,661     28,433     19,241     10,273     20,108      9,677      5,191     10,826:   33,712    24,317
Old  :   222,793:    72,943    118,984     27,853      4,661     28,433     19,241     10,273     20,108      9,677      5,191     10,826:   33,712    24,317
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 17, 2008                                                                    :
     :     6,701:     5,558      5,311     -1,115         59      2,554       -508       -465       -388        848        560     -1,373:    1,125       443
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.7       53.4       12.5        2.1       12.8        8.6        4.6        9.0        4.3        2.3        4.9:     15.1      10.9
Old  :     100.0:      32.7       53.4       12.5        2.1       12.8        8.6        4.6        9.0        4.3        2.3        4.9:     15.1      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        42         49         13          6         15         19         11         14         10         15         24:
Old  :       131:        42         49         13          6         15         19         11         14         10         15         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       28.5       31.2       40.3       11.2       19.0       17.5       24.0
Old  :                 19.5       28.5       31.2       40.3       11.2       19.0       17.5       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 17, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   216,092:    67,385    113,673     28,968      4,602     25,879     19,749     10,738     20,496      8,829      4,631     12,199:   32,587    23,874
Old  :   216,092:    67,385    113,673     28,968      4,602     25,879     19,749     10,738     20,496      8,829      4,631     12,199:   32,587    23,874
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 10, 2008                                                                    :
     :     1,658:     1,569     -1,263     -2,040      1,371      2,567     -1,165        114        644         43       -918     -1,411:    1,451       554
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.2       52.6       13.4        2.1       12.0        9.1        5.0        9.5        4.1        2.1        5.6:     15.1      11.0
Old  :     100.0:      31.2       52.6       13.4        2.1       12.0        9.1        5.0        9.5        4.1        2.1        5.6:     15.1      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       132:        44         50         13          6         15         19         12         16          8         13         23:
Old  :       132:        44         50         13          6         15         19         12         16          8         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       29.5       30.1       40.8       10.6       19.1       17.3       23.9
Old  :                 18.5       29.5       30.1       40.8       10.6       19.1       17.3       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 10, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,434:    65,816    114,936     31,008      3,231     23,312     20,914     10,624     19,852      8,786      5,549     13,610:   31,136    23,320
Old  :   214,434:    65,816    114,936     31,008      3,231     23,312     20,914     10,624     19,852      8,786      5,549     13,610:   31,136    23,320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 3, 2008                                                                     :
     :     4,220:     6,530      5,440        346        176     -1,368     -1,376     -1,920      2,464       -989       -155       -372:   -1,015       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       53.6       14.5        1.5       10.9        9.8        5.0        9.3        4.1        2.6        6.3:     14.5      10.9
Old  :     100.0:      30.7       53.6       14.5        1.5       10.9        9.8        5.0        9.3        4.1        2.6        6.3:     14.5      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        44         51         14          5         15         21         11         16          9         13         23:
Old  :       135:        44         51         14          5         15         21         11         16          9         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       28.2       29.5       39.0       11.0       19.1       17.9       23.5
Old  :                 18.0       28.2       29.5       39.0       11.0       19.1       17.9       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   210,214:    59,286    109,496     30,662      3,055     24,680     22,290     12,544     17,388      9,775      5,704     13,982:   32,151    23,365
Old  :   210,214:    59,286    109,496     30,662      3,055     24,680     22,290     12,544     17,388      9,775      5,704     13,982:   32,151    23,365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2008                                                                     :
     :    -4,416:     1,614       -323     -4,296       -308        373     -1,570        310        -46        662       -429        582:   -1,735    -4,575
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.2       52.1       14.6        1.5       11.7       10.6        6.0        8.3        4.7        2.7        6.7:     15.3      11.1
Old  :     100.0:      28.2       52.1       14.6        1.5       11.7       10.6        6.0        8.3        4.7        2.7        6.7:     15.3      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        41         48         14          5         15         24         13         14         12         11         23:
Old  :       139:        41         48         14          5         15         24         13         14         12         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       28.8       29.6       39.4       11.0       19.4       18.2       24.0
Old  :                 17.7       28.8       29.6       39.4       11.0       19.4       18.2       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 27, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,630:    57,672    109,819     34,958      3,363     24,307     23,860     12,234     17,434      9,113      6,133     13,400:   33,886    27,940
Old  :   214,630:    57,672    109,819     34,958      3,363     24,307     23,860     12,234     17,434      9,113      6,133     13,400:   33,886    27,940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 20, 2008                                                                     :
     :   -11,371:    -1,668    -11,086     -4,503       -454        -29     -3,677        613     -1,594      1,889      1,041       -794:     -995       932
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       51.2       16.3        1.6       11.3       11.1        5.7        8.1        4.2        2.9        6.2:     15.8      13.0
Old  :     100.0:      26.9       51.2       16.3        1.6       11.3       11.1        5.7        8.1        4.2        2.9        6.2:     15.8      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        42         47         16          5         17         25         13         15         12         12         23:
Old  :       139:        42         47         16          5         17         25         13         15         12         12         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       28.5       30.8       38.7       10.0       18.4       17.9       23.3
Old  :                 19.2       28.5       30.8       38.7       10.0       18.4       17.9       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,001:    59,340    120,905     39,461      3,817     24,336     27,537     11,621     19,028      7,224      5,092     14,194:   34,881    27,008
Old  :   226,001:    59,340    120,905     39,461      3,817     24,336     27,537     11,621     19,028      7,224      5,092     14,194:   34,881    27,008
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 13, 2008                                                                     :
     :    -9,548:    -7,880     -8,736     -1,893        513        397     -2,755     -2,096      1,079       -411       -424         -7:    1,922      -274
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.3       53.5       17.5        1.7       10.8       12.2        5.1        8.4        3.2        2.3        6.3:     15.4      12.0
Old  :     100.0:      26.3       53.5       17.5        1.7       10.8       12.2        5.1        8.4        3.2        2.3        6.3:     15.4      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        40         48         16          6         18         25         14         17         13         11         22:
Old  :       141:        40         48         16          6         18         25         14         17         13         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       27.7       30.8       38.0       12.0       18.5       19.7       23.1
Old  :                 19.5       27.7       30.8       38.0       12.0       18.5       19.7       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   235,549:    67,220    129,641     41,354      3,304     23,939     30,292     13,717     17,949      7,635      5,516     14,201:   32,959    27,282
Old  :   235,549:    67,220    129,641     41,354      3,304     23,939     30,292     13,717     17,949      7,635      5,516     14,201:   32,959    27,282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 6, 2008                                                                      :
     :     8,287:     1,998      3,377     -1,754         99      3,683     -3,680     -4,808      3,374        462        595      1,797:    2,407       170
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       55.0       17.6        1.4       10.2       12.9        5.8        7.6        3.2        2.3        6.0:     14.0      11.6
Old  :     100.0:      28.5       55.0       17.6        1.4       10.2       12.9        5.8        7.6        3.2        2.3        6.0:     14.0      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        43         52         16          6         18         29         14         18         13          9         22:
Old  :       148:        43         52         16          6         18         29         14         18         13          9         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       27.1       29.0       38.6       11.7       18.9       19.3       24.0
Old  :                 18.2       27.1       29.0       38.6       11.7       18.9       19.3       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,262:    65,222    126,264     43,108      3,205     20,256     33,972     18,525     14,575      7,173      4,921     12,404:   30,552    27,112
Old  :   227,262:    65,222    126,264     43,108      3,205     20,256     33,972     18,525     14,575      7,173      4,921     12,404:   30,552    27,112
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 29, 2008                                                                   :
     :       699:     4,816       -745       -872        476        307     -1,661      3,972     -1,706        524       -811       -199:     -510      -595
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       55.6       19.0        1.4        8.9       14.9        8.2        6.4        3.2        2.2        5.5:     13.4      11.9
Old  :     100.0:      28.7       55.6       19.0        1.4        8.9       14.9        8.2        6.4        3.2        2.2        5.5:     13.4      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        43         50         17          5         18         29         14         16          9         13         21:
Old  :       145:        43         50         17          5         18         29         14         16          9         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       26.3       28.0       38.0       12.7       19.0       20.6       26.4
Old  :                 17.6       26.3       28.0       38.0       12.7       19.0       20.6       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 29, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,563:    60,406    127,009     43,980      2,729     19,949     35,633     14,553     16,281      6,649      5,732     12,603:   31,062    27,707
Old  :   226,563:    60,406    127,009     43,980      2,729     19,949     35,633     14,553     16,281      6,649      5,732     12,603:   31,062    27,707
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 22, 2008                                                                   :
     :    -7,241:    -3,694    -10,174      1,066        179     -2,641       -524      4,238       -695        219        849        -59:     -913     1,062
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       56.1       19.4        1.2        8.8       15.7        6.4        7.2        2.9        2.5        5.6:     13.7      12.2
Old  :     100.0:      26.7       56.1       19.4        1.2        8.8       15.7        6.4        7.2        2.9        2.5        5.6:     13.7      12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        44         55         17          5         18         32         13         14          9         14         22:
Old  :       151:        44         55         17          5         18         32         13         14          9         14         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       24.6       27.7       36.0       12.6       17.1       19.5       24.2
Old  :                 17.7       24.6       27.7       36.0       12.6       17.1       19.5       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 22, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   233,804:    64,100    137,183     42,914      2,550     22,590     36,157     10,315     16,976      6,430      4,883     12,662:   31,975    26,645
Old  :   233,804:    64,100    137,183     42,914      2,550     22,590     36,157     10,315     16,976      6,430      4,883     12,662:   31,975    26,645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 15, 2008                                                                   :
     :     5,688:       707      1,576        696        318      1,323     -1,100       -367      1,187       -337        486      3,146:       66    -1,981
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       58.7       18.4        1.1        9.7       15.5        4.4        7.3        2.8        2.1        5.4:     13.7      11.4
Old  :     100.0:      27.4       58.7       18.4        1.1        9.7       15.5        4.4        7.3        2.8        2.1        5.4:     13.7      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        44         54         16          7         19         32         12         16         12         10         23:
Old  :       152:        44         54         16          7         19         32         12         16         12         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       24.7       28.7       36.5       12.9       18.6       19.6       24.2
Old  :                 17.8       24.7       28.7       36.5       12.9       18.6       19.6       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 15, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,116:    63,393    135,607     42,218      2,232     21,267     37,257     10,682     15,789      6,767      4,397      9,516:   31,909    28,626
Old  :   228,116:    63,393    135,607     42,218      2,232     21,267     37,257     10,682     15,789      6,767      4,397      9,516:   31,909    28,626
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 8, 2008                                                                    :
     :     3,208:    -3,073     -2,135      2,382       -358      1,675      1,634        -20      1,685       -674     -1,457        231:     -652     3,587
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       59.4       18.5        1.0        9.3       16.3        4.7        6.9        3.0        1.9        4.2:     14.0      12.5
Old  :     100.0:      27.8       59.4       18.5        1.0        9.3       16.3        4.7        6.9        3.0        1.9        4.2:     14.0      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        42         55         17          6         20         33         12         16         13          9         17:
Old  :       150:        42         55         17          6         20         33         12         16         13          9         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       25.7       28.5       37.2       12.9       19.1       19.6       25.1
Old  :                 17.7       25.7       28.5       37.2       12.9       19.1       19.6       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 8, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   224,908:    66,466    137,742     39,836      2,590     19,592     35,623     10,702     14,104      7,441      5,854      9,285:   32,561    25,039
Old  :   224,908:    66,466    137,742     39,836      2,590     19,592     35,623     10,702     14,104      7,441      5,854      9,285:   32,561    25,039
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 1, 2008                                                                    :
     :     4,205:    -1,258      3,874        150       -213       -849      3,590     -1,115     -2,163       -154        976      3,453:    1,436       242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       61.2       17.7        1.2        8.7       15.8        4.8        6.3        3.3        2.6        4.1:     14.5      11.1
Old  :     100.0:      29.6       61.2       17.7        1.2        8.7       15.8        4.8        6.3        3.3        2.6        4.1:     14.5      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        41         59         16          4         19         32         12         18         13         12         19:
Old  :       152:        41         59         16          4         19         32         12         18         13         12         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       25.6       28.2       37.6       12.2       18.2       19.4       24.2
Old  :                 17.2       25.6       28.2       37.6       12.2       18.2       19.4       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 1, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   220,703:    67,724    133,868     39,686      2,803     20,441     32,033     11,817     16,267      7,595      4,878      5,832:   31,125    24,797
Old  :   220,703:    67,724    133,868     39,686      2,803     20,441     32,033     11,817     16,267      7,595      4,878      5,832:   31,125    24,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 25, 2008                                                                   :
     :    -3,376:    -2,877     -2,143       -302       -371       -762        265     -1,352        895     -2,465      1,226      1,433:      437    -2,302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       60.7       18.0        1.3        9.3       14.5        5.4        7.4        3.4        2.2        2.6:     14.1      11.2
Old  :     100.0:      30.7       60.7       18.0        1.3        9.3       14.5        5.4        7.4        3.4        2.2        2.6:     14.1      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        44         62         16          4         18         31         14         17         12         10         14:
Old  :       152:        44         62         16          4         18         31         14         17         12         10         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       25.0       29.6       38.4       12.7       17.7       19.5       23.9
Old  :                 19.0       25.0       29.6       38.4       12.7       17.7       19.5       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 25, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   224,079:    70,601    136,011     39,988      3,174     21,203     31,768     13,169     15,372     10,060      3,652      4,399:   30,688    27,099
Old  :   224,079:    70,601    136,011     39,988      3,174     21,203     31,768     13,169     15,372     10,060      3,652      4,399:   30,688    27,099
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 18, 2008                                                                   :
     :    -3,421:       308     -1,134      2,014     -1,165        821     -4,825     -3,489       -526      1,675        864     -1,111:   -1,777     2,319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.5       60.7       17.8        1.4        9.5       14.2        5.9        6.9        4.5        1.6        2.0:     13.7      12.1
Old  :     100.0:      31.5       60.7       17.8        1.4        9.5       14.2        5.9        6.9        4.5        1.6        2.0:     13.7      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       146:        48         59         18          4         20         29         14         16         14          6         13:
Old  :       146:        48         59         18          4         20         29         14         16         14          6         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       25.2       29.8       39.0       12.1       16.3       19.2       23.0
Old  :                 18.1       25.2       29.8       39.0       12.1       16.3       19.2       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 18, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,500:    70,293    137,145     37,974      4,339     20,382     36,593     16,658     15,898      8,385      2,788      5,510:   32,465    24,780
Old  :   227,500:    70,293    137,145     37,974      4,339     20,382     36,593     16,658     15,898      8,385      2,788      5,510:   32,465    24,780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 11, 2008                                                                   :
     :    -2,625:     3,602      1,513        172       -482      2,439     -4,692       -554     -4,372        853       -383      1,300:   -1,927    -2,086
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.9       60.3       16.7        1.9        9.0       16.1        7.3        7.0        3.7        1.2        2.4:     14.3      10.9
Old  :     100.0:      30.9       60.3       16.7        1.9        9.0       16.1        7.3        7.0        3.7        1.2        2.4:     14.3      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        46         58         17          4         19         29         15         17         14          7         15:
Old  :       148:        46         58         17          4         19         29         15         17         14          7         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       24.0       29.4       38.9       12.2       16.6       20.1       23.6
Old  :                 17.5       24.0       29.4       38.9       12.2       16.6       20.1       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   230,125:    66,691    135,632     37,802      4,821     17,943     41,285     17,212     20,270      7,532      3,171      4,210:   34,392    26,866
Old  :   230,125:    66,691    135,632     37,802      4,821     17,943     41,285     17,212     20,270      7,532      3,171      4,210:   34,392    26,866
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 4, 2008                                                                    :
     :    -6,891:    -3,991     -6,652       -401        269     -1,785     -2,768     -1,594      2,076       -919        880     -1,107:    2,004     1,022
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       58.9       16.4        2.1        7.8       17.9        7.5        8.8        3.3        1.4        1.8:     14.9      11.7
Old  :     100.0:      29.0       58.9       16.4        2.1        7.8       17.9        7.5        8.8        3.3        1.4        1.8:     14.9      11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        43         57         13          4         15         35         13         19          9          8         13:
Old  :       144:        43         57         13          4         15         35         13         19          9          8         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       23.3       30.2       37.4       13.9       15.1       21.8       22.7
Old  :                 18.5       23.3       30.2       37.4       13.9       15.1       21.8       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 4, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   237,016:    70,682    142,284     38,203      4,552     19,728     44,053     18,806     18,194      8,451      2,291      5,317:   32,388    25,844
Old  :   237,016:    70,682    142,284     38,203      4,552     19,728     44,053     18,806     18,194      8,451      2,291      5,317:   32,388    25,844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2008                                                                :
     :    -3,264:      -491      3,010     -1,150     -1,352     -1,970        877     -1,013        875        201        464      1,227:   -2,833    -4,505
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       60.0       16.1        1.9        8.3       18.6        7.9        7.7        3.6        1.0        2.2:     13.7      10.9
Old  :     100.0:      29.8       60.0       16.1        1.9        8.3       18.6        7.9        7.7        3.6        1.0        2.2:     13.7      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        42         58         14          4         16         34          9         19         12          7         16:
Old  :       141:        42         58         14          4         16         34          9         19         12          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       22.9       29.6       36.9       14.6       16.0       22.0       23.6
Old  :                 18.7       22.9       29.6       36.9       14.6       16.0       22.0       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 26, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   240,280:    71,173    139,274     39,353      5,904     21,698     43,176     19,819     17,319      8,250      1,827      4,090:   35,221    30,349
Old  :   240,280:    71,173    139,274     39,353      5,904     21,698     43,176     19,819     17,319      8,250      1,827      4,090:   35,221    30,349
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2008                                                                :
     :     6,067:       496      5,018      2,033        764      1,346      3,883      1,469     -1,440        148       -484     -2,525:    2,126     1,919
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       58.0       16.4        2.5        9.0       18.0        8.2        7.2        3.4        0.8        1.7:     14.7      12.6
Old  :     100.0:      29.6       58.0       16.4        2.5        9.0       18.0        8.2        7.2        3.4        0.8        1.7:     14.7      12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        45         58         14          7         20         35          9         16         13          6         15:
Old  :       144:        45         58         14          7         20         35          9         16         13          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       22.7       29.4       35.6       14.2       15.9       20.8       22.8
Old  :                 18.5       22.7       29.4       35.6       14.2       15.9       20.8       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   234,213:    70,677    134,256     37,320      5,140     20,352     39,293     18,350     18,759      8,102      2,311      6,615:   33,095    28,430
Old  :   234,213:    70,677    134,256     37,320      5,140     20,352     39,293     18,350     18,759      8,102      2,311      6,615:   33,095    28,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 12, 2008                                                                :
     :    17,080:     4,204     12,770     -4,102        -60      1,989     10,713       -384      2,138      1,113       -389      1,035:      -10       -19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       57.3       15.9        2.2        8.7       16.8        7.8        8.0        3.5        1.0        2.8:     14.1      12.1
Old  :     100.0:      30.2       57.3       15.9        2.2        8.7       16.8        7.8        8.0        3.5        1.0        2.8:     14.1      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        47         60         14          5         17         35          8         17         14         10         19:
Old  :       151:        47         60         14          5         17         35          8         17         14         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       23.9       29.9       35.4       14.2       15.2       20.4       22.4
Old  :                 18.8       23.9       29.9       35.4       14.2       15.2       20.4       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 12, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,133:    66,473    121,486     41,422      5,200     18,363     28,580     18,734     16,621      6,989      2,700      5,580:   33,105    28,449
Old  :   217,133:    66,473    121,486     41,422      5,200     18,363     28,580     18,734     16,621      6,989      2,700      5,580:   33,105    28,449
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 5, 2008                                                                 :
     :    28,297:    12,875     13,802     -4,667        837      3,827      6,480      3,865      3,184        359        395        880:    5,359     1,507
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       56.0       19.1        2.4        8.5       13.2        8.6        7.7        3.2        1.2        2.6:     15.2      13.1
Old  :     100.0:      30.6       56.0       19.1        2.4        8.5       13.2        8.6        7.7        3.2        1.2        2.6:     15.2      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        49         60         14          5         17         29          8         19         10         10         17:
Old  :       140:        49         60         14          5         17         29          8         19         10         10         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       21.5       31.5       33.6       16.0       14.4       22.9       21.6
Old  :                 20.5       21.5       31.5       33.6       16.0       14.4       22.9       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   188,836:    53,598    107,684     46,089      4,363     14,536     22,100     14,869     13,437      6,630      2,305      4,700:   27,746    26,942
Old  :   188,836:    53,598    107,684     46,089      4,363     14,536     22,100     14,869     13,437      6,630      2,305      4,700:   27,746    26,942
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2008                                                                 :
     :    -8,385:      -486     -4,743      3,492        153     -1,593     -1,846      4,385     -2,715     -1,975        643     -2,639:     -623    -1,876
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       57.0       24.4        2.3        7.7       11.7        7.9        7.1        3.5        1.2        2.5:     14.7      14.3
Old  :     100.0:      28.4       57.0       24.4        2.3        7.7       11.7        7.9        7.1        3.5        1.2        2.5:     14.7      14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       134:        48         58         14          5         17         26          8         14          8         11         17:
Old  :       134:        48         58         14          5         17         26          8         14          8         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       18.8       34.4       30.6       19.7       12.8       28.1       21.1
Old  :                 23.7       18.8       34.4       30.6       19.7       12.8       28.1       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   197,221:    54,084    112,427     42,597      4,210     16,129     23,946     10,484     16,152      8,605      1,662      7,339:   28,369    28,818
Old  :   197,221:    54,084    112,427     42,597      4,210     16,129     23,946     10,484     16,152      8,605      1,662      7,339:   28,369    28,818
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 22, 2008                                                                 :
     :    -3,443:    -1,825     -5,495     -2,078        242        176      3,121      3,010     -4,891     -1,217        -41      2,475:      796     1,081
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       57.0       21.6        2.1        8.2       12.1        5.3        8.2        4.4        0.8        3.7:     14.4      14.6
Old  :     100.0:      27.4       57.0       21.6        2.1        8.2       12.1        5.3        8.2        4.4        0.8        3.7:     14.4      14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        52         59         12          5         16         28          9         17         12          9         19:
Old  :       139:        52         59         12          5         16         28          9         17         12          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       16.6       31.8       28.0       18.8       11.7       25.8       18.3
Old  :                 21.6       16.6       31.8       28.0       18.8       11.7       25.8       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 22, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   200,664:    55,909    117,922     44,675      3,968     15,953     20,825      7,474     21,043      9,822      1,703      4,864:   27,573    27,737
Old  :   200,664:    55,909    117,922     44,675      3,968     15,953     20,825      7,474     21,043      9,822      1,703      4,864:   27,573    27,737
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2008                                                                 :
     :    -8,995:    -5,197    -11,222      2,463         39       -669     -4,150      1,688      2,333        998       -144     -1,886:   -2,887       866
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       58.8       22.3        2.0        8.0       10.4        3.7       10.5        4.9        0.8        2.4:     13.7      13.8
Old  :     100.0:      27.9       58.8       22.3        2.0        8.0       10.4        3.7       10.5        4.9        0.8        2.4:     13.7      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        53         59         12          5         14         26          9         18         14          9         18:
Old  :       139:        53         59         12          5         14         26          9         18         14          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       17.5       33.3       28.7       18.1       11.3       25.2       19.0
Old  :                 21.2       17.5       33.3       28.7       18.1       11.3       25.2       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 15, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   209,659:    61,106    129,144     42,212      3,929     16,622     24,975      5,786     18,710      8,824      1,847      6,750:   30,460    26,871
Old  :   209,659:    61,106    129,144     42,212      3,929     16,622     24,975      5,786     18,710      8,824      1,847      6,750:   30,460    26,871
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2008                                                                  :
     :     1,963:     6,996      3,719        894       -843        316     -6,697     -1,698      1,058     -1,313         -8       -347:    1,056      -234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.1       61.6       20.1        1.9        7.9       11.9        2.8        8.9        4.2        0.9        3.2:     14.5      12.8
Old  :     100.0:      29.1       61.6       20.1        1.9        7.9       11.9        2.8        8.9        4.2        0.9        3.2:     14.5      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        53         61         13          4         12         29          7         17         14         11         18:
Old  :       144:        53         61         13          4         12         29          7         17         14         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       19.3       33.9       31.4       16.1       11.3       22.7       18.5
Old  :                 21.3       19.3       33.9       31.4       16.1       11.3       22.7       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   207,696:    54,110    125,425     41,318      4,772     16,306     31,672      7,484     17,652     10,137      1,855      7,097:   29,404    27,105
Old  :   207,696:    54,110    125,425     41,318      4,772     16,306     31,672      7,484     17,652     10,137      1,855      7,097:   29,404    27,105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2007                                                                :
     :     3,493:     3,464      1,307     -1,945        550         40     -2,219        -45       -411        715     -1,360        469:    3,380     2,943
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.1       60.4       19.9        2.3        7.9       15.2        3.6        8.5        4.9        0.9        3.4:     14.2      13.1
Old  :     100.0:      26.1       60.4       19.9        2.3        7.9       15.2        3.6        8.5        4.9        0.9        3.4:     14.2      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        46         61         13          7         15         25          9         15         15         10         19:
Old  :       143:        46         61         13          7         15         25          9         15         15         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       19.6       32.2       31.0       16.7       12.1       25.0       19.4
Old  :                 21.6       19.6       32.2       31.0       16.7       12.1       25.0       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   204,203:    50,646    124,118     43,263      4,222     16,266     33,891      7,529     18,063      9,422      3,215      6,628:   26,024    24,162
Old  :   204,203:    50,646    124,118     43,263      4,222     16,266     33,891      7,529     18,063      9,422      3,215      6,628:   26,024    24,162
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2007                                                                :
     :   -10,645:   -10,934     -1,157      1,158       -790     -2,040      5,775        -74     -1,674      1,096         77     -1,347:   -2,679    -3,640
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       60.8       21.2        2.1        8.0       16.6        3.7        8.8        4.6        1.6        3.2:     12.7      11.8
Old  :     100.0:      24.8       60.8       21.2        2.1        8.0       16.6        3.7        8.8        4.6        1.6        3.2:     12.7      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        49         64         14          6         16         27         11         17         11         13         20:
Old  :       151:        49         64         14          6         16         27         11         17         11         13         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       20.1       34.9       31.2       17.8       12.7       25.7       19.7
Old  :                 23.2       20.1       34.9       31.2       17.8       12.7       25.7       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,848:    61,580    125,275     42,105      5,012     18,306     28,116      7,603     19,737      8,326      3,138      7,975:   28,703    27,802
Old  :   214,848:    61,580    125,275     42,105      5,012     18,306     28,116      7,603     19,737      8,326      3,138      7,975:   28,703    27,802
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 18, 2007                                                                :
     :     2,636:     4,475      6,059       -973      1,565       -288      1,389       -495       -873        170       -599       -475:     -789    -2,258
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       58.3       19.6        2.3        8.5       13.1        3.5        9.2        3.9        1.5        3.7:     13.4      12.9
Old  :     100.0:      28.7       58.3       19.6        2.3        8.5       13.1        3.5        9.2        3.9        1.5        3.7:     13.4      12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        50         62         13          8         18         27         12         17         10         12         20:
Old  :       149:        50         62         13          8         18         27         12         17         10         12         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       20.1       33.9       31.2       16.1       12.6       23.4       19.0
Old  :                 22.6       20.1       33.9       31.2       16.1       12.6       23.4       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,212:    57,105    119,216     43,078      3,447     18,594     26,727      8,098     20,610      8,156      3,737      8,450:   29,492    30,060
Old  :   212,212:    57,105    119,216     43,078      3,447     18,594     26,727      8,098     20,610      8,156      3,737      8,450:   29,492    30,060
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 11, 2007                                                                :
     :     8,970:     7,069      4,896     -2,542       -393        104      2,027     -1,308        652       -290       -577      1,245:      705     4,351
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       56.2       20.3        1.6        8.8       12.6        3.8        9.7        3.8        1.8        4.0:     13.9      14.2
Old  :     100.0:      26.9       56.2       20.3        1.6        8.8       12.6        3.8        9.7        3.8        1.8        4.0:     13.9      14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        45         58         13          6         16         27         13         20         11         13         21:
Old  :       145:        45         58         13          6         16         27         13         20         11         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       19.0       33.9       29.4       17.1       13.0       24.4       19.1
Old  :                 21.9       19.0       33.9       29.4       17.1       13.0       24.4       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 11, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,242:    50,036    114,320     45,620      3,840     18,490     24,700      9,406     19,958      8,446      4,314      7,205:   28,787    25,709
Old  :   203,242:    50,036    114,320     45,620      3,840     18,490     24,700      9,406     19,958      8,446      4,314      7,205:   28,787    25,709
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 4, 2007                                                                 :
     :      -682:    -2,400     -5,819       -683      1,275        -54      2,402        864      2,183        -34       -536        240:   -2,336     1,165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.6       56.2       22.4        1.9        9.1       12.2        4.6        9.8        4.2        2.1        3.5:     14.2      12.6
Old  :     100.0:      24.6       56.2       22.4        1.9        9.1       12.2        4.6        9.8        4.2        2.1        3.5:     14.2      12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        47         59         13          7         16         27         10         17         12         16         23:
Old  :       148:        47         59         13          7         16         27         10         17         12         16         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       19.8       36.9       30.2       18.8       14.4       26.1       21.1
Old  :                 24.2       19.8       36.9       30.2       18.8       14.4       26.1       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 4, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,924:    52,436    120,139     46,303      2,565     18,544     22,298      8,542     17,775      8,480      4,850      6,965:   31,123    24,544
Old  :   203,924:    52,436    120,139     46,303      2,565     18,544     22,298      8,542     17,775      8,480      4,850      6,965:   31,123    24,544
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 27, 2007                                                                :
     :   -24,751:    -6,259    -14,025     -1,520     -1,113     -3,075     -9,604     -2,505         34        523     -1,508     -1,694:   -3,156      -865
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       58.9       22.7        1.3        9.1       10.9        4.2        8.7        4.2        2.4        3.4:     15.3      12.0
Old  :     100.0:      25.7       58.9       22.7        1.3        9.1       10.9        4.2        8.7        4.2        2.4        3.4:     15.3      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        52         62         14          5         15         26          9         14         12         14         21:
Old  :       148:        52         62         14          5         15         26          9         14         12         14         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       20.0       36.2       31.0       18.4       14.9       26.1       22.5
Old  :                 23.6       20.0       36.2       31.0       18.4       14.9       26.1       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,675:    58,695    134,164     47,823      3,678     21,619     31,902     11,047     17,741      7,957      6,358      8,659:   34,279    25,409
Old  :   228,675:    58,695    134,164     47,823      3,678     21,619     31,902     11,047     17,741      7,957      6,358      8,659:   34,279    25,409
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 20, 2007                                                                :
     :        36:     5,440      2,993     -1,793        205     -1,494       -564     -1,625       -575     -1,050        452       -629:      701       709
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       58.7       20.9        1.6        9.5       14.0        4.8        7.8        3.5        2.8        3.8:     15.0      11.1
Old  :     100.0:      25.7       58.7       20.9        1.6        9.5       14.0        4.8        7.8        3.5        2.8        3.8:     15.0      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        52         61         15          8         19         31          7         12          8         19         21:
Old  :       153:        52         61         15          8         19         31          7         12          8         19         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       19.2       31.3       30.0       15.8       12.9       23.7       19.9
Old  :                 19.2       19.2       31.3       30.0       15.8       12.9       23.7       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,639:    53,255    131,171     49,616      3,473     23,113     32,466     12,672     18,316      9,007      5,906      9,288:   33,578    24,700
Old  :   228,639:    53,255    131,171     49,616      3,473     23,113     32,466     12,672     18,316      9,007      5,906      9,288:   33,578    24,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 13, 2007                                                                :
     :     6,025:     1,440       -469     -2,130        278      2,457      1,417     -1,029      2,513       -514         55      1,064:     -222     1,156
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       57.4       21.7        1.5       10.1       14.2        5.5        8.0        3.9        2.6        4.1:     14.7      10.8
Old  :     100.0:      23.3       57.4       21.7        1.5       10.1       14.2        5.5        8.0        3.9        2.6        4.1:     14.7      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        54         61         15          7         18         32          6         16         12         16         23:
Old  :       152:        54         61         15          7         18         32          6         16         12         16         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       18.0       32.2       28.4       16.7       13.4       24.8       20.7
Old  :                 20.9       18.0       32.2       28.4       16.7       13.4       24.8       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,614:    51,815    131,640     51,746      3,195     20,656     31,049     13,701     15,803      9,521      5,851      8,224:   33,800    23,544
Old  :   222,614:    51,815    131,640     51,746      3,195     20,656     31,049     13,701     15,803      9,521      5,851      8,224:   33,800    23,544
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2007                                                                 :
     :      -522:     3,257      1,334        528       -795        491       -634      1,061     -2,016        196     -1,288      1,124:   -3,468      -433
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       59.1       23.2        1.4        9.3       13.9        6.2        7.1        4.3        2.6        3.7:     15.2      10.6
Old  :     100.0:      23.3       59.1       23.2        1.4        9.3       13.9        6.2        7.1        4.3        2.6        3.7:     15.2      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        51         60         14          6         17         30          8         13         14         14         22:
Old  :       150:        51         60         14          6         17         30          8         13         14         14         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       19.8       32.2       31.3       17.0       14.6       26.0       22.1
Old  :                 21.2       19.8       32.2       31.3       17.0       14.6       26.0       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,136:    48,558    130,306     51,218      3,990     20,165     31,683     12,640     17,819      9,325      7,139      7,100:   37,268    23,977
Old  :   223,136:    48,558    130,306     51,218      3,990     20,165     31,683     12,640     17,819      9,325      7,139      7,100:   37,268    23,977
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 30, 2007                                                                 :
     :   -12,593:    -1,583    -11,534     -2,539      1,458       -383     -8,369      1,142     -1,778        770        475       -769:    2,058    -1,204
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.8       58.4       23.0        1.8        9.0       14.2        5.7        8.0        4.2        3.2        3.2:     16.7      10.7
Old  :     100.0:      21.8       58.4       23.0        1.8        9.0       14.2        5.7        8.0        4.2        3.2        3.2:     16.7      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        43         55         14          6         16         29          8         14         14         15         22:
Old  :       149:        43         55         14          6         16         29          8         14         14         15         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       18.6       33.5       29.9       17.7       14.9       27.1       22.5
Old  :                 21.5       18.6       33.5       29.9       17.7       14.9       27.1       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   235,729:    50,141    141,840     53,757      2,532     20,548     40,052     11,498     19,597      8,555      6,664      7,869:   35,210    25,181
Old  :   235,729:    50,141    141,840     53,757      2,532     20,548     40,052     11,498     19,597      8,555      6,664      7,869:   35,210    25,181
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 23, 2007                                                                 :
     :    -1,631:     2,724     -1,564        729       -287       -505     -2,324      2,283        172        -16        130       -462:   -1,949    -1,398
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.3       60.2       22.8        1.1        8.7       17.0        4.9        8.3        3.6        2.8        3.3:     14.9      10.7
Old  :     100.0:      21.3       60.2       22.8        1.1        8.7       17.0        4.9        8.3        3.6        2.8        3.3:     14.9      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        47         55         15          4         15         31         10         13         13         15         23:
Old  :       148:        47         55         15          4         15         31         10         13         13         15         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       20.8       33.5       32.2       17.8       17.0       26.8       24.3
Old  :                 21.3       20.8       33.5       32.2       17.8       17.0       26.8       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   237,360:    47,417    143,404     53,028      2,819     21,053     42,376      9,215     19,425      8,571      6,534      8,331:   37,159    26,579
Old  :   237,360:    47,417    143,404     53,028      2,819     21,053     42,376      9,215     19,425      8,571      6,534      8,331:   37,159    26,579
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 16, 2007                                                                 :
     :      -982:    -1,659     -3,065     -1,191        176      1,513        479        693        427        678        193       -223:   -1,006      -696
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       60.4       22.3        1.2        8.9       17.9        3.9        8.2        3.6        2.8        3.5:     15.7      11.2
Old  :     100.0:      20.0       60.4       22.3        1.2        8.9       17.9        3.9        8.2        3.6        2.8        3.5:     15.7      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        44         55         15          4         15         33          9         15         13         15         23:
Old  :       149:        44         55         15          4         15         33          9         15         13         15         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       22.5       32.2       32.8       17.0       18.2       25.7       25.5
Old  :                 20.4       22.5       32.2       32.8       17.0       18.2       25.7       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   238,342:    49,076    146,469     54,219      2,643     19,540     41,897      8,522     18,998      7,893      6,341      8,554:   38,165    27,275
Old  :   238,342:    49,076    146,469     54,219      2,643     19,540     41,897      8,522     18,998      7,893      6,341      8,554:   38,165    27,275
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2007                                                                  :
     :    18,407:     4,369     13,427       -967         34       -372      9,417      1,182      2,158     -1,520     -1,437      2,885:    2,437       530
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.6       61.5       22.7        1.1        8.2       17.6        3.6        8.0        3.3        2.7        3.6:     16.0      11.4
Old  :     100.0:      20.6       61.5       22.7        1.1        8.2       17.6        3.6        8.0        3.3        2.7        3.6:     16.0      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        41         54         14          4         14         33          9         17         14         15         25:
Old  :       149:        41         54         14          4         14         33          9         17         14         15         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       23.2       32.8       33.5       16.9       17.7       25.7       24.9
Old  :                 20.6       23.2       32.8       33.5       16.9       17.7       25.7       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,935:    44,707    133,042     55,186      2,609     19,912     32,480      7,340     16,840      9,413      7,778      5,669:   35,728    26,745
Old  :   219,935:    44,707    133,042     55,186      2,609     19,912     32,480      7,340     16,840      9,413      7,778      5,669:   35,728    26,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2007                                                                  :
     :    -5,492:    -2,413     -4,723      1,218        -60     -3,058       -623        821       -219        179        351       -218:     -358     1,614
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.3       60.5       25.1        1.2        9.1       14.8        3.3        7.7        4.3        3.5        2.6:     16.2      12.2
Old  :     100.0:      20.3       60.5       25.1        1.2        9.1       14.8        3.3        7.7        4.3        3.5        2.6:     16.2      12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        36         51         15          4         15         30          8         14         16         16         23:
Old  :       143:        36         51         15          4         15         30          8         14         16         16         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       22.9       32.6       33.4       17.0       18.1       25.5       25.1
Old  :                 22.1       22.9       32.6       33.4       17.0       18.1       25.5       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 2, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,427:    47,120    137,765     53,968      2,669     22,970     33,103      6,519     17,059      9,234      7,427      5,887:   36,086    25,131
Old  :   225,427:    47,120    137,765     53,968      2,669     22,970     33,103      6,519     17,059      9,234      7,427      5,887:   36,086    25,131
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2007                                                               :
     :   -16,272:    -6,670    -10,741      3,700         29     -3,515     -8,887        121      1,744       -429     -1,254       -813:   -1,402    -1,843
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.9       61.1       23.9        1.2       10.2       14.7        2.9        7.6        4.1        3.3        2.6:     16.0      11.1
Old  :     100.0:      20.9       61.1       23.9        1.2       10.2       14.7        2.9        7.6        4.1        3.3        2.6:     16.0      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        37         52         15          5         16         33          8         14         16         13         24:
Old  :       147:        37         52         15          5         16         33          8         14         16         13         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       24.3       32.9       34.2       16.2       18.6       24.7       25.7
Old  :                 21.5       24.3       32.9       34.2       16.2       18.6       24.7       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   241,699:    53,790    148,506     50,268      2,640     26,485     41,990      6,398     15,315      9,663      8,681      6,700:   37,488    26,974
Old  :   241,699:    53,790    148,506     50,268      2,640     26,485     41,990      6,398     15,315      9,663      8,681      6,700:   37,488    26,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 18, 2007                                                               :
     :     1,810:     2,082       -664       -273       -403      3,689     -2,666        -65        -77      1,001       -870     -1,306:     -640     1,506
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.3       61.4       20.8        1.1       11.0       17.4        2.6        6.3        4.0        3.6        2.8:     15.5      11.2
Old  :     100.0:      22.3       61.4       20.8        1.1       11.0       17.4        2.6        6.3        4.0        3.6        2.8:     15.5      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        47         54         14          6         16         36          8         14         16         13         21:
Old  :       151:        47         54         14          6         16         36          8         14         16         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       23.9       31.6       34.8       15.2       18.2       23.7       25.4
Old  :                 20.1       23.9       31.6       34.8       15.2       18.2       23.7       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 18, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   239,889:    51,708    149,170     50,541      3,043     22,796     44,656      6,463     15,392      8,662      9,551      8,006:   38,128    25,468
Old  :   239,889:    51,708    149,170     50,541      3,043     22,796     44,656      6,463     15,392      8,662      9,551      8,006:   38,128    25,468
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2007                                                               :
     :     8,226:    -1,465      2,546     -1,347        396     -1,013      6,275       -221      6,202       -408        364     -1,289:    1,271     1,241
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       62.2       21.1        1.3        9.5       18.6        2.7        6.4        3.6        4.0        3.3:     15.9      10.6
Old  :     100.0:      21.6       62.2       21.1        1.3        9.5       18.6        2.7        6.4        3.6        4.0        3.3:     15.9      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        47         53         15          5         16         38          8         14         11         17         21:
Old  :       153:        47         53         15          5         16         38          8         14         11         17         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       23.7       31.3       34.6       16.6       19.2       25.2       26.3
Old  :                 20.2       23.7       31.3       34.6       16.6       19.2       25.2       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 11, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   231,663:    53,173    146,624     51,888      2,647     23,809     38,381      6,684      9,190      9,070      9,187      9,295:   36,857    24,227
Old  :   231,663:    53,173    146,624     51,888      2,647     23,809     38,381      6,684      9,190      9,070      9,187      9,295:   36,857    24,227
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2007                                                                :
     :     8,599:       361      7,790     -2,144        303        219      7,835       -150     -1,028       -912      1,476        473:    3,795      -484
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.0       63.3       22.4        1.1       10.3       16.6        2.9        4.0        3.9        4.0        4.0:     15.9      10.5
Old  :     100.0:      23.0       63.3       22.4        1.1       10.3       16.6        2.9        4.0        3.9        4.0        4.0:     15.9      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         54         18          4         18         33          9         13         14         16         25:
Old  :       152:        48         54         18          4         18         33          9         13         14         16         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       23.6       31.9       34.5       16.4       17.8       25.3       26.0
Old  :                 20.2       23.6       31.9       34.5       16.4       17.8       25.3       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,064:    52,812    138,834     54,032      2,344     23,590     30,546      6,834     10,218      9,982      7,711      8,822:   33,062    24,711
Old  :   223,064:    52,812    138,834     54,032      2,344     23,590     30,546      6,834     10,218      9,982      7,711      8,822:   33,062    24,711
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 28, 2007                                                                  :
     :     5,064:    -1,189      8,746     -1,379     -1,156       -872      6,553       -920     -1,740      1,662      1,981      2,088:      -59    -3,063
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.7       62.2       24.2        1.1       10.6       13.7        3.1        4.6        4.5        3.5        4.0:     14.8      11.1
Old  :     100.0:      23.7       62.2       24.2        1.1       10.6       13.7        3.1        4.6        4.5        3.5        4.0:     14.8      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        46         52         18          .         17         25          9         12         16         13         23:
Old  :       142:        46         52         18          .         17         25          9         12         16         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       20.9       33.1       32.8       16.4       15.7       25.8       25.0
Old  :                 21.3       20.9       33.1       32.8       16.4       15.7       25.8       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 28, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,000:    54,001    130,088     55,411      3,500     24,462     23,993      7,754     11,958      8,320      5,730      6,734:   33,121    27,774
Old  :   218,000:    54,001    130,088     55,411      3,500     24,462     23,993      7,754     11,958      8,320      5,730      6,734:   33,121    27,774
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2007                                                                  :
     :     2,140:    -2,614      7,069       -849       -247         94      7,708     -5,794     -2,162     -2,685        652      1,357:    1,291     1,171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       59.7       25.4        1.6       11.2       11.0        3.6        5.5        3.8        2.6        3.1:     15.2      12.7
Old  :     100.0:      24.8       59.7       25.4        1.6       11.2       11.0        3.6        5.5        3.8        2.6        3.1:     15.2      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        47         51         17          5         18         21         11         12         11         11         18:
Old  :       136:        47         51         17          5         18         21         11         12         11         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       19.2       34.4       31.6       17.4       14.5       26.5       23.2
Old  :                 22.4       19.2       34.4       31.6       17.4       14.5       26.5       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 21, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,860:    56,615    123,019     56,260      3,747     24,368     16,285     13,548     14,120     11,005      5,078      5,377:   31,830    26,603
Old  :   215,860:    56,615    123,019     56,260      3,747     24,368     16,285     13,548     14,120     11,005      5,078      5,377:   31,830    26,603
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 14, 2007                                                                  :
     :    -1,965:    -1,471     -2,726       -559        263      1,318        737       -792     -1,301         57          6       -705:      -41     1,972
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       57.0       26.1        1.7       11.3        7.5        6.3        6.5        5.1        2.4        2.5:     14.7      12.3
Old  :     100.0:      26.2       57.0       26.1        1.7       11.3        7.5        6.3        6.5        5.1        2.4        2.5:     14.7      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        50         52         17          5         18         20         15         14         15          8         19:
Old  :       144:        50         52         17          5         18         20         15         14         15          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       17.2       35.6       28.9       17.1       12.4       26.5       20.1
Old  :                 22.9       17.2       35.6       28.9       17.1       12.4       26.5       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 14, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,825:    58,086    125,745     56,819      3,484     23,050     15,548     14,340     15,421     10,948      5,072      6,082:   31,871    24,631
Old  :   217,825:    58,086    125,745     56,819      3,484     23,050     15,548     14,340     15,421     10,948      5,072      6,082:   31,871    24,631
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 7, 2007                                                                   :
     :      -515:     1,647      7,018        898        239       -651     -2,202     -4,062     -1,203         13     -1,456      3,339:   -2,356    -3,739
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       57.7       26.1        1.6       10.6        7.1        6.6        7.1        5.0        2.3        2.8:     14.6      11.3
Old  :     100.0:      26.7       57.7       26.1        1.6       10.6        7.1        6.6        7.1        5.0        2.3        2.8:     14.6      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        49         55         17          5         18         20         15         15         15          8         18:
Old  :       143:        49         55         17          5         18         20         15         15         15          8         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       18.7       35.9       30.5       16.8       12.6       26.1       19.5
Old  :                 23.4       18.7       35.9       30.5       16.8       12.6       26.1       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 7, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,340:    56,439    118,727     55,921      3,245     23,701     17,750     18,402     16,624     10,935      6,528      2,743:   34,227    28,370
Old  :   218,340:    56,439    118,727     55,921      3,245     23,701     17,750     18,402     16,624     10,935      6,528      2,743:   34,227    28,370
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 31, 2007                                                                    :
     :   -14,869:     3,117    -16,833      2,082        867       -698    -14,546      4,545     -7,052      1,692     -1,428       -780:    1,316     6,510
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.8       54.4       25.6        1.5       10.9        8.1        8.4        7.6        5.0        3.0        1.3:     15.7      13.0
Old  :     100.0:      25.8       54.4       25.6        1.5       10.9        8.1        8.4        7.6        5.0        3.0        1.3:     15.7      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        45         53         17          5         18         21         17         13         12          8         14:
Old  :       138:        45         53         17          5         18         21         17         13         12          8         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       16.9       35.0       29.3       16.7       12.0       25.9       18.8
Old  :                 23.3       16.9       35.0       29.3       16.7       12.0       25.9       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 31, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   233,209:    53,322    135,560     53,839      2,378     24,399     32,296     13,857     23,676      9,243      7,956      3,523:   32,911    21,860
Old  :   233,209:    53,322    135,560     53,839      2,378     24,399     32,296     13,857     23,676      9,243      7,956      3,523:   32,911    21,860
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 24, 2007                                                                    :
     :    -5,853:    -4,541     -1,533        539        453      1,341      4,114     -1,346     -1,662       -388        225       -616:   -4,640    -2,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.9       58.1       23.1        1.0       10.5       13.8        5.9       10.2        4.0        3.4        1.5:     14.1       9.4
Old  :     100.0:      22.9       58.1       23.1        1.0       10.5       13.8        5.9       10.2        4.0        3.4        1.5:     14.1       9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       156:        46         62         16          5         17         32         13         16         12         10         14:
Old  :       156:        46         62         16          5         17         32         13         16         12         10         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       18.6       33.3       31.5       14.8       12.5       23.5       21.1
Old  :                 21.0       18.6       33.3       31.5       14.8       12.5       23.5       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 24, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   239,062:    57,863    137,093     53,300      1,925     23,058     28,182     15,203     25,338      9,631      7,731      4,139:   37,551    24,575
Old  :   239,062:    57,863    137,093     53,300      1,925     23,058     28,182     15,203     25,338      9,631      7,731      4,139:   37,551    24,575
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 17, 2007                                                                    :
     :       613:     1,877     -3,665       -144       -269      2,218     -5,737      2,577       -334       -218       -890       -483:    3,434     1,459
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       57.3       22.3        0.8        9.6       11.8        6.4       10.6        4.0        3.2        1.7:     15.7      10.3
Old  :     100.0:      24.2       57.3       22.3        0.8        9.6       11.8        6.4       10.6        4.0        3.2        1.7:     15.7      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        43         56         15          .         15         31         14         14         12          8         15:
Old  :       144:        43         56         15          .         15         31         14         14         12          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       18.5       32.5       30.5       14.4       11.3       22.3       19.1
Old  :                 20.6       18.5       32.5       30.5       14.4       11.3       22.3       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 17, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   238,449:    55,986    140,758     53,444      2,194     20,840     33,919     12,626     25,672      9,849      8,621      4,622:   34,117    23,116
Old  :   238,449:    55,986    140,758     53,444      2,194     20,840     33,919     12,626     25,672      9,849      8,621      4,622:   34,117    23,116
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 10, 2007                                                                    :
     :      -820:     4,791     -5,009     -1,360        -29       -553     -6,171      3,188      1,592        286       -781      1,210:     -615      -438
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.5       59.0       22.4        0.9        8.7       14.2        5.3       10.8        4.1        3.6        1.9:     14.3       9.7
Old  :     100.0:      23.5       59.0       22.4        0.9        8.7       14.2        5.3       10.8        4.1        3.6        1.9:     14.3       9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        42         53         16          4         16         34         14         15         12         10         16:
Old  :       147:        42         53         16          4         16         34         14         15         12         10         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       20.2       32.0       31.9       14.5       12.5       22.4       20.8
Old  :                 21.0       20.2       32.0       31.9       14.5       12.5       22.4       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   239,269:    51,195    145,767     54,804      2,223     21,393     40,090      9,438     24,080      9,563      9,402      3,412:   34,732    23,554
Old  :   239,269:    51,195    145,767     54,804      2,223     21,393     40,090      9,438     24,080      9,563      9,402      3,412:   34,732    23,554
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2007                                                                     :
     :     3,733:     2,407     11,701        -96       -162       -806      5,929     -2,360     -2,032        228        199       -711:   -1,186    -2,096
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.4       60.9       22.9        0.9        8.9       16.8        3.9       10.1        4.0        3.9        1.4:     14.5       9.8
Old  :     100.0:      21.4       60.9       22.9        0.9        8.9       16.8        3.9       10.1        4.0        3.9        1.4:     14.5       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        39         53         17          .         16         35         14         15         12         10         11:
Old  :       144:        39         53         17          .         16         35         14         15         12         10         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       22.4       35.2       33.6       17.3       14.8       25.2       23.4
Old  :                 22.4       22.4       35.2       33.6       17.3       14.8       25.2       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 3, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   235,536:    48,788    134,066     54,900      2,385     22,199     34,161     11,798     26,112      9,335      9,203      4,123:   35,918    25,650
Old  :   235,536:    48,788    134,066     54,900      2,385     22,199     34,161     11,798     26,112      9,335      9,203      4,123:   35,918    25,650
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 26, 2007                                                                    :
     :     2,556:    -3,544      3,727      1,808         48     -2,111      6,130        536       -141        354         74        -53:      113       476
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.7       56.9       23.3        1.0        9.4       14.5        5.0       11.1        4.0        3.9        1.8:     15.2      10.9
Old  :     100.0:      20.7       56.9       23.3        1.0        9.4       14.5        5.0       11.1        4.0        3.9        1.8:     15.2      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        34         47         17          4         17         29         14         15         11         11         12:
Old  :       136:        34         47         17          4         17         29         14         15         11         11         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       21.7       35.7       33.4       16.5       14.7       24.4       22.9
Old  :                 22.1       21.7       35.7       33.4       16.5       14.7       24.4       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   232,980:    52,332    130,339     53,092      2,337     24,310     28,031     11,262     26,253      8,981      9,129      4,176:   35,805    25,174
Old  :   232,980:    52,332    130,339     53,092      2,337     24,310     28,031     11,262     26,253      8,981      9,129      4,176:   35,805    25,174
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 19, 2007                                                                    :
     :    -1,121:    -1,459        478      2,978        144       -364     -3,601      1,023       -953       -353     -1,962        -95:    2,726       608
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.5       55.9       22.8        1.0       10.4       12.0        4.8       11.3        3.9        3.9        1.8:     15.4      10.8
Old  :     100.0:      22.5       55.9       22.8        1.0       10.4       12.0        4.8       11.3        3.9        3.9        1.8:     15.4      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        44         51         18          4         18         27         12         17         11         11         14:
Old  :       136:        44         51         18          4         18         27         12         17         11         11         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       21.8       34.7       33.7       16.2       14.4       23.5       21.8
Old  :                 21.7       21.8       34.7       33.7       16.2       14.4       23.5       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 19, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   234,101:    53,791    129,861     50,114      2,193     24,674     31,632     10,239     27,206      9,334     11,091      4,271:   33,079    24,566
Old  :   234,101:    53,791    129,861     50,114      2,193     24,674     31,632     10,239     27,206      9,334     11,091      4,271:   33,079    24,566
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 12, 2007                                                                    :
     :    22,361:    -1,035     14,635        839        649      4,079     10,484     -2,175      4,691        -86      1,295      1,154:    2,235    -1,967
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.0       55.5       21.4        0.9       10.5       13.5        4.4       11.6        4.0        4.7        1.8:     14.1      10.5
Old  :     100.0:      23.0       55.5       21.4        0.9       10.5       13.5        4.4       11.6        4.0        4.7        1.8:     14.1      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        43         50         18          4         17         28         11         15         12         14         14:
Old  :       139:        43         50         18          4         17         28         11         15         12         14         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       23.2       34.9       34.7       16.8       13.7       23.9       20.6
Old  :                 21.7       23.2       34.9       34.7       16.8       13.7       23.9       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 12, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,740:    54,826    115,226     49,275      1,544     20,595     21,148     12,414     22,515      9,420      9,796      3,117:   30,844    26,533
Old  :   211,740:    54,826    115,226     49,275      1,544     20,595     21,148     12,414     22,515      9,420      9,796      3,117:   30,844    26,533
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2007                                                                     :
     :        43:    10,070      1,358        302       -429       -560    -10,779       -780        893        801       -400     -1,103:      419     1,064
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.9       54.4       23.3        0.7        9.7       10.0        5.9       10.6        4.4        4.6        1.5:     14.6      12.5
Old  :     100.0:      25.9       54.4       23.3        0.7        9.7       10.0        5.9       10.6        4.4        4.6        1.5:     14.6      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        45         50         18          4         15         27         16         16         13         11         12:
Old  :       142:        45         50         18          4         15         27         16         16         13         11         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       24.3       33.3       35.6       16.1       14.1       23.5       21.1
Old  :                 22.4       24.3       33.3       35.6       16.1       14.1       23.5       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,697:    44,756    113,868     48,973      1,973     21,155     31,927     13,194     21,622      8,619     10,196      4,220:   30,425    25,469
Old  :   211,697:    44,756    113,868     48,973      1,973     21,155     31,927     13,194     21,622      8,619     10,196      4,220:   30,425    25,469
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2007                                                                     :
     :    -1,196:      -206      8,410     -1,234       -459     -3,616      6,306     -3,146     -1,550       -757       -623         85:     -224      -297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.1       53.8       23.1        0.9       10.0       15.1        6.2       10.2        4.1        4.8        2.0:     14.4      12.0
Old  :     100.0:      21.1       53.8       23.1        0.9       10.0       15.1        6.2       10.2        4.1        4.8        2.0:     14.4      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        40         49         17          5         15         31         14         16          9         13         15:
Old  :       142:        40         49         17          5         15         31         14         16          9         13         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       22.4       34.6       33.5       17.0       14.8       25.1       22.2
Old  :                 21.5       22.4       34.6       33.5       17.0       14.8       25.1       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 29, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,893:    44,962    105,458     50,207      2,432     24,771     25,621     16,340     23,172      9,376     10,819      4,135:   30,649    25,766
Old  :   212,893:    44,962    105,458     50,207      2,432     24,771     25,621     16,340     23,172      9,376     10,819      4,135:   30,649    25,766
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2007                                                                     :
     :    -8,745:    -5,848     -8,639      1,071     -1,862      1,613     -4,343        275       -757        -64        785     -1,687:    1,270     1,527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.1       49.5       23.6        1.1       11.6       12.0        7.7       10.9        4.4        5.1        1.9:     14.4      12.1
Old  :     100.0:      21.1       49.5       23.6        1.1       11.6       12.0        7.7       10.9        4.4        5.1        1.9:     14.4      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       137:        43         50         17          5         17         24         15         16         11         12         12:
Old  :       137:        43         50         17          5         17         24         15         16         11         12         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       22.6       35.4       33.3       16.7       13.0       24.0       20.4
Old  :                 23.7       22.6       35.4       33.3       16.7       13.0       24.0       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 22, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,638:    50,810    114,097     49,136      4,294     23,158     29,964     16,065     23,929      9,440     10,034      5,822:   29,379    24,239
Old  :   221,638:    50,810    114,097     49,136      4,294     23,158     29,964     16,065     23,929      9,440     10,034      5,822:   29,379    24,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2007                                                                     :
     :    12,987:     3,201      8,705       -693       -343      3,158      3,920      1,435      1,819        640         55        343:      599    -2,185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.9       51.5       22.2        1.9       10.4       13.5        7.2       10.8        4.3        4.5        2.6:     13.3      10.9
Old  :     100.0:      22.9       51.5       22.2        1.9       10.4       13.5        7.2       10.8        4.3        4.5        2.6:     13.3      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        43         53         15          6         17         22         14         14         14         11         17:
Old  :       141:        43         53         15          6         17         22         14         14         14         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       24.3       35.7       34.2       16.6       13.4       24.9       20.2
Old  :                 24.0       24.3       35.7       34.2       16.6       13.4       24.9       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   208,651:    47,609    105,392     49,829      4,637     20,000     26,044     14,630     22,110      8,800      9,979      5,479:   28,780    26,424
Old  :   208,651:    47,609    105,392     49,829      4,637     20,000     26,044     14,630     22,110      8,800      9,979      5,479:   28,780    26,424
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2007                                                                      :
     :     3,287:    -4,739      4,427        471       -231       -167      7,124         23        506       -340        599        384:       48    -2,254
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.8       50.5       23.9        2.2        9.6       12.5        7.0       10.6        4.2        4.8        2.6:     13.8      12.7
Old  :     100.0:      22.8       50.5       23.9        2.2        9.6       12.5        7.0       10.6        4.2        4.8        2.6:     13.8      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        42         51         15          7         18         22         15         12         13         13         16:
Old  :       140:        42         51         15          7         18         22         15         12         13         13         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       22.8       35.6       33.3       17.1       13.0       25.2       20.0
Old  :                 24.5       22.8       35.6       33.3       17.1       13.0       25.2       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 8, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   205,364:    52,348    100,965     49,358      4,868     20,167     18,920     14,607     21,604      9,140      9,380      5,095:   28,732    28,678
Old  :   205,364:    52,348    100,965     49,358      4,868     20,167     18,920     14,607     21,604      9,140      9,380      5,095:   28,732    28,678
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 1, 2007                                                                      :
     :    -3,383:     3,949     -5,666        -99        239     -1,624     -4,835      1,015         70        455        257     -2,307:    1,008     4,633
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.5       49.2       24.0        2.4        9.8        9.2        7.1       10.5        4.5        4.6        2.5:     14.0      14.0
Old  :     100.0:      25.5       49.2       24.0        2.4        9.8        9.2        7.1       10.5        4.5        4.6        2.5:     14.0      14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        44         48         15          6         17         19         17         12         12         11         16:
Old  :       136:        44         48         15          6         17         19         17         12         12         11         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       23.1       36.1       34.3       17.5       12.5       25.0       19.2
Old  :                 24.9       23.1       36.1       34.3       17.5       12.5       25.0       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 1, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   208,747:    48,399    106,631     49,457      4,629     21,791     23,755     13,592     21,534      8,685      9,123      7,402:   27,724    24,045
Old  :   208,747:    48,399    106,631     49,457      4,629     21,791     23,755     13,592     21,534      8,685      9,123      7,402:   27,724    24,045
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2007                                                                   :
     :    -3,787:   -11,159     -4,474        162       -955      2,658      6,227       -291        680       -442      1,998        551:   -2,464    -3,954
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.2       51.1       23.7        2.2       10.4       11.4        6.5       10.3        4.2        4.4        3.5:     13.3      11.5
Old  :     100.0:      23.2       51.1       23.7        2.2       10.4       11.4        6.5       10.3        4.2        4.4        3.5:     13.3      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       137:        39         50         12          8         16         23         16         13         12         13         16:
Old  :       137:        39         50         12          8         16         23         16         13         12         13         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       23.7       36.1       34.6       17.9       14.7       25.9       21.8
Old  :                 24.5       23.7       36.1       34.6       17.9       14.7       25.9       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,534:    59,558    111,105     49,295      5,584     19,133     17,528     13,883     20,854      9,127      7,125      6,851:   30,188    27,999
Old  :   212,534:    59,558    111,105     49,295      5,584     19,133     17,528     13,883     20,854      9,127      7,125      6,851:   30,188    27,999
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2007                                                                   :
     :    -3,492:    -4,356     -6,387     -1,285       -198      2,781       -979     -1,694        640     -1,405         19       -198:    1,310     1,545
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.0       52.3       23.2        2.6        9.0        8.2        6.5        9.8        4.3        3.4        3.2:     14.2      13.2
Old  :     100.0:      28.0       52.3       23.2        2.6        9.0        8.2        6.5        9.8        4.3        3.4        3.2:     14.2      13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        43         51         13          8         17         19         17         11         12         13         18:
Old  :       140:        43         51         13          8         17         19         17         11         12         13         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       23.8       36.0       35.9       16.4       14.3       23.8       21.0
Old  :                 23.1       23.8       36.0       35.9       16.4       14.3       23.8       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   216,026:    63,914    117,492     50,580      5,782     16,352     18,507     15,577     20,214     10,532      7,106      7,049:   28,878    26,454
Old  :   216,026:    63,914    117,492     50,580      5,782     16,352     18,507     15,577     20,214     10,532      7,106      7,049:   28,878    26,454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 10, 2007                                                                   :
     :    13,589:    17,656      9,347       -232     -1,409       -530     -7,777      1,036      3,319      1,174        409      1,775:   -1,796      -358
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       54.4       23.4        2.7        7.6        8.6        7.2        9.4        4.9        3.3        3.3:     13.4      12.2
Old  :     100.0:      29.6       54.4       23.4        2.7        7.6        8.6        7.2        9.4        4.9        3.3        3.3:     13.4      12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        43         52         13          7         16         22         18         13         12         15         16:
Old  :       147:        43         52         13          7         16         22         18         13         12         15         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       24.7       35.5       37.0       16.4       14.5       23.9       20.9
Old  :                 23.0       24.7       35.5       37.0       16.4       14.5       23.9       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 10, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   202,437:    46,258    108,145     50,812      7,191     16,882     26,284     14,541     16,895      9,358      6,697      5,274:   30,674    26,812
Old  :   202,437:    46,258    108,145     50,812      7,191     16,882     26,284     14,541     16,895      9,358      6,697      5,274:   30,674    26,812
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 3, 2007                                                                    :
     :    -1,069:    -3,697     -1,767         -8        -20       -994        990     -1,082       -329        462      1,298      1,400:    1,107       425
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.9       53.4       25.1        3.6        8.3       13.0        7.2        8.3        4.6        3.3        2.6:     15.2      13.2
Old  :     100.0:      22.9       53.4       25.1        3.6        8.3       13.0        7.2        8.3        4.6        3.3        2.6:     15.2      13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        45         53         13          7         16         25         18         14         11         10         13:
Old  :       142:        45         53         13          7         16         25         18         14         11         10         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       25.9       33.7       36.2       17.9       17.8       26.2       25.1
Old  :                 23.2       25.9       33.7       36.2       17.9       17.8       26.2       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 3, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,506:    49,955    109,912     50,820      7,211     17,876     25,294     15,623     17,224      8,896      5,399      3,874:   29,567    26,387
Old  :   203,506:    49,955    109,912     50,820      7,211     17,876     25,294     15,623     17,224      8,896      5,399      3,874:   29,567    26,387
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2007                                                                   :
     :    -2,142:    -9,433       -617     -3,078      1,180        366      7,852     -3,395      2,477      1,026        985     -2,793:    1,441      -345
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.5       54.0       25.0        3.5        8.8       12.4        7.7        8.5        4.4        2.7        1.9:     14.5      13.0
Old  :     100.0:      24.5       54.0       25.0        3.5        8.8       12.4        7.7        8.5        4.4        2.7        1.9:     14.5      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        47         56         14          6         16         24         19         12          9         10         12:
Old  :       141:        47         56         14          6         16         24         19         12          9         10         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       24.6       33.6       36.0       17.7       17.0       26.1       23.6
Old  :                 23.3       24.6       33.6       36.0       17.7       17.0       26.1       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 27, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   205,648:    59,388    110,529     53,898      6,031     17,510     17,442     19,018     14,747      7,870      4,414      6,667:   28,126    26,732
Old  :   205,648:    59,388    110,529     53,898      6,031     17,510     17,442     19,018     14,747      7,870      4,414      6,667:   28,126    26,732
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2007                                                                   :
     :    -5,545:    -7,748        843        565       -751         27      2,602     -6,074        173     -2,203      1,275      1,574:     -535    -2,612
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       53.7       26.2        2.9        8.5        8.5        9.2        7.2        3.8        2.1        3.2:     13.7      13.0
Old  :     100.0:      28.9       53.7       26.2        2.9        8.5        8.5        9.2        7.2        3.8        2.1        3.2:     13.7      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        46         56         13          6         15         19         22         14          8         11         16:
Old  :       139:        46         56         13          6         15         19         22         14          8         11         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       22.4       35.0       35.3       19.1       13.2       27.3       20.3
Old  :                 23.2       22.4       35.0       35.3       19.1       13.2       27.3       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 20, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,193:    67,136    109,686     53,333      6,782     17,483     14,840     25,092     14,574     10,073      3,139      5,093:   28,661    29,344
Old  :   211,193:    67,136    109,686     53,333      6,782     17,483     14,840     25,092     14,574     10,073      3,139      5,093:   28,661    29,344
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2007                                                                   :
     :    -1,599:    -4,889     -6,872     -2,249        478      1,167      2,787      3,064        734        728        224     -1,137:    1,260       743
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.8       51.9       25.3        3.2        8.3        7.0       11.9        6.9        4.8        1.5        2.4:     13.6      13.9
Old  :     100.0:      31.8       51.9       25.3        3.2        8.3        7.0       11.9        6.9        4.8        1.5        2.4:     13.6      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        43         52         15          6         16         20         22         17         12          4         15:
Old  :       135:        43         52         15          6         16         20         22         17         12          4         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       23.2       36.3       35.7       18.2       11.2       26.2       18.2
Old  :                 24.9       23.2       36.3       35.7       18.2       11.2       26.2       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,792:    72,025    116,558     55,582      6,304     16,316     12,053     22,028     13,840      9,345      2,915      6,230:   27,401    28,601
Old  :   212,792:    72,025    116,558     55,582      6,304     16,316     12,053     22,028     13,840      9,345      2,915      6,230:   27,401    28,601
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2007                                                                    :
     :     2,894:     8,789      3,102       -302        402     -3,331     -2,681      3,115       -209        856     -1,142        423:     -651       534
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       54.8       26.1        3.0        7.7        5.7       10.4        6.5        4.4        1.4        2.9:     12.9      13.4
Old  :     100.0:      33.8       54.8       26.1        3.0        7.7        5.7       10.4        6.5        4.4        1.4        2.9:     12.9      13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        45         54         14          7         16         18         23         15         10          7         16:
Old  :       139:        45         54         14          7         16         18         23         15         10          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       25.8       39.3       38.4       19.2       11.7       27.1       17.7
Old  :                 27.1       25.8       39.3       38.4       19.2       11.7       27.1       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   209,898:    63,236    113,456     55,884      5,902     19,647     14,734     18,913     14,049      8,489      4,057      5,807:   28,052    28,067
Old  :   209,898:    63,236    113,456     55,884      5,902     19,647     14,734     18,913     14,049      8,489      4,057      5,807:   28,052    28,067
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 27, 2007                                                                :
     :    -2,729:    -4,502     -3,570       -238        698        696       -224        765        312        690       -732        817:     -280    -1,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.1       54.1       26.6        2.8        9.4        7.0        9.0        6.7        4.0        1.9        2.8:     13.4      13.4
Old  :     100.0:      30.1       54.1       26.6        2.8        9.4        7.0        9.0        6.7        4.0        1.9        2.8:     13.4      13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        43         52         13          9         18         20         23         16         10          6         15:
Old  :       140:        43         52         13          9         18         20         23         16         10          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       23.9       39.3       35.9       20.0       11.9       27.9       17.3
Old  :                 26.5       23.9       39.3       35.9       20.0       11.9       27.9       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,627:    67,738    117,026     56,122      5,204     18,951     14,958     18,148     13,737      7,799      4,789      4,990:   28,332    29,782
Old  :   212,627:    67,738    117,026     56,122      5,204     18,951     14,958     18,148     13,737      7,799      4,789      4,990:   28,332    29,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 20, 2007                                                                :
     :   -10,129:    -7,483     -7,833     -4,548      2,503        823      3,400     -4,684     -2,045     -2,909        843       -901:    3,534     1,165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.9       55.0       26.4        2.4        8.9        7.0        8.5        6.5        3.7        2.3        2.3:     13.3      14.0
Old  :     100.0:      31.9       55.0       26.4        2.4        8.9        7.0        8.5        6.5        3.7        2.3        2.3:     13.3      14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        50         57         12          8         15         18         24         13          7          9         15:
Old  :       142:        50         57         12          8         15         18         24         13          7          9         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       23.6       39.8       33.6       20.1        9.7       27.9       14.9
Old  :                 26.9       23.6       39.8       33.6       20.1        9.7       27.9       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,756:    75,221    124,859     60,670      2,701     18,128     11,558     22,832     15,782     10,708      3,946      5,891:   24,798    28,617
Old  :   222,756:    75,221    124,859     60,670      2,701     18,128     11,558     22,832     15,782     10,708      3,946      5,891:   24,798    28,617
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 13, 2007                                                                :
     :    -4,124:       147     -3,037     -2,225      1,149      3,239     -1,236       -294        -16      1,646       -173     -2,591:   -3,088    -2,401
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       56.1       27.2        1.2        8.1        5.2       10.2        7.1        4.8        1.8        2.6:     11.1      12.8
Old  :     100.0:      33.8       56.1       27.2        1.2        8.1        5.2       10.2        7.1        4.8        1.8        2.6:     11.1      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        50         59         14          6         17         15         29         16         13          9         19:
Old  :       153:        50         59         14          6         17         15         29         16         13          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       21.5       38.4       32.1       20.0        9.5       27.7       14.7
Old  :                 26.6       21.5       38.4       32.1       20.0        9.5       27.7       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,880:    75,074    127,896     62,895      1,552     14,889     12,794     23,126     15,798      9,062      4,119      8,482:   27,886    31,018
Old  :   226,880:    75,074    127,896     62,895      1,552     14,889     12,794     23,126     15,798      9,062      4,119      8,482:   27,886    31,018
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 6, 2007                                                                 :
     :     9,215:    11,271     11,665     -1,748      1,185     -2,837       -952     -3,437      4,426        -25       -111      1,689:   -2,609    -3,365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       56.4       27.7        0.7        6.6        5.6       10.2        7.0        4.0        1.8        3.7:     12.3      13.7
Old  :     100.0:      33.1       56.4       27.7        0.7        6.6        5.6       10.2        7.0        4.0        1.8        3.7:     12.3      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         57         13          4         13         17         30         18         14         10         22:
Old  :       152:        48         57         13          4         13         17         30         18         14         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       22.5       39.0       31.9       19.9        8.8       27.9       14.3
Old  :                 26.7       22.5       39.0       31.9       19.9        8.8       27.9       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,665:    63,803    116,231     64,643        367     17,726     13,746     26,563     11,372      9,087      4,230      6,793:   30,495    34,383
Old  :   217,665:    63,803    116,231     64,643        367     17,726     13,746     26,563     11,372      9,087      4,230      6,793:   30,495    34,383
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 30, 2007                                                                 :
     :     3,857:     4,725      8,350      1,215        225      3,168       -681     -4,150       -268     -1,433        695     -2,490:     -379    -1,673
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       53.4       29.7        0.2        8.1        6.3       12.2        5.2        4.2        1.9        3.1:     14.0      15.8
Old  :     100.0:      29.3       53.4       29.7        0.2        8.1        6.3       12.2        5.2        4.2        1.9        3.1:     14.0      15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        45         53         15          .         13         16         28         17         12         12         22:
Old  :       143:        45         53         15          .         13         16         28         17         12         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       21.4       42.2       30.4       21.4        9.5       30.1       15.8
Old  :                 28.4       21.4       42.2       30.4       21.4        9.5       30.1       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   213,808:    59,078    107,881     63,428        142     14,558     14,427     30,713     11,640     10,520      3,535      9,283:   30,874    36,056
Old  :   213,808:    59,078    107,881     63,428        142     14,558     14,427     30,713     11,640     10,520      3,535      9,283:   30,874    36,056
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 23, 2007                                                                 :
     :    -5,389:    -1,944       -557     -1,891        142      1,984        509     -3,166     -2,330        -99     -1,324      1,485:   -3,103    -1,623
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       50.5       29.7        0.1        6.8        6.7       14.4        5.4        4.9        1.7        4.3:     14.4      16.9
Old  :     100.0:      27.6       50.5       29.7        0.1        6.8        6.7       14.4        5.4        4.9        1.7        4.3:     14.4      16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        47         55         14          .         11         16         29         17         12         11         22:
Old  :       147:        47         55         14          .         11         16         29         17         12         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       19.1       39.6       29.1       21.2       10.2       29.9       16.4
Old  :                 26.8       19.1       39.6       29.1       21.2       10.2       29.9       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,197:    61,022    108,438     65,319          0     12,574     13,918     33,879     13,970     10,619      4,859      7,798:   33,977    37,679
Old  :   219,197:    61,022    108,438     65,319          0     12,574     13,918     33,879     13,970     10,619      4,859      7,798:   33,977    37,679
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 16, 2007                                                                 :
     :    -5,395:    -7,906    -10,180      1,251          0      2,174        257      2,194       -430     -1,333         94        462:      130       291
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       49.5       29.8        0.0        5.7        6.3       15.5        6.4        4.8        2.2        3.6:     15.5      17.2
Old  :     100.0:      27.8       49.5       29.8        0.0        5.7        6.3       15.5        6.4        4.8        2.2        3.6:     15.5      17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        52         55         13          0         12         17         29         17         12         12         19:
Old  :       143:        52         55         13          0         12         17         29         17         12         12         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       19.0       39.6       29.2       21.7       10.8       29.8       17.0
Old  :                 27.3       19.0       39.6       29.2       21.7       10.8       29.8       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   224,592:    68,928    118,618     64,068          0     10,400     13,661     31,685     14,400     11,952      4,765      7,336:   33,847    37,388
Old  :   224,592:    68,928    118,618     64,068          0     10,400     13,661     31,685     14,400     11,952      4,765      7,336:   33,847    37,388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 9, 2007                                                                  :
     :     3,559:       526        991        553       -110     -1,470     -1,277     -1,743      2,593       -303        601      2,903:       34      -206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       52.8       28.5        0.0        4.6        6.1       14.1        6.4        5.3        2.1        3.3:     15.1      16.6
Old  :     100.0:      30.7       52.8       28.5        0.0        4.6        6.1       14.1        6.4        5.3        2.1        3.3:     15.1      16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        51         58         12          0         10         16         32         16         12         11         19:
Old  :       147:        51         58         12          0         10         16         32         16         12         11         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       20.1       40.0       30.3       20.7       11.5       28.1       17.9
Old  :                 28.7       20.1       40.0       30.3       20.7       11.5       28.1       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,033:    68,402    117,627     63,515        110     11,870     14,938     33,428     11,807     12,255      4,164      4,433:   33,813    37,594
Old  :   221,033:    68,402    117,627     63,515        110     11,870     14,938     33,428     11,807     12,255      4,164      4,433:   33,813    37,594
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2007                                                                  :
     :     1,914:      -681     -1,813      1,648        110       -325     -1,514     -1,496        602     -1,274         -7       -250:    3,708     5,093
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.9       53.3       28.7        0.0        5.4        6.8       15.1        5.3        5.5        1.9        2.0:     15.3      17.0
Old  :     100.0:      30.9       53.3       28.7        0.0        5.4        6.8       15.1        5.3        5.5        1.9        2.0:     15.3      17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        48         52         13          .         11         16         30         12         11         11         15:
Old  :       142:        48         52         13          .         11         16         30         12         11         11         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       21.6       43.9       31.0       21.1       11.3       28.9       17.9
Old  :                 31.2       21.6       43.9       31.0       21.1       11.3       28.9       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 3, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,119:    69,083    119,440     61,867          0     12,195     16,452     34,924     11,205     13,529      4,171      4,683:   30,105    32,501
Old  :   219,119:    69,083    119,440     61,867          0     12,195     16,452     34,924     11,205     13,529      4,171      4,683:   30,105    32,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 26, 2006                                                                :
     :      -512:    -3,180     -6,113      4,643       -901       -374       -934      5,405        -62      1,185        633     -1,136:     -654     2,036
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.5       54.5       28.2        0.0        5.6        7.5       15.9        5.1        6.2        1.9        2.1:     13.7      14.8
Old  :     100.0:      31.5       54.5       28.2        0.0        5.6        7.5       15.9        5.1        6.2        1.9        2.1:     13.7      14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        44         51         15          0         12         15         32         14         15          9         19:
Old  :       143:        44         51         15          0         12         15         32         14         15          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       23.4       45.7       33.3       21.2       12.3       29.6       18.7
Old  :                 32.4       23.4       45.7       33.3       21.2       12.3       29.6       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,631:    72,263    125,553     57,224        901     12,569     17,386     29,519     11,267     12,344      3,538      5,819:   30,759    30,465
Old  :   219,631:    72,263    125,553     57,224        901     12,569     17,386     29,519     11,267     12,344      3,538      5,819:   30,759    30,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 19, 2006                                                                :
     :     4,286:     1,305      3,542      3,668         13          5        -69      2,801     -1,132      1,761        136       -166:   -1,086      -913
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.9       57.2       26.1        0.4        5.7        7.9       13.4        5.1        5.6        1.6        2.6:     14.0      13.9
Old  :     100.0:      32.9       57.2       26.1        0.4        5.7        7.9       13.4        5.1        5.6        1.6        2.6:     14.0      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        47         53         13          .         12         13         29         13         13          9         19:
Old  :       139:        47         53         13          .         12         13         29         13         13          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       25.0       44.7       35.1       20.4       12.2       29.3       18.9
Old  :                 31.1       25.0       44.7       35.1       20.4       12.2       29.3       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,345:    70,958    122,011     53,556        888     12,564     17,455     26,718     12,399     10,583      3,402      5,985:   31,845    31,378
Old  :   215,345:    70,958    122,011     53,556        888     12,564     17,455     26,718     12,399     10,583      3,402      5,985:   31,845    31,378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 12, 2006                                                                :
     :       195:     2,917      2,625        384        154      1,322       -832     -1,108     -3,700       -577       -753       -421:    1,102     2,076
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.0       56.7       24.9        0.4        5.8        8.1       12.4        5.8        4.9        1.6        2.8:     14.8      14.6
Old  :     100.0:      33.0       56.7       24.9        0.4        5.8        8.1       12.4        5.8        4.9        1.6        2.8:     14.8      14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        51         54         13          .         12         13         27         12         13          8         15:
Old  :       143:        51         54         13          .         12         13         27         12         13          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       24.0       42.0       34.5       19.4       11.9       28.2       18.4
Old  :                 28.6       24.0       42.0       34.5       19.4       11.9       28.2       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,150:    68,041    119,386     53,172        734     11,242     18,287     27,826     16,099     11,160      4,155      6,406:   30,743    29,302
Old  :   215,150:    68,041    119,386     53,172        734     11,242     18,287     27,826     16,099     11,160      4,155      6,406:   30,743    29,302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 5, 2006                                                                 :
     :    -2,317:    -3,491     -7,669        749        390        722        438      6,680       -518      1,525     -1,277     -2,203:      461     1,558
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       55.5       24.7        0.3        5.2        8.5       12.9        7.5        5.2        1.9        3.0:     14.3      13.6
Old  :     100.0:      31.6       55.5       24.7        0.3        5.2        8.5       12.9        7.5        5.2        1.9        3.0:     14.3      13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        49         57         14          .         11         14         29         14         13         11         17:
Old  :       150:        49         57         14          .         11         14         29         14         13         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       23.2       41.2       33.1       19.1       11.9       27.6       18.7
Old  :                 27.7       23.2       41.2       33.1       19.1       11.9       27.6       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 5, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,467:    71,532    127,055     52,423        344     10,520     17,849     21,146     16,617      9,635      5,432      8,609:   30,282    27,744
Old  :   217,467:    71,532    127,055     52,423        344     10,520     17,849     21,146     16,617      9,635      5,432      8,609:   30,282    27,744
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 28, 2006                                                                :
     :   -11,309:   -10,182     -1,763     -2,058       -193        200      3,714     -3,450     -1,843        974        984     -1,552:     -562    -3,692
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.9       58.4       24.1        0.2        4.8        8.2        9.7        7.6        4.4        2.5        4.0:     13.9      12.8
Old  :     100.0:      32.9       58.4       24.1        0.2        4.8        8.2        9.7        7.6        4.4        2.5        4.0:     13.9      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        51         57         14          .         12         17         27         18         15         12         20:
Old  :       151:        51         57         14          .         12         17         27         18         15         12         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       26.3       44.1       35.4       18.4       10.9       27.4       16.8
Old  :                 30.6       26.3       44.1       35.4       18.4       10.9       27.4       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,776:    81,714    128,818     54,481        537     10,320     14,135     24,596     18,460      8,661      4,448     10,161:   30,844    31,436
Old  :   228,776:    81,714    128,818     54,481        537     10,320     14,135     24,596     18,460      8,661      4,448     10,161:   30,844    31,436
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 21, 2006                                                                :
     :    -2,471:     3,584      2,208     -1,070        297         81       -569      1,815       -850        865     -1,162     -4,092:     -420      -768
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       56.3       23.8        0.2        4.5        6.2       10.8        8.1        3.8        1.9        4.4:     13.5      13.7
Old  :     100.0:      35.7       56.3       23.8        0.2        4.5        6.2       10.8        8.1        3.8        1.9        4.4:     13.5      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        53         59         13          .         11         16         26         18         13         13         23:
Old  :       149:        53         59         13          .         11         16         26         18         13         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       24.0       43.9       34.2       17.8       10.2       25.6       15.9
Old  :                 30.5       24.0       43.9       34.2       17.8       10.2       25.6       15.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   231,247:    78,130    126,610     55,551        240     10,239     14,704     22,781     19,310      7,796      5,610     14,253:   31,264    32,204
Old  :   231,247:    78,130    126,610     55,551        240     10,239     14,704     22,781     19,310      7,796      5,610     14,253:   31,264    32,204
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2006                                                                :
     :     5,683:     6,866      5,188       -167        -78       -828        878     -2,067        -71     -1,273      2,022        416:     -138     1,101
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       54.8       24.0        0.1        4.4        6.4        9.9        8.4        3.4        2.4        6.2:     13.5      13.9
Old  :     100.0:      33.8       54.8       24.0        0.1        4.4        6.4        9.9        8.4        3.4        2.4        6.2:     13.5      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        56         61         14          .         12         14         27         18         12         14         23:
Old  :       153:        56         61         14          .         12         14         27         18         12         14         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       23.1       41.6       33.6       17.7       10.7       25.2       16.5
Old  :                 28.3       23.1       41.6       33.6       17.7       10.7       25.2       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,564:    71,264    121,422     55,718        318     11,067     13,826     24,848     19,381      9,069      3,588     13,837:   31,402    31,103
Old  :   225,564:    71,264    121,422     55,718        318     11,067     13,826     24,848     19,381      9,069      3,588     13,837:   31,402    31,103
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 7, 2006                                                                 :
     :    -1,867:    -6,723     -6,768       -553        -20      1,402       -250      1,102      1,827        702       -272      1,999:     -271    -1,137
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       53.8       24.7        0.1        4.9        6.1       11.0        8.6        4.0        1.6        6.1:     13.9      13.8
Old  :     100.0:      31.6       53.8       24.7        0.1        4.9        6.1       11.0        8.6        4.0        1.6        6.1:     13.9      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        50         57         15          .         12         13         27         14         12         10         22:
Old  :       145:        50         57         15          .         12         13         27         14         12         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       22.6       41.6       33.7       18.4       12.1       25.6       18.0
Old  :                 27.9       22.6       41.6       33.7       18.4       12.1       25.6       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,431:    77,987    128,190     56,271        338      9,665     14,076     23,746     17,554      8,367      3,860     11,838:   31,673    32,240
Old  :   227,431:    77,987    128,190     56,271        338      9,665     14,076     23,746     17,554      8,367      3,860     11,838:   31,673    32,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 31, 2006                                                                 :
     :    -1,406:      -479      3,235     -1,341       -651       -163      1,932     -2,724     -1,041     -1,305       -210      1,141:     -150      -993
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       56.4       24.7        0.1        4.2        6.2       10.4        7.7        3.7        1.7        5.2:     13.9      14.2
Old  :     100.0:      34.3       56.4       24.7        0.1        4.2        6.2       10.4        7.7        3.7        1.7        5.2:     13.9      14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        46         54         16          .         13         15         27         15         12         10         21:
Old  :       143:        46         54         16          .         13         15         27         15         12         10         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       24.8       44.0       35.5       18.1       12.0       25.2       18.7
Old  :                 30.6       24.8       44.0       35.5       18.1       12.0       25.2       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 31, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,837:    78,466    124,955     57,612        989      9,828     12,144     26,470     18,595      9,672      4,070     10,697:   31,823    33,233
Old  :   228,837:    78,466    124,955     57,612        989      9,828     12,144     26,470     18,595      9,672      4,070     10,697:   31,823    33,233
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 24, 2006                                                                 :
     :     6,551:       828      3,211      2,221       -229       -588        589        534       -200       -116        214      1,059:    2,758     2,550
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       54.6       25.2        0.4        4.3        5.3       11.6        8.1        4.2        1.8        4.7:     13.9      14.5
Old  :     100.0:      34.3       54.6       25.2        0.4        4.3        5.3       11.6        8.1        4.2        1.8        4.7:     13.9      14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        46         52         17          .         12         14         25         13         14          9         20:
Old  :       142:        46         52         17          .         12         14         25         13         14          9         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       24.5       43.9       35.5       18.3       12.4       25.6       18.3
Old  :                 30.7       24.5       43.9       35.5       18.3       12.4       25.6       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 24, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,286:    77,638    121,744     55,391      1,218     10,416     11,555     25,936     18,795      9,788      3,856      9,638:   29,065    30,683
Old  :   222,286:    77,638    121,744     55,391      1,218     10,416     11,555     25,936     18,795      9,788      3,856      9,638:   29,065    30,683
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 17, 2006                                                                 :
     :     4,997:     3,330       -752        249       -284        312     -1,890      4,442      2,888      2,107        -10       -283:   -1,716    -1,316
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.9       54.8       24.9        0.5        4.7        5.2       11.7        8.5        4.4        1.7        4.3:     13.1      13.8
Old  :     100.0:      34.9       54.8       24.9        0.5        4.7        5.2       11.7        8.5        4.4        1.7        4.3:     13.1      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        50         57         15          .         15         13         25         16         16          7         19:
Old  :       143:        50         57         15          .         15         13         25         16         16          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       23.2       42.6       34.4       18.3       11.0       26.1       16.8
Old  :                 29.5       23.2       42.6       34.4       18.3       11.0       26.1       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,289:    74,308    122,496     55,142      1,502     10,104     13,445     21,494     15,907      7,681      3,866      9,921:   30,781    31,999
Old  :   217,289:    74,308    122,496     55,142      1,502     10,104     13,445     21,494     15,907      7,681      3,866      9,921:   30,781    31,999
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 10, 2006                                                                 :
     :    -2,289:       903      3,605     -1,025        163        237        540       -786     -1,701        -17        191     -1,758:      532    -2,240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       56.4       25.4        0.7        4.7        6.2        9.9        7.3        3.5        1.8        4.6:     14.2      14.7
Old  :     100.0:      34.2       56.4       25.4        0.7        4.7        6.2        9.9        7.3        3.5        1.8        4.6:     14.2      14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        47         57         13          4         13         14         25         15         11          9         20:
Old  :       140:        47         57         13          4         13         14         25         15         11          9         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       23.3       42.5       34.7       18.8       11.6       27.3       17.6
Old  :                 28.9       23.3       42.5       34.7       18.8       11.6       27.3       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 10, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,578:    73,405    118,891     56,167      1,339      9,867     12,905     22,280     17,608      7,698      3,675     11,679:   30,249    34,239
Old  :   219,578:    73,405    118,891     56,167      1,339      9,867     12,905     22,280     17,608      7,698      3,675     11,679:   30,249    34,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 3, 2006                                                                  :
     :    -2,096:     1,073      1,559        424        305        664       -747     -1,751     -2,558         36       -313     -2,776:    1,788     2,774
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.4       54.1       25.6        0.6        4.5        5.9       10.1        8.0        3.5        1.7        5.3:     13.8      15.6
Old  :     100.0:      33.4       54.1       25.6        0.6        4.5        5.9       10.1        8.0        3.5        1.7        5.3:     13.8      15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        47         56         15          .         13         15         25         15         11         10         19:
Old  :       141:        47         56         15          .         13         15         25         15         11         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       21.7       41.2       32.8       18.4       10.7       26.8       16.9
Old  :                 27.8       21.7       41.2       32.8       18.4       10.7       26.8       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,674:    72,332    117,332     55,743      1,034      9,203     13,652     24,031     20,166      7,662      3,988     14,455:   28,461    31,465
Old  :   221,674:    72,332    117,332     55,743      1,034      9,203     13,652     24,031     20,166      7,662      3,988     14,455:   28,461    31,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 26, 2006                                                               :
     :     4,094:     1,392       -869      3,472        371        -87        166      5,921        784       -740        -39       -453:     -440    -1,534
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       52.9       25.1        0.5        4.2        6.2       10.8        9.1        3.5        1.8        6.5:     12.8      14.2
Old  :     100.0:      32.6       52.9       25.1        0.5        4.2        6.2       10.8        9.1        3.5        1.8        6.5:     12.8      14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         58         15          .         13         15         28         16          8         14         24:
Old  :       152:        48         58         15          .         13         15         28         16          8         14         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       20.5       39.9       31.2       18.1       11.5       26.4       17.0
Old  :                 26.7       20.5       39.9       31.2       18.1       11.5       26.4       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,580:    70,940    118,201     52,271        663      9,290     13,486     18,110     19,382      8,402      4,027     14,908:   28,901    32,999
Old  :   217,580:    70,940    118,201     52,271        663      9,290     13,486     18,110     19,382      8,402      4,027     14,908:   28,901    32,999
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 19, 2006                                                               :
     :     1,780:      -405         39      1,365        191         62       -617        616        252        813        923        977:     -667    -1,280
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       54.3       24.0        0.3        4.3        6.2        8.3        8.9        3.9        1.9        6.9:     13.3      15.2
Old  :     100.0:      32.6       54.3       24.0        0.3        4.3        6.2        8.3        8.9        3.9        1.9        6.9:     13.3      15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        49         59         14          .         12         15         24         15         14         11         26:
Old  :       148:        49         59         14          .         12         15         24         15         14         11         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       20.2       38.4       31.3       17.8       10.4       25.4       15.6
Old  :                 25.4       20.2       38.4       31.3       17.8       10.4       25.4       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 19, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,800:    71,345    118,162     50,906        472      9,228     14,103     17,494     19,130      7,589      3,104     13,931:   29,568    34,279
Old  :   215,800:    71,345    118,162     50,906        472      9,228     14,103     17,494     19,130      7,589      3,104     13,931:   29,568    34,279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 12, 2006                                                               :
     :    10,694:     4,488      2,123      4,526       -525     -1,600     -3,223      3,417      1,531        -51       -430      4,722:      301     1,456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       54.8       23.6        0.2        4.3        6.5        8.1        8.9        3.5        1.4        6.5:     13.7      15.9
Old  :     100.0:      33.1       54.8       23.6        0.2        4.3        6.5        8.1        8.9        3.5        1.4        6.5:     13.7      15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        52         64         14          .         13         14         26         14         16          8         24:
Old  :       150:        52         64         14          .         13         14         26         14         16          8         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       19.0       36.5       29.9       17.2        9.3       24.4       14.8
Old  :                 23.8       19.0       36.5       29.9       17.2        9.3       24.4       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   205,106:    66,857    116,039     46,380        997     10,828     17,326     14,077     17,599      7,640      3,534      9,209:   29,267    32,823
Old  :   205,106:    66,857    116,039     46,380        997     10,828     17,326     14,077     17,599      7,640      3,534      9,209:   29,267    32,823
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 5, 2006                                                                :
     :    12,528:     6,999      4,571       -422       -293       -365      3,038      2,509       -821        130        333      2,440:    1,529     4,154
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       56.6       22.6        0.5        5.3        8.4        6.9        8.6        3.7        1.7        4.5:     14.3      16.0
Old  :     100.0:      32.6       56.6       22.6        0.5        5.3        8.4        6.9        8.6        3.7        1.7        4.5:     14.3      16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        52         63         14          .         13         19         20         13         15          9         23:
Old  :       149:        52         63         14          .         13         19         20         13         15          9         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       20.1       36.7       32.5       16.9       11.3       25.0       18.1
Old  :                 23.0       20.1       36.7       32.5       16.9       11.3       25.0       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 5, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   192,578:    59,858    111,468     46,802      1,290     11,193     14,288     11,568     18,420      7,510      3,201      6,769:   27,738    28,669
Old  :   192,578:    59,858    111,468     46,802      1,290     11,193     14,288     11,568     18,420      7,510      3,201      6,769:   27,738    28,669
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 29, 2006                                                                  :
     :      -538:    -2,337     -3,587        743        470       -545        167        963      1,439       -431       -431       -589:    1,015     1,742
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       57.9       24.3        0.7        5.8        7.4        6.0        9.6        3.9        1.7        3.5:     14.4      14.9
Old  :     100.0:      31.1       57.9       24.3        0.7        5.8        7.4        6.0        9.6        3.9        1.7        3.5:     14.4      14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        45         58         14          4         14         19         20         19         15          6         18:
Old  :       143:        45         58         14          4         14         19         20         19         15          6         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       21.0       40.1       31.4       18.4       11.0       25.9       18.0
Old  :                 24.4       21.0       40.1       31.4       18.4       11.0       25.9       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 29, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   193,116:    62,195    115,055     46,059        820     11,738     14,121     10,605     16,981      7,941      3,632      7,358:   26,723    26,927
Old  :   193,116:    62,195    115,055     46,059        820     11,738     14,121     10,605     16,981      7,941      3,632      7,358:   26,723    26,927
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 22, 2006                                                                  :
     :     7,021:     3,779      2,742      3,248          0       -529     -2,006      3,233      1,227         85        595        268:      949      -515
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.2       59.6       23.9        0.4        6.1        7.3        5.5        8.8        4.1        1.9        3.8:     13.8      13.9
Old  :     100.0:      32.2       59.6       23.9        0.4        6.1        7.3        5.5        8.8        4.1        1.9        3.8:     13.8      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        50         58         15          .         13         22         17         12         17          7         19:
Old  :       147:        50         58         15          .         13         22         17         12         17          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       22.2       40.6       32.4       17.5       10.5       24.7       17.0
Old  :                 24.7       22.2       40.6       32.4       17.5       10.5       24.7       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 22, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   186,095:    58,416    112,313     42,811        820     12,267     16,127      7,372     15,754      7,856      3,037      7,090:   25,774    27,442
Old  :   186,095:    58,416    112,313     42,811        820     12,267     16,127      7,372     15,754      7,856      3,037      7,090:   25,774    27,442
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2006                                                                  :
     :       722:     2,200      3,621      1,592     -1,028        538      1,827       -134     -1,410        356       -860        740:   -5,121      -745
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.4       60.4       23.0        0.4        6.6        8.7        4.0        8.5        4.2        1.6        3.8:     13.8      14.7
Old  :     100.0:      31.4       60.4       23.0        0.4        6.6        8.7        4.0        8.5        4.2        1.6        3.8:     13.8      14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        50         59         14          .         14         24         17         16         16          6         21:
Old  :       143:        50         59         14          .         14         24         17         16         16          6         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       24.1       40.4       34.2       17.3       11.5       24.6       17.4
Old  :                 24.9       24.1       40.4       34.2       17.3       11.5       24.6       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 15, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   185,373:    56,216    108,692     41,219      1,848     11,729     14,300      7,506     17,164      7,500      3,897      6,350:   30,895    28,187
Old  :   185,373:    56,216    108,692     41,219      1,848     11,729     14,300      7,506     17,164      7,500      3,897      6,350:   30,895    28,187
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 8, 2006                                                                   :
     :     3,758:     5,876     -3,799      1,094       -804      1,420     -4,791      2,624     -1,336        687        550        987:     -179     4,116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       58.6       22.2        1.0        6.3        7.7        4.0        9.3        4.0        2.1        3.4:     16.7      15.2
Old  :     100.0:      30.3       58.6       22.2        1.0        6.3        7.7        4.0        9.3        4.0        2.1        3.4:     16.7      15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        48         58         13          6         16         24         12         16         13         10         20:
Old  :       140:        48         58         13          6         16         24         12         16         13         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       25.1       38.4       35.1       17.1       12.9       24.6       18.5
Old  :                 23.8       25.1       38.4       35.1       17.1       12.9       24.6       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 8, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   181,615:    50,340    112,491     40,125      2,652     10,309     19,091      4,882     18,500      6,813      3,347      5,363:   31,074    24,071
Old  :   181,615:    50,340    112,491     40,125      2,652     10,309     19,091      4,882     18,500      6,813      3,347      5,363:   31,074    24,071
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2006                                                                   :
     :     2,089:    -1,406      2,867      1,183        303       -106      2,720        368      2,716       -266       -153     -4,586:    1,834       680
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       61.9       22.1        1.5        5.7       10.5        2.7       10.2        3.8        1.8        3.0:     17.1      13.3
Old  :     100.0:      27.7       61.9       22.1        1.5        5.7       10.5        2.7       10.2        3.8        1.8        3.0:     17.1      13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        49         59         12          6         14         27         10         14         10          9         19:
Old  :       138:        49         59         12          6         14         27         10         14         10          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       27.4       37.6       37.4       17.5       15.7       26.0       21.5
Old  :                 23.8       27.4       37.6       37.4       17.5       15.7       26.0       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 1, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   179,526:    51,746    109,624     38,942      2,349     10,415     16,371      4,514     15,784      7,079      3,500      9,949:   29,240    23,391
Old  :   179,526:    51,746    109,624     38,942      2,349     10,415     16,371      4,514     15,784      7,079      3,500      9,949:   29,240    23,391
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 25, 2006                                                                    :
     :    -3,702:    -4,551      2,321        -84        833     -1,187        591     -4,195       -408        833        304      1,676:     -572    -3,046
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       61.1       21.7        1.3        5.8        9.1        2.5        8.8        3.9        1.9        5.5:     16.3      13.0
Old  :     100.0:      28.8       61.1       21.7        1.3        5.8        9.1        2.5        8.8        3.9        1.9        5.5:     16.3      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        49         61         13          5         13         29          9         13         12         11         26:
Old  :       149:        49         61         13          5         13         29          9         13         12         11         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       28.0       38.8       37.6       17.1       14.1       25.0       19.8
Old  :                 24.0       28.0       38.8       37.6       17.1       14.1       25.0       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 25, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   183,228:    56,297    107,303     39,026      1,516     11,602     15,780      8,709     16,192      6,246      3,196      8,273:   29,812    26,437
Old  :   183,228:    56,297    107,303     39,026      1,516     11,602     15,780      8,709     16,192      6,246      3,196      8,273:   29,812    26,437
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2006                                                                    :
     :    -5,833:     2,565     -9,071        830         19        600     -8,359        881     -2,533         -6         66      2,015:     -945     2,190
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       58.6       21.3        0.8        6.3        8.6        4.8        8.8        3.4        1.7        4.5:     16.3      14.4
Old  :     100.0:      30.7       58.6       21.3        0.8        6.3        8.6        4.8        8.8        3.4        1.7        4.5:     16.3      14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        47         58         15          4         14         27         12         16          9         10         19:
Old  :       140:        47         58         15          4         14         27         12         16          9         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       26.4       37.6       35.6       16.3       14.2       24.0       19.4
Old  :                 22.8       26.4       37.6       35.6       16.3       14.2       24.0       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 18, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   189,061:    53,732    116,374     38,196      1,497     11,002     24,139      7,828     18,725      6,252      3,130      6,258:   30,757    24,247
Old  :   189,061:    53,732    116,374     38,196      1,497     11,002     24,139      7,828     18,725      6,252      3,130      6,258:   30,757    24,247
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 11, 2006                                                                    :
     :    16,775:     6,878     13,885       -886      1,017      1,953      6,165       -314        933        226       -677      1,895:     -389    -1,917
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       61.6       20.2        0.8        5.8       12.8        4.1        9.9        3.3        1.7        3.3:     16.3      12.8
Old  :     100.0:      28.4       61.6       20.2        0.8        5.8       12.8        4.1        9.9        3.3        1.7        3.3:     16.3      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        49         55         15          4         12         33         11         18         10          6         16:
Old  :       141:        49         55         15          4         12         33         11         18         10          6         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       27.1       36.6       38.2       15.3       15.9       23.2       21.4
Old  :                 22.5       27.1       36.6       38.2       15.3       15.9       23.2       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   172,286:    46,854    102,489     39,082        480      9,049     17,974      8,142     17,792      6,026      3,807      4,363:   31,146    26,164
Old  :   172,286:    46,854    102,489     39,082        480      9,049     17,974      8,142     17,792      6,026      3,807      4,363:   31,146    26,164
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2006                                                                     :
     :     3,921:     1,763       -297         70        480        285     -2,962       -424      2,174         -5       -364     -1,286:    3,882     3,353
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.2       59.5       22.7        0.3        5.3       10.4        4.7       10.3        3.5        2.2        2.5:     18.1      15.2
Old  :     100.0:      27.2       59.5       22.7        0.3        5.3       10.4        4.7       10.3        3.5        2.2        2.5:     18.1      15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        46         55         14          .         10         23         13         14          9          6         15:
Old  :       128:        46         55         14          .         10         23         13         14          9          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       26.3       37.4       37.2       17.6       16.4       25.9       22.4
Old  :                 23.9       26.3       37.4       37.2       17.6       16.4       25.9       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 3, 2006                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   168,365:    45,091    102,786     39,012          0      8,764     20,936      8,566     15,618      6,031      4,171      5,649:   27,264    22,811
Old  :   168,365:    45,091    102,786     39,012          0      8,764     20,936      8,566     15,618      6,031      4,171      5,649:   27,264    22,811
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 27, 2006                                                                    :
     :    -5,032:    -1,506     -1,245       -544       -235       -142      2,600        518     -1,477     -1,054        288     -2,217:     -692      -522
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.8       61.0       23.2        0.0        5.2       12.4        5.1        9.3        3.6        2.5        3.4:     16.2      13.5
Old  :     100.0:      26.8       61.0       23.2        0.0        5.2       12.4        5.1        9.3        3.6        2.5        3.4:     16.2      13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        44         50         13          0          8         27         12         11         10          9         18:
Old  :       129:        44         50         13          0          8         27         12         11         10          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       27.6       36.5       39.8       17.8       18.5       26.8       25.3
Old  :                 24.1       27.6       36.5       39.8       17.8       18.5       26.8       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   173,397:    46,597    104,031     39,556        235      8,906     18,336      8,048     17,095      7,085      3,883      7,866:   27,956    23,333
Old  :   173,397:    46,597    104,031     39,556        235      8,906     18,336      8,048     17,095      7,085      3,883      7,866:   27,956    23,333
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2006                                                                    :
     :     3,864:    -2,729      3,435        -51        -10       -266      1,627     -4,179      1,790        607        470      3,913:   -1,027    -1,289
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       60.0       22.8        0.1        5.1       10.6        4.6        9.9        4.1        2.2        4.5:     16.1      13.5
Old  :     100.0:      26.9       60.0       22.8        0.1        5.1       10.6        4.6        9.9        4.1        2.2        4.5:     16.1      13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        48         56         13          .          9         24         14         13         11          6         18:
Old  :       135:        48         56         13          .          9         24         14         13         11          6         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       26.6       34.5       38.5       17.4       18.6       25.6       24.6
Old  :                 22.6       26.6       34.5       38.5       17.4       18.6       25.6       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   169,533:    49,326    100,596     39,607        245      9,172     16,709     12,227     15,305      6,478      3,413      3,953:   28,983    24,622
Old  :   169,533:    49,326    100,596     39,607        245      9,172     16,709     12,227     15,305      6,478      3,413      3,953:   28,983    24,622
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 13, 2006                                                                    :
     :      -892:      -402        466        252       -355       -430        576      1,020      1,110        496     -1,335     -1,293:   -1,201       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.1       59.3       23.4        0.1        5.4        9.9        7.2        9.0        3.8        2.0        2.3:     17.1      14.5
Old  :     100.0:      29.1       59.3       23.4        0.1        5.4        9.9        7.2        9.0        3.8        2.0        2.3:     17.1      14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        49         54         13          .         10         23         17         13         10          5         16:
Old  :       129:        49         54         13          .         10         23         17         13         10          5         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       25.4       34.0       36.5       17.6       18.0       25.7       23.7
Old  :                 21.9       25.4       34.0       36.5       17.6       18.0       25.7       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   170,425:    49,728    100,130     39,355        600      9,602     16,133     11,207     14,195      5,982      4,748      5,246:   30,184    24,697
Old  :   170,425:    49,728    100,130     39,355        600      9,602     16,133     11,207     14,195      5,982      4,748      5,246:   30,184    24,697
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:                                                                                        :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.2       58.8       23.1        0.4        5.6        9.5        6.6        8.3        3.5        2.8        3.1:     17.7      14.5
Old  :     100.0:      29.2       58.8       23.1        0.4        5.6        9.5        6.6        8.3        3.5        2.8        3.1:     17.7      14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       125:        43         51         14          .          9         23         15         12          8          6         15:
Old  :       125:        43         51         14          .          9         23         15         12          8          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       27.0       35.1       38.0       17.2       18.0       25.2       23.5
Old  :                 21.9       27.0       35.1       38.0       17.2       18.0       25.2       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 25, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   728,176:   103,032     99,930    139,254      9,866     76,193     64,039    209,430    173,148     26,112     57,539     60,336:   86,062    41,734
Old  :   728,176:   103,032     99,930    139,254      9,866     76,193     64,039    209,430    173,148     26,112     57,539     60,336:   86,062    41,734
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :   -27,907:    -9,566     -7,278      8,427        546     -3,363        134        110    -12,394     -3,329     -1,814       -414:   -7,402    -3,300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       13.7       19.1        1.4       10.5        8.8       28.8       23.8        3.6        7.9        8.3:     11.8       5.7
Old  :     100.0:      14.1       13.7       19.1        1.4       10.5        8.8       28.8       23.8        3.6        7.9        8.3:     11.8       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        59         43         23          7         24         53         60         62         41         40         53:
Old  :       297:        59         43         23          7         24         53         60         62         41         40         53:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       30.2       35.0       40.8       13.2       17.5       18.8       23.6
Old  :                 23.4       30.2       35.0       40.8       13.2       17.5       18.8       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   756,083:   112,598    107,208    130,827      9,320     79,556     63,905    209,320    185,542     29,441     59,353     60,750:   93,464    45,034
Old  :   756,083:   112,598    107,208    130,827      9,320     79,556     63,905    209,320    185,542     29,441     59,353     60,750:   93,464    45,034
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :    23,097:     7,705      4,588     14,793     -2,525      6,313    -10,135     19,793     -5,272      8,678         57     -5,059:    6,074     5,202
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.9       14.2       17.3        1.2       10.5        8.5       27.7       24.5        3.9        7.9        8.0:     12.4       6.0
Old  :     100.0:      14.9       14.2       17.3        1.2       10.5        8.5       27.7       24.5        3.9        7.9        8.0:     12.4       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       282:        59         43         22          6         23         52         54         63         36         37         51:
Old  :       282:        59         43         22          6         23         52         54         63         36         37         51:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       31.7       35.4       42.9       12.1       17.7       17.6       24.3
Old  :                 23.7       31.7       35.4       42.9       12.1       17.7       17.6       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 11, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   732,986:   104,893    102,620    116,034     11,845     73,243     74,040    189,527    190,814     20,763     59,296     65,809:   87,390    39,832
Old  :   732,986:   104,893    102,620    116,034     11,845     73,243     74,040    189,527    190,814     20,763     59,296     65,809:   87,390    39,832
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :    20,557:    -2,736     -2,907     -7,839        810        768      1,311     27,526      5,429      9,665    -23,750      7,421:    6,538     5,260
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       14.0       15.8        1.6       10.0       10.1       25.9       26.0        2.8        8.1        9.0:     11.9       5.4
Old  :     100.0:      14.3       14.0       15.8        1.6       10.0       10.1       25.9       26.0        2.8        8.1        9.0:     11.9       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       275:        57         41         22          7         25         49         52         58         33         40         48:
Old  :       275:        57         41         22          7         25         49         52         58         33         40         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       34.5       35.9       44.5       13.0       18.9       17.8       24.8
Old  :                 24.3       34.5       35.9       44.5       13.0       18.9       17.8       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   712,429:   107,629    105,527    123,873     11,035     72,475     72,729    162,001    185,385     11,098     83,046     58,388:   80,852    34,572
Old  :   712,429:   107,629    105,527    123,873     11,035     72,475     72,729    162,001    185,385     11,098     83,046     58,388:   80,852    34,572
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :     1,437:    -1,271        -17      1,847      1,476        333      2,236    -30,590     11,036     -7,467     25,629      2,228:   -7,505    -8,658
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1       14.8       17.4        1.5       10.2       10.2       22.7       26.0        1.6       11.7        8.2:     11.3       4.9
Old  :     100.0:      15.1       14.8       17.4        1.5       10.2       10.2       22.7       26.0        1.6       11.7        8.2:     11.3       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       269:        57         44         21          7         24         54         45         60         28         43         47:
Old  :       269:        57         44         21          7         24         54         45         60         28         43         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       33.3       36.1       43.6       14.1       18.5       19.0       23.9
Old  :                 24.1       33.3       36.1       43.6       14.1       18.5       19.0       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   710,992:   108,900    105,544    122,026      9,559     72,142     70,493    192,591    174,349     18,565     57,417     56,160:   88,357    43,230
Old  :   710,992:   108,900    105,544    122,026      9,559     72,142     70,493    192,591    174,349     18,565     57,417     56,160:   88,357    43,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 21, 2009                                                                    :
     :   -41,417:   -14,544    -11,785        804       -328     -5,146     -3,112      8,747    -23,722      3,963     -5,382     -3,009:    3,349      -792
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3       14.8       17.2        1.3       10.1        9.9       27.1       24.5        2.6        8.1        7.9:     12.4       6.1
Old  :     100.0:      15.3       14.8       17.2        1.3       10.1        9.9       27.1       24.5        2.6        8.1        7.9:     12.4       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       264:        56         41         20          7         24         49         54         57         30         36         41:
Old  :       264:        56         41         20          7         24         49         54         57         30         36         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       33.1       35.7       44.2       13.0       18.1       18.4       24.4
Old  :                 23.4       33.1       35.7       44.2       13.0       18.1       18.4       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, July 21, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   752,409:   123,444    117,329    121,222      9,887     77,288     73,605    183,844    198,071     14,602     62,799     59,169:   85,008    44,022
Old  :   752,409:   123,444    117,329    121,222      9,887     77,288     73,605    183,844    198,071     14,602     62,799     59,169:   85,008    44,022
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 14, 2009                                                                    :
     :     3,169:     5,645      8,630      8,253       -290      2,660     -1,914    -23,970      3,376     -8,934      6,876      3,776:   -9,693     2,111
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       15.6       16.1        1.3       10.3        9.8       24.4       26.3        1.9        8.3        7.9:     11.3       5.9
Old  :     100.0:      16.4       15.6       16.1        1.3       10.3        9.8       24.4       26.3        1.9        8.3        7.9:     11.3       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       278:        58         41         20          7         24         51         58         63         27         42         44:
Old  :       278:        58         41         20          7         24         51         58         63         27         42         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       33.7       37.4       43.8       12.1       16.2       17.2       21.0
Old  :                 25.8       33.7       37.4       43.8       12.1       16.2       17.2       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   749,240:   117,799    108,699    112,969     10,177     74,628     75,519    207,814    194,695     23,536     55,923     55,393:   94,701    41,911
Old  :   749,240:   117,799    108,699    112,969     10,177     74,628     75,519    207,814    194,695     23,536     55,923     55,393:   94,701    41,911
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 7, 2009                                                                     :
     :    10,098:     1,652      4,043     -8,329     -1,604     -2,313      2,955      2,199      9,655     -2,402      2,555     -1,495:   10,375    -2,942
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       14.5       15.1        1.4       10.0       10.1       27.7       26.0        3.1        7.5        7.4:     12.6       5.6
Old  :     100.0:      15.7       14.5       15.1        1.4       10.0       10.1       27.7       26.0        3.1        7.5        7.4:     12.6       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       286:        58         42         21          8         24         53         58         69         35         41         47:
Old  :       286:        58         42         21          8         24         53         58         69         35         41         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       34.2       35.2       45.6       12.7       19.0       17.3       25.1
Old  :                 24.4       34.2       35.2       45.6       12.7       19.0       17.3       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, July 7, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   739,142:   116,147    104,656    121,298     11,781     76,941     72,564    205,615    185,040     25,938     53,368     56,888:   84,326    44,853
Old  :   739,142:   116,147    104,656    121,298     11,781     76,941     72,564    205,615    185,040     25,938     53,368     56,888:   84,326    44,853
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 30, 2009                                                                    :
     :    26,338:     5,513      6,509      9,047       -313          7      3,664      9,258     16,464        499      2,117     -9,012:      156     1,308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       14.2       16.4        1.6       10.4        9.8       27.8       25.0        3.5        7.2        7.7:     11.4       6.1
Old  :     100.0:      15.7       14.2       16.4        1.6       10.4        9.8       27.8       25.0        3.5        7.2        7.7:     11.4       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       283:        57         41         20          8         25         50         58         67         34         39         47:
Old  :       283:        57         41         20          8         25         50         58         67         34         39         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       33.8       36.0       44.4       12.4       19.1       18.2       25.4
Old  :                 23.5       33.8       36.0       44.4       12.4       19.1       18.2       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   712,804:   110,634     98,147    112,251     12,094     76,934     68,900    196,357    168,576     25,439     51,251     65,900:   84,170    43,545
Old  :   712,804:   110,634     98,147    112,251     12,094     76,934     68,900    196,357    168,576     25,439     51,251     65,900:   84,170    43,545
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2009                                                                    :
     :    13,509:       217     -3,670      2,413      1,824      1,659     13,867     22,785     -2,391      5,252     -4,205     -5,877:   -1,631     3,384
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       13.8       15.7        1.7       10.8        9.7       27.5       23.6        3.6        7.2        9.2:     11.8       6.1
Old  :     100.0:      15.5       13.8       15.7        1.7       10.8        9.7       27.5       23.6        3.6        7.2        9.2:     11.8       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       269:        56         39         20          9         24         48         49         59         38         32         46:
Old  :       269:        56         39         20          9         24         48         49         59         38         32         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       35.4       34.0       45.7       11.2       21.4       16.5       26.4
Old  :                 22.7       35.4       34.0       45.7       11.2       21.4       16.5       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   699,295:   110,417    101,817    109,838     10,270     75,275     55,033    173,572    170,967     20,187     55,456     71,777:   85,801    40,161
Old  :   699,295:   110,417    101,817    109,838     10,270     75,275     55,033    173,572    170,967     20,187     55,456     71,777:   85,801    40,161
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 16, 2009                                                                    :
     :   -21,133:    -2,163     -2,093      3,388        102       -578    -10,168     -2,769     -8,597      5,031     -1,923       -672:   -7,374    -4,603
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       14.6       15.7        1.5       10.8        7.9       24.8       24.4        2.9        7.9       10.3:     12.3       5.7
Old  :     100.0:      15.8       14.6       15.7        1.5       10.8        7.9       24.8       24.4        2.9        7.9       10.3:     12.3       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       259:        55         42         23          5         24         46         48         61         31         35         45:
Old  :       259:        55         42         23          5         24         46         48         61         31         35         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       34.8       33.7       44.4        9.5       19.1       14.1       24.2
Old  :                 23.7       34.8       33.7       44.4        9.5       19.1       14.1       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   720,428:   112,580    103,910    106,450     10,168     75,853     65,201    176,341    179,564     15,156     57,379     72,449:   93,175    44,764
Old  :   720,428:   112,580    103,910    106,450     10,168     75,853     65,201    176,341    179,564     15,156     57,379     72,449:   93,175    44,764
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2009                                                                     :
     :     7,118:     4,559      7,883     14,243       -176       -948    -12,459    -18,803      8,013    -10,753      9,301      2,591:    1,872      -743
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       14.4       14.8        1.4       10.5        9.1       24.5       24.9        2.1        8.0       10.1:     12.9       6.2
Old  :     100.0:      15.6       14.4       14.8        1.4       10.5        9.1       24.5       24.9        2.1        8.0       10.1:     12.9       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       261:        55         42         23          5         23         50         45         61         27         39         43:
Old  :       261:        55         42         23          5         23         50         45         61         27         39         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       36.7       32.0       45.9        8.9       20.5       14.0       24.8
Old  :                 23.0       36.7       32.0       45.9        8.9       20.5       14.0       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   713,310:   108,021     96,027     92,207     10,344     76,801     77,660    195,144    171,551     25,909     48,078     69,858:   91,303    45,507
Old  :   713,310:   108,021     96,027     92,207     10,344     76,801     77,660    195,144    171,551     25,909     48,078     69,858:   91,303    45,507
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 2, 2009                                                                     :
     :    30,495:    -1,411      4,370      4,425       -259     -1,360      5,756     17,569     -6,772     12,652      1,733        814:   16,391    14,400
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1       13.5       12.9        1.5       10.8       10.9       27.4       24.0        3.6        6.7        9.8:     12.8       6.4
Old  :     100.0:      15.1       13.5       12.9        1.5       10.8       10.9       27.4       24.0        3.6        6.7        9.8:     12.8       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       259:        57         44         22          6         23         44         47         59         30         33         47:
Old  :       259:        57         44         22          6         23         44         47         59         30         33         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       34.7       31.8       44.5        9.6       20.6       14.1       25.4
Old  :                 22.2       34.7       31.8       44.5        9.6       20.6       14.1       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   682,815:   109,432     91,657     87,782     10,603     78,161     71,904    177,575    178,323     13,257     46,345     69,044:   74,912    31,107
Old  :   682,815:   109,432     91,657     87,782     10,603     78,161     71,904    177,575    178,323     13,257     46,345     69,044:   74,912    31,107
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2009                                                                     :
     :       719:     1,235       -356      8,313       -899        124      1,959      3,790        973     -2,335      3,030      6,520:  -16,070   -12,463
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       13.4       12.9        1.6       11.4       10.5       26.0       26.1        1.9        6.8       10.1:     11.0       4.6
Old  :     100.0:      16.0       13.4       12.9        1.6       11.4       10.5       26.0       26.1        1.9        6.8       10.1:     11.0       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       246:        55         41         22          5         23         41         49         57         26         29         43:
Old  :       246:        55         41         22          5         23         41         49         57         26         29         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       37.2       34.3       47.1        8.7       19.7       13.4       24.3
Old  :                 24.6       37.2       34.3       47.1        8.7       19.7       13.4       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 26, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   682,096:   108,197     92,013     79,469     11,502     78,037     69,945    173,785    177,350     15,592     43,315     62,524:   90,982    43,570
Old  :   682,096:   108,197     92,013     79,469     11,502     78,037     69,945    173,785    177,350     15,592     43,315     62,524:   90,982    43,570
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 19, 2009                                                                     :
     :     1,573:    -6,773     -4,350     -3,966        881     -2,109      4,055      6,439      2,266      1,518     -4,513     -3,339:    9,921     6,298
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       13.5       11.7        1.7       11.4       10.3       25.5       26.0        2.3        6.4        9.2:     13.3       6.4
Old  :     100.0:      15.9       13.5       11.7        1.7       11.4       10.3       25.5       26.0        2.3        6.4        9.2:     13.3       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:        53         39         22          5         24         39         43         57         21         30         44:
Old  :       228:        53         39         22          5         24         39         43         57         21         30         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       35.6       33.8       45.7        8.3       18.6       12.9       23.5
Old  :                 23.9       35.6       33.8       45.7        8.3       18.6       12.9       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 19, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   680,523:   114,970     96,363     83,435     10,621     80,146     65,890    167,346    175,084     14,074     47,828     65,863:   81,061    37,272
Old  :   680,523:   114,970     96,363     83,435     10,621     80,146     65,890    167,346    175,084     14,074     47,828     65,863:   81,061    37,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 12, 2009                                                                     :
     :    -5,590:     7,553     10,439      5,942        160     -2,773    -17,537         48     -3,378      9,432     -4,680     -1,744:   -3,085    -3,662
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.9       14.2       12.3        1.6       11.8        9.7       24.6       25.7        2.1        7.0        9.7:     11.9       5.5
Old  :     100.0:      16.9       14.2       12.3        1.6       11.8        9.7       24.6       25.7        2.1        7.0        9.7:     11.9       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       243:        56         39         20          5         21         45         44         58         21         36         48:
Old  :       243:        56         39         20          5         21         45         44         58         21         36         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       37.8       34.8       48.0        9.1       21.1       13.3       25.1
Old  :                 23.8       37.8       34.8       48.0        9.1       21.1       13.3       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   686,113:   107,417     85,924     77,493     10,461     82,919     83,427    167,298    178,462      4,642     52,508     67,607:   84,146    40,934
Old  :   686,113:   107,417     85,924     77,493     10,461     82,919     83,427    167,298    178,462      4,642     52,508     67,607:   84,146    40,934
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2009                                                                      :
     :    28,349:     2,382      5,736        320        526       -646     13,139     -1,763      9,065     -2,584     13,205      2,252:    4,421       -26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       12.5       11.3        1.5       12.1       12.2       24.4       26.0        0.7        7.7        9.9:     12.3       6.0
Old  :     100.0:      15.7       12.5       11.3        1.5       12.1       12.2       24.4       26.0        0.7        7.7        9.9:     12.3       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       238:        52         37         21          5         21         45         45         57         14         41         48:
Old  :       238:        52         37         21          5         21         45         45         57         14         41         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       37.9       34.5       47.7        9.3       20.1       14.1       24.2
Old  :                 24.0       37.9       34.5       47.7        9.3       20.1       14.1       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   657,764:   105,035     80,188     77,173      9,935     83,565     70,288    169,061    169,397      7,226     39,303     65,355:   79,725    40,960
Old  :   657,764:   105,035     80,188     77,173      9,935     83,565     70,288    169,061    169,397      7,226     39,303     65,355:   79,725    40,960
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2009                                                                   :
     :    12,668:       974      2,452      2,411     -1,852      1,069      3,724      5,415        794      1,911      2,091       -479:    2,264     3,178
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       12.2       11.7        1.5       12.7       10.7       25.7       25.8        1.1        6.0        9.9:     12.1       6.2
Old  :     100.0:      16.0       12.2       11.7        1.5       12.7       10.7       25.7       25.8        1.1        6.0        9.9:     12.1       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       241:        52         35         21          8         25         40         50         51         23         31         45:
Old  :       241:        52         35         21          8         25         40         50         51         23         31         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       35.2       35.0       45.0        9.5       18.3       14.1       22.6
Old  :                 24.3       35.2       35.0       45.0        9.5       18.3       14.1       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   645,096:   104,061     77,736     74,762     11,787     82,496     66,564    163,646    168,603      5,315     37,212     65,834:   77,461    37,782
Old  :   645,096:   104,061     77,736     74,762     11,787     82,496     66,564    163,646    168,603      5,315     37,212     65,834:   77,461    37,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2009                                                                   :
     :   -14,404:       926     -1,488      1,044        226     -5,390        379      1,556     -4,274       -777       -962     -2,446:   -3,866    -1,626
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       12.1       11.6        1.8       12.8       10.3       25.4       26.1        0.8        5.8       10.2:     12.0       5.9
Old  :     100.0:      16.1       12.1       11.6        1.8       12.8       10.3       25.4       26.1        0.8        5.8       10.2:     12.0       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       232:        54         39         20         10         25         39         45         47         18         33         44:
Old  :       232:        54         39         20         10         25         39         45         47         18         33         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       33.9       34.4       44.4        9.3       18.1       14.0       22.7
Old  :                 23.6       33.9       34.4       44.4        9.3       18.1       14.0       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   659,500:   103,135     79,224     73,718     11,561     87,886     66,185    162,090    172,877      6,092     38,174     68,280:   81,327    39,408
Old  :   659,500:   103,135     79,224     73,718     11,561     87,886     66,185    162,090    172,877      6,092     38,174     68,280:   81,327    39,408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 14, 2009                                                                   :
     :    -3,948:     8,512      5,585      1,919       -168    -10,296     -4,390     -3,230       -115        894      1,112      1,372:   -1,844     1,792
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       12.0       11.2        1.8       13.3       10.0       24.6       26.2        0.9        5.8       10.4:     12.3       6.0
Old  :     100.0:      15.6       12.0       11.2        1.8       13.3       10.0       24.6       26.2        0.9        5.8       10.4:     12.3       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       233:        56         42         20         10         24         38         46         50         17         35         40:
Old  :       233:        56         42         20         10         24         38         46         50         17         35         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       32.8       34.5       43.0        9.3       17.2       13.5       21.4
Old  :                 23.9       32.8       34.5       43.0        9.3       17.2       13.5       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 14, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   663,448:    94,623     73,639     71,799     11,729     98,182     70,575    165,320    172,992      5,198     37,062     66,908:   83,171    37,616
Old  :   663,448:    94,623     73,639     71,799     11,729     98,182     70,575    165,320    172,992      5,198     37,062     66,908:   83,171    37,616
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 7, 2009                                                                    :
     :    31,306:    -3,633        398      2,890       -542      8,941      2,720     -3,098     18,564     -2,554      3,668      5,581:   -1,203    -2,206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       11.1       10.8        1.8       14.8       10.6       24.9       26.1        0.8        5.6       10.1:     12.5       5.7
Old  :     100.0:      14.3       11.1       10.8        1.8       14.8       10.6       24.9       26.1        0.8        5.6       10.1:     12.5       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:        55         41         20          9         25         39         40         46         18         34         46:
Old  :       228:        55         41         20          9         25         39         40         46         18         34         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       34.1       34.6       44.6        9.8       18.2       13.9       22.3
Old  :                 24.1       34.1       34.6       44.6        9.8       18.2       13.9       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 7, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   632,142:    98,256     73,241     68,909     12,271     89,241     67,855    168,418    154,428      7,752     33,394     61,327:   84,374    39,822
Old  :   632,142:    98,256     73,241     68,909     12,271     89,241     67,855    168,418    154,428      7,752     33,394     61,327:   84,374    39,822
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 31, 2009                                                                   :
     :     7,745:     4,802      1,135     -2,771        604        524      2,408     10,693     -2,221      2,758     -1,780     -2,920:    5,165     1,710
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       11.6       10.9        1.9       14.1       10.7       26.6       24.4        1.2        5.3        9.7:     13.3       6.3
Old  :     100.0:      15.5       11.6       10.9        1.9       14.1       10.7       26.6       24.4        1.2        5.3        9.7:     13.3       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:        53         36         19         10         23         32         45         44         17         29         34:
Old  :       215:        53         36         19         10         23         32         45         44         17         29         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       34.6       34.1       45.5       10.4       19.4       14.9       23.4
Old  :                 23.0       34.6       34.1       45.5       10.4       19.4       14.9       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   624,397:    93,454     72,106     71,680     11,667     88,717     65,447    157,725    156,649      4,994     35,174     64,247:   79,209    38,112
Old  :   624,397:    93,454     72,106     71,680     11,667     88,717     65,447    157,725    156,649      4,994     35,174     64,247:   79,209    38,112
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 24, 2009                                                                   :
     :   -11,786:    -3,224     -5,621      4,403     -3,417       -387     -5,408     17,587     -9,358      2,252    -19,303      2,824:   -2,888     5,889
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       11.5       11.5        1.9       14.2       10.5       25.3       25.1        0.8        5.6       10.3:     12.7       6.1
Old  :     100.0:      15.0       11.5       11.5        1.9       14.2       10.5       25.3       25.1        0.8        5.6       10.3:     12.7       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       214:        51         35         20          8         23         40         39         46         17         28         38:
Old  :       214:        51         35         20          8         23         40         39         46         17         28         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       36.0       34.1       46.9       10.4       19.8       14.9       23.6
Old  :                 23.7       36.0       34.1       46.9       10.4       19.8       14.9       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   636,183:    96,678     77,727     67,277     15,084     89,104     70,855    140,138    166,007      2,742     54,477     61,423:   82,097    32,223
Old  :   636,183:    96,678     77,727     67,277     15,084     89,104     70,855    140,138    166,007      2,742     54,477     61,423:   82,097    32,223
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 17, 2009                                                                   :
     :   -26,349:    -3,998      3,667      1,168       -794     -1,848      9,463     -5,846    -30,369     -8,741     12,399      3,274:    4,702    -6,832
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       12.2       10.6        2.4       14.0       11.1       22.0       26.1        0.4        8.6        9.7:     12.9       5.1
Old  :     100.0:      15.2       12.2       10.6        2.4       14.0       11.1       22.0       26.1        0.4        8.6        9.7:     12.9       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       224:        55         41         19          7         24         45         34         48         16         35         46:
Old  :       224:        55         41         19          7         24         45         34         48         16         35         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       36.6       32.9       47.6        9.6       19.7       13.9       23.9
Old  :                 23.4       36.6       32.9       47.6        9.6       19.7       13.9       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   662,532:   100,676     74,060     66,109     15,878     90,952     61,392    145,984    196,376     11,483     42,078     58,149:   77,395    39,055
Old  :   662,532:   100,676     74,060     66,109     15,878     90,952     61,392    145,984    196,376     11,483     42,078     58,149:   77,395    39,055
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 10, 2009                                                                   :
     :    -7,859:       509      1,332       -711       -281      3,218     -2,001      2,320     -3,441        634     -2,564     -7,321:    1,254    -1,122
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       11.2       10.0        2.4       13.7        9.3       22.0       29.6        1.7        6.4        8.8:     11.7       5.9
Old  :     100.0:      15.2       11.2       10.0        2.4       13.7        9.3       22.0       29.6        1.7        6.4        8.8:     11.7       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       219:        56         41         19          8         24         32         40         43         18         36         42:
Old  :       219:        56         41         19          8         24         32         40         43         18         36         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       36.1       35.7       46.5        8.9       16.1       13.4       20.3
Old  :                 26.8       36.1       35.7       46.5        8.9       16.1       13.4       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 10, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   670,391:   100,167     72,728     66,820     16,159     87,734     63,393    143,664    199,817     10,849     44,642     65,470:   76,141    40,177
Old  :   670,391:   100,167     72,728     66,820     16,159     87,734     63,393    143,664    199,817     10,849     44,642     65,470:   76,141    40,177
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 3, 2009                                                                    :
     :    -6,799:    -1,416     -6,374    -10,924      5,130      1,252      7,196      6,790     -8,854        875    -12,389      7,049:   -1,977       597
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.9       10.8       10.0        2.4       13.1        9.5       21.4       29.8        1.6        6.7        9.8:     11.4       6.0
Old  :     100.0:      14.9       10.8       10.0        2.4       13.1        9.5       21.4       29.8        1.6        6.7        9.8:     11.4       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:        53         39         18          9         26         32         45         42         20         33         42:
Old  :       218:        53         39         18          9         26         32         45         42         20         33         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       34.4       35.6       44.6        8.7       14.8       13.0       18.8
Old  :                 26.7       34.4       35.6       44.6        8.7       14.8       13.0       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 3, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   677,190:   101,583     79,102     77,744     11,029     86,482     56,197    136,874    208,671      9,974     57,031     58,421:   78,118    39,580
Old  :   677,190:   101,583     79,102     77,744     11,029     86,482     56,197    136,874    208,671      9,974     57,031     58,421:   78,118    39,580
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 24, 2009                                                                :
     :   -11,511:    -4,140      2,181      1,009      2,453       -483     -3,455    -27,657      1,946        -97      2,935     -5,403:     -888    12,517
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       11.7       11.5        1.6       12.8        8.3       20.2       30.8        1.5        8.4        8.6:     11.5       5.8
Old  :     100.0:      15.0       11.7       11.5        1.6       12.8        8.3       20.2       30.8        1.5        8.4        8.6:     11.5       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       209:        51         37         19          8         26         29         45         43         13         35         41:
Old  :       209:        51         37         19          8         26         29         45         43         13         35         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       37.0       38.0       47.4        8.7       15.1       13.7       19.1
Old  :                 28.0       37.0       38.0       47.4        8.7       15.1       13.7       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 24, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   688,701:   105,723     76,921     76,735      8,576     86,965     59,652    164,531    206,725     10,071     54,096     63,824:   79,006    27,063
Old  :   688,701:   105,723     76,921     76,735      8,576     86,965     59,652    164,531    206,725     10,071     54,096     63,824:   79,006    27,063
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 17, 2009                                                                :
     :   -43,646:   -13,487    -10,301     -4,358     -2,693     -9,969        447     -3,020    -10,069       -602     11,245     -5,426:     -182   -13,413
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4       11.2       11.1        1.2       12.6        8.7       23.9       30.0        1.5        7.9        9.3:     11.5       3.9
Old  :     100.0:      15.4       11.2       11.1        1.2       12.6        8.7       23.9       30.0        1.5        7.9        9.3:     11.5       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        53         37         18          7         22         29         43         42         12         35         40:
Old  :       206:        53         37         18          7         22         29         43         42         12         35         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       38.7       37.0       48.5        8.6       18.2       13.2       22.0
Old  :                 26.0       38.7       37.0       48.5        8.6       18.2       13.2       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 17, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   732,347:   119,210     87,222     81,093     11,269     96,934     59,205    167,551    216,794     10,673     42,851     69,250:   79,188    40,476
Old  :   732,347:   119,210     87,222     81,093     11,269     96,934     59,205    167,551    216,794     10,673     42,851     69,250:   79,188    40,476
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 10, 2009                                                                :
     :    24,742:     4,637      9,154      2,066        -17      4,575      1,868     -8,047      8,178     -2,058      5,699      4,765:      711       435
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       11.9       11.1        1.5       13.2        8.1       22.9       29.6        1.5        5.9        9.5:     10.8       5.5
Old  :     100.0:      16.3       11.9       11.1        1.5       13.2        8.1       22.9       29.6        1.5        5.9        9.5:     10.8       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       213:        52         39         17          7         23         26         50         43         17         34         45:
Old  :       213:        52         39         17          7         23         26         50         43         17         34         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       36.0       37.4       45.9        8.2       15.4       12.7       19.3
Old  :                 26.0       36.0       37.4       45.9        8.2       15.4       12.7       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 10, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   707,605:   114,573     78,068     79,027     11,286     92,359     57,337    175,598    208,616     12,731     37,152     64,485:   78,477    40,041
Old  :   707,605:   114,573     78,068     79,027     11,286     92,359     57,337    175,598    208,616     12,731     37,152     64,485:   78,477    40,041
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 3, 2009                                                                 :
     :    15,533:     1,385      6,166       -228      1,232     -1,893        -24    -13,946     13,870     -4,879      6,946      6,138:    1,164    -2,980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       11.0       11.2        1.6       13.1        8.1       24.8       29.5        1.8        5.3        9.1:     11.1       5.7
Old  :     100.0:      16.2       11.0       11.2        1.6       13.1        8.1       24.8       29.5        1.8        5.3        9.1:     11.1       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       219:        53         39         17          7         21         30         51         45         18         34         44:
Old  :       219:        53         39         17          7         21         30         51         45         18         34         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       37.0       36.2       46.7        8.4       16.9       12.8       21.4
Old  :                 25.7       37.0       36.2       46.7        8.4       16.9       12.8       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   692,072:   113,188     71,902     79,255     10,054     94,252     57,361    189,544    194,746     17,610     30,206     58,347:   77,313    43,021
Old  :   692,072:   113,188     71,902     79,255     10,054     94,252     57,361    189,544    194,746     17,610     30,206     58,347:   77,313    43,021
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2009                                                                 :
     :    12,848:      -424     -3,285       -988       -494       -263         29        558     10,831      2,757      1,534      3,217:   -2,311       750
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       10.4       11.5        1.5       13.6        8.3       27.4       28.1        2.5        4.4        8.4:     11.2       6.2
Old  :     100.0:      16.4       10.4       11.5        1.5       13.6        8.3       27.4       28.1        2.5        4.4        8.4:     11.2       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        52         38         18          7         23         28         51         45         20         24         38:
Old  :       210:        52         38         18          7         23         28         51         45         20         24         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       37.6       35.5       47.6        8.8       19.5       13.3       24.0
Old  :                 24.7       37.6       35.5       47.6        8.8       19.5       13.3       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   679,224:   113,612     75,187     80,243     10,548     94,515     57,332    188,986    183,915     14,853     28,672     55,130:   79,624    42,271
Old  :   679,224:   113,612     75,187     80,243     10,548     94,515     57,332    188,986    183,915     14,853     28,672     55,130:   79,624    42,271
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 20, 2009                                                                 :
     :   -25,700:    -9,102     -6,272        101        722     -2,441      4,750     -7,827    -10,966     -6,553      5,676     -6,252:    4,763     1,660
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.7       11.1       11.8        1.6       13.9        8.4       27.8       27.1        2.2        4.2        8.1:     11.7       6.2
Old  :     100.0:      16.7       11.1       11.8        1.6       13.9        8.4       27.8       27.1        2.2        4.2        8.1:     11.7       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       197:        51         34         17          7         22         31         42         40         16         24         37:
Old  :       197:        51         34         17          7         22         31         42         40         16         24         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       38.3       35.8       48.7        9.0       21.1       13.6       25.3
Old  :                 24.6       38.3       35.8       48.7        9.0       21.1       13.6       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   704,924:   122,714     81,459     80,142      9,826     96,956     52,582    196,813    194,881     21,406     22,996     61,382:   74,861    40,611
Old  :   704,924:   122,714     81,459     80,142      9,826     96,956     52,582    196,813    194,881     21,406     22,996     61,382:   74,861    40,611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 13, 2009                                                                 :
     :    -1,049:     7,962      7,617      5,876       -158    -11,365      2,406     -2,953      3,810     -7,070      2,207     -1,297:   -1,371     1,090
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.4       11.6       11.4        1.4       13.8        7.5       27.9       27.6        3.0        3.3        8.7:     10.6       5.8
Old  :     100.0:      17.4       11.6       11.4        1.4       13.8        7.5       27.9       27.6        3.0        3.3        8.7:     10.6       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        54         37         18          7         22         31         43         45         21         25         36:
Old  :       207:        54         37         18          7         22         31         43         45         21         25         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       40.2       36.4       50.9        8.5       21.9       12.9       25.8
Old  :                 25.6       40.2       36.4       50.9        8.5       21.9       12.9       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   705,973:   114,752     73,842     74,266      9,984    108,321     50,176    199,766    191,071     28,476     20,789     62,679:   76,232    39,521
Old  :   705,973:   114,752     73,842     74,266      9,984    108,321     50,176    199,766    191,071     28,476     20,789     62,679:   76,232    39,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 6, 2009                                                                  :
     :    19,376:     7,456        571     -9,829        724      6,935       -799      2,028      9,664      1,749     -6,476      1,407:    2,793     4,523
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       10.5       10.5        1.4       15.3        7.1       28.3       27.1        4.0        2.9        8.9:     10.8       5.6
Old  :     100.0:      16.3       10.5       10.5        1.4       15.3        7.1       28.3       27.1        4.0        2.9        8.9:     10.8       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       204:        50         32         17          7         21         32         43         45         25         19         38:
Old  :       204:        50         32         17          7         21         32         43         45         25         19         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       41.3       36.5       52.1        8.5       22.3       13.0       26.5
Old  :                 25.6       41.3       36.5       52.1        8.5       22.3       13.0       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 6, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   686,597:   107,296     73,271     84,095      9,260    101,386     50,975    197,738    181,407     26,727     27,265     61,272:   73,439    34,998
Old  :   686,597:   107,296     73,271     84,095      9,260    101,386     50,975    197,738    181,407     26,727     27,265     61,272:   73,439    34,998
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 30, 2008                                                                :
     :    14,867:     4,525      6,914      2,845        258      1,110      5,278      8,313     -2,487         97       -451       -168:    3,667     1,378
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       10.7       12.2        1.3       14.8        7.4       28.8       26.4        3.9        4.0        8.9:     10.7       5.1
Old  :     100.0:      15.6       10.7       12.2        1.3       14.8        7.4       28.8       26.4        3.9        4.0        8.9:     10.7       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       201:        49         34         17          8         23         33         39         43         21         23         36:
Old  :       201:        49         34         17          8         23         33         39         43         21         23         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       43.0       36.8       53.7        9.2       23.9       14.8       27.6
Old  :                 25.3       43.0       36.8       53.7        9.2       23.9       14.8       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 30, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   671,730:   102,771     66,357     81,250      9,002    100,276     45,697    189,425    183,894     26,630     27,716     61,440:   69,772    33,620
Old  :   671,730:   102,771     66,357     81,250      9,002    100,276     45,697    189,425    183,894     26,630     27,716     61,440:   69,772    33,620
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2008                                                                :
     :   -17,121:    -3,107     -1,037     -9,834       -701      1,506     -3,548    -22,798     -3,504     -3,389      6,062     -3,960:    8,715     7,311
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3        9.9       12.1        1.3       14.9        6.8       28.2       27.4        4.0        4.1        9.1:     10.4       5.0
Old  :     100.0:      15.3        9.9       12.1        1.3       14.9        6.8       28.2       27.4        4.0        4.1        9.1:     10.4       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       189:        47         33         18          8         24         24         35         40         21         24         37:
Old  :       189:        47         33         18          8         24         24         35         40         21         24         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       43.3       36.7       53.6        9.4       23.3       15.0       26.9
Old  :                 25.7       43.3       36.7       53.6        9.4       23.3       15.0       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   688,851:   105,878     67,394     91,084      9,703     98,770     49,245    212,223    187,398     30,019     21,654     65,400:   61,057    26,309
Old  :   688,851:   105,878     67,394     91,084      9,703     98,770     49,245    212,223    187,398     30,019     21,654     65,400:   61,057    26,309
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 16, 2008                                                                :
     :   -23,442:       635     -1,983     -4,861        929     -1,461        352     -6,029       -344     -1,026     -2,866     -2,700:  -14,037    -8,988
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4        9.8       13.2        1.4       14.3        7.1       30.8       27.2        4.4        3.1        9.5:      8.9       3.8
Old  :     100.0:      15.4        9.8       13.2        1.4       14.3        7.1       30.8       27.2        4.4        3.1        9.5:      8.9       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        49         32         17          7         23         29         38         43         27         28         42:
Old  :       206:        49         32         17          7         23         29         38         43         27         28         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       43.3       36.8       53.6       10.2       24.0       15.8       27.9
Old  :                 26.1       43.3       36.8       53.6       10.2       24.0       15.8       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 16, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   712,293:   105,243     69,377     95,945      8,774    100,231     48,893    218,252    187,742     31,045     24,520     68,100:   75,094    35,297
Old  :   712,293:   105,243     69,377     95,945      8,774    100,231     48,893    218,252    187,742     31,045     24,520     68,100:   75,094    35,297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 9, 2008                                                                 :
     :    -4,115:      -701     -1,989        973       -788      1,956     -1,113     -1,891     -6,860     -2,280      2,521      5,191:   -1,281    -2,255
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8        9.7       13.5        1.2       14.1        6.9       30.6       26.4        4.4        3.4        9.6:     10.5       5.0
Old  :     100.0:      14.8        9.7       13.5        1.2       14.1        6.9       30.6       26.4        4.4        3.4        9.6:     10.5       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        50         34         16          8         22         30         36         42         25         31         43:
Old  :       207:        50         34         16          8         22         30         36         42         25         31         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       43.1       36.2       53.0       10.3       24.2       15.9       28.1
Old  :                 25.4       43.1       36.2       53.0       10.3       24.2       15.9       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 9, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   716,408:   105,944     71,366     94,972      9,562     98,275     50,006    220,143    194,602     33,325     21,999     62,909:   76,375    37,552
Old  :   716,408:   105,944     71,366     94,972      9,562     98,275     50,006    220,143    194,602     33,325     21,999     62,909:   76,375    37,552
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 2, 2008                                                                 :
     :     2,132:     4,150        203      3,795        462     -1,902       -687      9,644     -4,796      3,323     -1,936     -3,236:    1,485     3,693
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       10.0       13.3        1.3       13.7        7.0       30.7       27.2        4.7        3.1        8.8:     10.7       5.2
Old  :     100.0:      14.8       10.0       13.3        1.3       13.7        7.0       30.7       27.2        4.7        3.1        8.8:     10.7       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        49         35         18          8         24         33         31         39         27         26         39:
Old  :       203:        49         35         18          8         24         33         31         39         27         26         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       43.2       36.8       53.7        9.9       24.8       15.4       28.4
Old  :                 24.9       43.2       36.8       53.7        9.9       24.8       15.4       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 2, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   714,276:   101,794     71,163     91,177      9,100    100,177     50,693    210,499    199,398     30,002     23,935     66,145:   74,890    33,859
Old  :   714,276:   101,794     71,163     91,177      9,100    100,177     50,693    210,499    199,398     30,002     23,935     66,145:   74,890    33,859
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 25, 2008                                                                :
     :    -4,240:    -1,581      7,196      3,595     -1,166     -5,573        876     -2,386     -3,806     -1,843      3,453        405:    3,687    -2,363
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       10.0       12.8        1.3       14.0        7.1       29.5       27.9        4.2        3.4        9.3:     10.5       4.7
Old  :     100.0:      14.3       10.0       12.8        1.3       14.0        7.1       29.5       27.9        4.2        3.4        9.3:     10.5       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       196:        47         33         18          6         22         30         34         37         26         24         37:
Old  :       196:        47         33         18          6         22         30         34         37         26         24         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       43.0       37.0       53.7        9.3       24.2       14.8       27.7
Old  :                 24.9       43.0       37.0       53.7        9.3       24.2       14.8       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 25, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   718,516:   103,375     63,967     87,582     10,266    105,750     49,817    212,885    203,204     31,845     20,482     65,740:   71,203    36,222
Old  :   718,516:   103,375     63,967     87,582     10,266    105,750     49,817    212,885    203,204     31,845     20,482     65,740:   71,203    36,222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 18, 2008                                                                :
     :   -23,538:    -8,671     -6,733     -8,839        316     -1,726     -2,241    -18,008      2,647       -964        168       -961:   -2,783       759
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.4        8.9       12.2        1.4       14.7        6.9       29.6       28.3        4.4        2.9        9.1:      9.9       5.0
Old  :     100.0:      14.4        8.9       12.2        1.4       14.7        6.9       29.6       28.3        4.4        2.9        9.1:      9.9       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       194:        45         31         19          7         24         30         35         38         27         21         35:
Old  :       194:        45         31         19          7         24         30         35         38         27         21         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       43.0       36.7       53.6        8.7       24.1       14.0       27.4
Old  :                 24.5       43.0       36.7       53.6        8.7       24.1       14.0       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 18, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   742,054:   112,046     70,700     96,421      9,950    107,476     52,058    230,893    200,557     32,809     20,314     66,701:   73,986    35,463
Old  :   742,054:   112,046     70,700     96,421      9,950    107,476     52,058    230,893    200,557     32,809     20,314     66,701:   73,986    35,463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 11, 2008                                                                :
     :    -9,225:    -1,392     -3,996      4,082      1,718     -2,269       -905      1,446     -5,247     -6,072     -2,434      2,592:      -14    -1,035
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1        9.5       13.0        1.3       14.5        7.0       31.1       27.0        4.4        2.7        9.0:     10.0       4.8
Old  :     100.0:      15.1        9.5       13.0        1.3       14.5        7.0       31.1       27.0        4.4        2.7        9.0:     10.0       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       204:        49         33         19          7         24         31         39         45         27         22         37:
Old  :       204:        49         33         19          7         24         31         39         45         27         22         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       43.2       36.2       53.6        9.4       25.5       14.7       28.5
Old  :                 23.6       43.2       36.2       53.6        9.4       25.5       14.7       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 11, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   751,279:   113,438     74,696     92,339      8,232    109,745     52,963    229,447    205,804     38,881     22,748     64,109:   74,000    36,498
Old  :   751,279:   113,438     74,696     92,339      8,232    109,745     52,963    229,447    205,804     38,881     22,748     64,109:   74,000    36,498
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 4, 2008                                                                 :
     :   -11,957:     2,360       -751     -1,507       -430     -4,594     -4,620      2,295     -6,655      2,482     -4,403     -2,224:    2,801     4,805
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1        9.9       12.3        1.1       14.6        7.0       30.5       27.4        5.2        3.0        8.5:      9.8       4.9
Old  :     100.0:      15.1        9.9       12.3        1.1       14.6        7.0       30.5       27.4        5.2        3.0        8.5:      9.8       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        48         35         19          5         23         29         37         42         31         23         37:
Old  :       203:        48         35         19          5         23         29         37         42         31         23         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       43.4       35.6       54.2        9.3       25.7       14.6       28.2
Old  :                 23.3       43.4       35.6       54.2        9.3       25.7       14.6       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 4, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   763,236:   111,078     75,447     93,846      8,662    114,339     57,583    227,152    212,459     36,399     27,151     66,333:   71,199    31,693
Old  :   763,236:   111,078     75,447     93,846      8,662    114,339     57,583    227,152    212,459     36,399     27,151     66,333:   71,199    31,693
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 28, 2008                                                                 :
     :   -22,256:    -5,294     -1,404     -3,733        382     -2,790      2,802    -18,070     -3,346    -10,071      5,064      1,012:     -836    -3,104
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.6        9.9       12.3        1.1       15.0        7.5       29.8       27.8        4.8        3.6        8.7:      9.3       4.2
Old  :     100.0:      14.6        9.9       12.3        1.1       15.0        7.5       29.8       27.8        4.8        3.6        8.7:      9.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       204:        49         37         18          7         24         34         37         45         27         22         36:
Old  :       204:        49         37         18          7         24         34         37         45         27         22         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       43.6       36.3       54.4        9.6       25.4       14.9       27.8
Old  :                 23.7       43.6       36.3       54.4        9.6       25.4       14.9       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 28, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   785,492:   116,372     76,851     97,579      8,280    117,129     54,781    245,222    215,805     46,470     22,087     65,321:   72,035    34,797
Old  :   785,492:   116,372     76,851     97,579      8,280    117,129     54,781    245,222    215,805     46,470     22,087     65,321:   72,035    34,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 21, 2008                                                                 :
     :   -88,544:    -4,250         24     -6,256     -2,573     -1,459    -86,092    -95,162     14,382       -729      2,267     -4,115:      -25    -1,908
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8        9.8       12.4        1.1       14.9        7.0       31.2       27.5        5.9        2.8        8.3:      9.2       4.4
Old  :     100.0:      14.8        9.8       12.4        1.1       14.9        7.0       31.2       27.5        5.9        2.8        8.3:      9.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       201:        47         34         21          6         24         29         38         46         28         20         37:
Old  :       201:        47         34         21          6         24         29         38         46         28         20         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       43.3       36.6       53.8       10.6       26.5       15.7       28.8
Old  :                 24.0       43.3       36.6       53.8       10.6       26.5       15.7       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 21, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   874,036:   120,622     76,827    103,835     10,853    118,588    140,873    340,384    201,423     47,199     19,820     69,436:   72,060    36,705
Old  :   874,036:   120,622     76,827    103,835     10,853    118,588    140,873    340,384    201,423     47,199     19,820     69,436:   72,060    36,705
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 14, 2008                                                                 :
     :   -15,240:    -2,991       -991        -21       -982      3,139     -7,576    -12,357     -6,998     -2,364      1,852        -80:    1,651     1,177
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.8        8.8       11.9        1.2       13.6       16.1       38.9       23.0        5.4        2.3        7.9:      8.2       4.2
Old  :     100.0:      13.8        8.8       11.9        1.2       13.6       16.1       38.9       23.0        5.4        2.3        7.9:      8.2       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       202:        49         34         22          6         25         33         33         45         29         20         35:
Old  :       202:        49         34         22          6         25         33         33         45         29         20         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       44.3       41.0       55.1       17.7       34.2       23.0       36.5
Old  :                 29.3       44.3       41.0       55.1       17.7       34.2       23.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 14, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   889,276:   123,613     77,818    103,856     11,835    115,449    148,449    352,741    208,421     49,563     17,968     69,516:   70,409    35,528
Old  :   889,276:   123,613     77,818    103,856     11,835    115,449    148,449    352,741    208,421     49,563     17,968     69,516:   70,409    35,528
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 7, 2008                                                                  :
     :    10,317:     8,347      7,944     -5,041       -509      1,278     -7,127    -17,951     11,399     -4,702      2,926      4,503:    1,660       727
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.9        8.8       11.7        1.3       13.0       16.7       39.7       23.4        5.6        2.0        7.8:      7.9       4.0
Old  :     100.0:      13.9        8.8       11.7        1.3       13.0       16.7       39.7       23.4        5.6        2.0        7.8:      7.9       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        51         37         22          6         25         34         30         43         29         20         37:
Old  :       203:        51         37         22          6         25         34         30         43         29         20         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       46.6       41.7       56.9       17.8       35.8       23.1       38.0
Old  :                 30.7       46.6       41.7       56.9       17.8       35.8       23.1       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 7, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   878,959:   115,266     69,874    108,897     12,344    114,171    155,576    370,692    197,022     54,265     15,042     65,013:   68,749    34,801
Old  :   878,959:   115,266     69,874    108,897     12,344    114,171    155,576    370,692    197,022     54,265     15,042     65,013:   68,749    34,801
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 30, 2008                                                               :
     :    -2,602:     4,832      1,907       -797        680       -487     -6,326     -9,034        625     -2,425     -1,430      3,490:   -1,514     1,647
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1        7.9       12.4        1.4       13.0       17.7       42.2       22.4        6.2        1.7        7.4:      7.8       4.0
Old  :     100.0:      13.1        7.9       12.4        1.4       13.0       17.7       42.2       22.4        6.2        1.7        7.4:      7.8       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       209:        50         35         23          7         27         34         36         49         29         20         38:
Old  :       209:        50         35         23          7         27         34         36         49         29         20         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       47.4       40.5       57.6       18.0       38.1       23.5       40.5
Old  :                 29.6       47.4       40.5       57.6       18.0       38.1       23.5       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 30, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   881,561:   110,434     67,967    109,694     11,664    114,658    161,902    379,726    196,397     56,690     16,472     61,523:   70,263    33,154
Old  :   881,561:   110,434     67,967    109,694     11,664    114,658    161,902    379,726    196,397     56,690     16,472     61,523:   70,263    33,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2008                                                               :
     :   -28,818:    -3,729     -6,314      6,015        342     -3,057      3,932      3,398    -16,292     -6,313       -952     -5,635:   -3,739      -308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5        7.7       12.4        1.3       13.0       18.4       43.1       22.3        6.4        1.9        7.0:      8.0       3.8
Old  :     100.0:      12.5        7.7       12.4        1.3       13.0       18.4       43.1       22.3        6.4        1.9        7.0:      8.0       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       208:        52         38         21          7         26         38         32         43         30         17         37:
Old  :       208:        52         38         21          7         26         38         32         43         30         17         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       49.2       40.6       59.5       17.9       39.3       23.5       41.5
Old  :                 29.3       49.2       40.6       59.5       17.9       39.3       23.5       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 23, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   910,379:   114,163     74,281    103,679     11,322    117,715    157,970    376,328    212,689     63,003     17,424     67,158:   74,002    33,462
Old  :   910,379:   114,163     74,281    103,679     11,322    117,715    157,970    376,328    212,689     63,003     17,424     67,158:   74,002    33,462
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 16, 2008                                                               :
     :   -18,383:     1,853      3,083      2,608       -478        862      4,148     12,600    -19,854      3,150     -3,574     -7,556:   -3,594    -3,466
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5        8.2       11.4        1.2       12.9       17.4       41.3       23.4        6.9        1.9        7.4:      8.1       3.7
Old  :     100.0:      12.5        8.2       11.4        1.2       12.9       17.4       41.3       23.4        6.9        1.9        7.4:      8.1       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       221:        53         38         21          7         26         44         32         44         36         15         41:
Old  :       221:        53         38         21          7         26         44         32         44         36         15         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       48.1       39.9       58.5       16.5       37.1       21.9       39.2
Old  :                 28.1       48.1       39.9       58.5       16.5       37.1       21.9       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 16, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   928,762:   112,310     71,198    101,071     11,800    116,853    153,822    363,728    232,543     59,853     20,998     74,714:   77,596    36,928
Old  :   928,762:   112,310     71,198    101,071     11,800    116,853    153,822    363,728    232,543     59,853     20,998     74,714:   77,596    36,928
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 9, 2008                                                                :
     :    -6,457:     4,388     -1,515     -9,417     -4,113     -4,405    -11,517     -1,411      2,425     11,999        111      1,742:   -1,672       709
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1        7.7       10.9        1.3       12.6       16.6       39.2       25.0        6.4        2.3        8.0:      8.4       4.0
Old  :     100.0:      12.1        7.7       10.9        1.3       12.6       16.6       39.2       25.0        6.4        2.3        8.0:      8.4       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       235:        50         36         21          8         26         46         37         44         41         22         48:
Old  :       235:        50         36         21          8         26         46         37         44         41         22         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       46.8       39.8       57.2       15.0       34.2       20.2       36.5
Old  :                 28.5       46.8       39.8       57.2       15.0       34.2       20.2       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 9, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   935,219:   107,922     72,713    110,488     15,913    121,258    165,339    365,139    230,118     47,854     20,887     72,972:   79,268    36,219
Old  :   935,219:   107,922     72,713    110,488     15,913    121,258    165,339    365,139    230,118     47,854     20,887     72,972:   79,268    36,219
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 2, 2008                                                                :
     :     4,656:     2,755     -3,804      1,380     -4,007     -4,863     -8,953      6,887      5,878      6,263      2,180      3,541:   -1,345    -1,156
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.5        7.8       11.8        1.7       13.0       17.7       39.0       24.6        5.1        2.2        7.8:      8.5       3.9
Old  :     100.0:      11.5        7.8       11.8        1.7       13.0       17.7       39.0       24.6        5.1        2.2        7.8:      8.5       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:        52         38         20         10         26         45         36         44         35         22         40:
Old  :       229:        52         38         20         10         26         45         36         44         35         22         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       46.2       40.1       57.6       15.2       34.3       21.2       36.5
Old  :                 28.1       46.2       40.1       57.6       15.2       34.3       21.2       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 2, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   930,563:   105,167     76,517    109,108     19,920    126,121    174,292    358,252    224,240     41,591     18,707     69,431:   80,613    37,375
Old  :   930,563:   105,167     76,517    109,108     19,920    126,121    174,292    358,252    224,240     41,591     18,707     69,431:   80,613    37,375
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 26, 2008                                                                  :
     :    20,050:    -1,617     -6,590     -1,867     -4,118      3,822     -1,505     20,861      1,588     13,768     -3,666        370:    5,491     7,783
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3        8.2       11.7        2.1       13.6       18.7       38.5       24.1        4.5        2.0        7.5:      8.7       4.0
Old  :     100.0:      11.3        8.2       11.7        2.1       13.6       18.7       38.5       24.1        4.5        2.0        7.5:      8.7       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       236:        53         38         21         10         27         46         38         47         41         18         41:
Old  :       236:        53         38         21         10         27         46         38         47         41         18         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       45.1       39.6       56.4       15.7       33.5       20.9       35.8
Old  :                 28.2       45.1       39.6       56.4       15.7       33.5       20.9       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   910,513:   106,784     83,107    110,975     24,038    122,299    175,797    337,391    222,652     27,823     22,373     69,061:   75,122    29,592
Old  :   910,513:   106,784     83,107    110,975     24,038    122,299    175,797    337,391    222,652     27,823     22,373     69,061:   75,122    29,592
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 19, 2008                                                                  :
     :     3,256:    -1,696     -4,720       -417     -2,506      3,117     -2,412      9,503      4,954      4,829      1,922     -4,491:     -628    -4,523
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7        9.1       12.2        2.6       13.4       19.3       37.1       24.5        3.1        2.5        7.6:      8.3       3.3
Old  :     100.0:      11.7        9.1       12.2        2.6       13.4       19.3       37.1       24.5        3.1        2.5        7.6:      8.3       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       234:        53         43         20         11         27         48         36         46         37         18         39:
Old  :       234:        53         43         20         11         27         48         36         46         37         18         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       44.7       40.9       56.5       16.8       32.4       21.3       35.2
Old  :                 29.1       44.7       40.9       56.5       16.8       32.4       21.3       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 19, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   907,257:   108,480     87,827    111,392     26,544    119,182    178,209    327,888    217,698     22,994     20,451     73,552:   75,750    34,115
Old  :   907,257:   108,480     87,827    111,392     26,544    119,182    178,209    327,888    217,698     22,994     20,451     73,552:   75,750    34,115
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 12, 2008                                                                  :
     :   -14,856:    -1,554     -6,690      1,736    -10,005      8,237     -7,998      1,246     -5,164     -7,300      1,363     -3,888:    1,075        45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.0        9.7       12.3        2.9       13.1       19.6       36.1       24.0        2.5        2.3        8.1:      8.3       3.8
Old  :     100.0:      12.0        9.7       12.3        2.9       13.1       19.6       36.1       24.0        2.5        2.3        8.1:      8.3       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       232:        53         39         20         10         27         52         31         47         33         22         44:
Old  :       232:        53         39         20         10         27         52         31         47         33         22         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       43.7       40.6       55.5       17.2       32.1       21.9       35.0
Old  :                 29.0       43.7       40.6       55.5       17.2       32.1       21.9       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 12, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   922,113:   110,034     94,517    109,656     36,549    110,945    186,207    326,642    222,862     30,294     19,088     77,440:   74,675    34,070
Old  :   922,113:   110,034     94,517    109,656     36,549    110,945    186,207    326,642    222,862     30,294     19,088     77,440:   74,675    34,070
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2008                                                                   :
     :   -16,574:     2,791     -3,287       -299     -1,107     -2,995     -8,320     10,142     -1,350      7,485     -6,781    -10,495:   -3,391      -701
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       10.3       11.9        4.0       12.0       20.2       35.4       24.2        3.3        2.1        8.4:      8.1       3.7
Old  :     100.0:      11.9       10.3       11.9        4.0       12.0       20.2       35.4       24.2        3.3        2.1        8.4:      8.1       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       222:        53         41         19         10         27         48         28         43         31         21         39:
Old  :       222:        53         41         19         10         27         48         28         43         31         21         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       44.0       40.5       55.4       17.0       32.3       21.9       35.6
Old  :                 28.7       44.0       40.5       55.4       17.0       32.3       21.9       35.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   938,687:   107,243     97,804    109,955     37,656    113,940    194,527    316,500    224,212     22,809     25,869     87,935:   78,066    34,771
Old  :   938,687:   107,243     97,804    109,955     37,656    113,940    194,527    316,500    224,212     22,809     25,869     87,935:   78,066    34,771
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 29, 2008                                                                    :
     :    -1,700:       849     -6,772      4,153      2,745     -1,335     13,535     17,326    -24,388     -2,592       -984      8,672:     -594     3,036
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       10.4       11.7        4.0       12.1       20.7       33.7       23.9        2.4        2.8        9.4:      8.3       3.7
Old  :     100.0:      11.4       10.4       11.7        4.0       12.1       20.7       33.7       23.9        2.4        2.8        9.4:      8.3       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:        52         40         19          9         25         58         30         46         31         21         40:
Old  :       229:        52         40         19          9         25         58         30         46         31         21         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       42.5       39.8       53.7       16.9       31.2       21.7       34.6
Old  :                 28.4       42.5       39.8       53.7       16.9       31.2       21.7       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   940,387:   106,394    104,576    105,802     34,911    115,275    180,992    299,174    248,600     25,401     26,853     79,263:   78,660    31,735
Old  :   940,387:   106,394    104,576    105,802     34,911    115,275    180,992    299,174    248,600     25,401     26,853     79,263:   78,660    31,735
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 22, 2008                                                                    :
     :   -28,437:     4,674     -7,513      1,109     -7,407     -1,335      4,621      6,711    -14,214    -12,795      4,509     -5,617:   -4,880    -3,571
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       11.1       11.3        3.7       12.3       19.2       31.8       26.4        2.7        2.9        8.4:      8.4       3.4
Old  :     100.0:      11.3       11.1       11.3        3.7       12.3       19.2       31.8       26.4        2.7        2.9        8.4:      8.4       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       213:        50         40         17          9         23         56         27         47         28         18         36:
Old  :       213:        50         40         17          9         23         56         27         47         28         18         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       42.0       40.8       53.7       15.6       29.8       20.2       33.0
Old  :                 28.5       42.0       40.8       53.7       15.6       29.8       20.2       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   968,824:   101,720    112,089    104,693     42,318    116,610    176,371    292,463    262,814     38,196     22,344     84,880:   83,540    35,306
Old  :   968,824:   101,720    112,089    104,693     42,318    116,610    176,371    292,463    262,814     38,196     22,344     84,880:   83,540    35,306
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2008                                                                    :
     :     4,656:   -33,457    -34,545     -4,299       -348     -2,306      5,464     -2,187     37,063     -8,040       -797      5,928:    4,303     1,848
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.5       11.6       10.8        4.4       12.0       18.2       30.2       27.1        3.9        2.3        8.8:      8.6       3.6
Old  :     100.0:      10.5       11.6       10.8        4.4       12.0       18.2       30.2       27.1        3.9        2.3        8.8:      8.6       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:        48         41         18         11         27         55         30         45         36         21         44:
Old  :       230:        48         41         18         11         27         55         30         45         36         21         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       41.2       38.3       53.1       13.4       27.0       17.7       30.4
Old  :                 26.7       41.2       38.3       53.1       13.4       27.0       17.7       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   964,168:   135,177    146,634    108,992     42,666    118,916    170,907    294,650    225,751     46,236     23,141     78,952:   79,237    33,458
Old  :   964,168:   135,177    146,634    108,992     42,666    118,916    170,907    294,650    225,751     46,236     23,141     78,952:   79,237    33,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 8, 2008                                                                     :
     :    -7,510:     3,288      2,160       -329        335       -652      6,174      5,140    -16,713     -4,359      2,477        839:    4,242    -1,096
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.0       15.2       11.3        4.4       12.3       17.7       30.6       23.4        4.8        2.4        8.2:      8.2       3.5
Old  :     100.0:      14.0       15.2       11.3        4.4       12.3       17.7       30.6       23.4        4.8        2.4        8.2:      8.2       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       234:        49         41         17         11         26         56         30         42         38         18         45:
Old  :       234:        49         41         17         11         26         56         30         42         38         18         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       41.8       39.6       53.9       14.0       27.3       18.3       31.0
Old  :                 26.9       41.8       39.6       53.9       14.0       27.3       18.3       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 8, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   971,678:   131,889    144,474    109,321     42,331    119,568    164,733    289,510    242,464     50,595     20,664     78,113:   74,995    34,554
Old  :   971,678:   131,889    144,474    109,321     42,331    119,568    164,733    289,510    242,464     50,595     20,664     78,113:   74,995    34,554
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 1, 2008                                                                     :
     :       -96:     4,002     -3,218     -1,220       -884       -797     -9,899      6,872     -3,963     19,829     -3,423      1,995:  -10,043     3,322
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.6       14.9       11.3        4.4       12.3       17.0       29.8       25.0        5.2        2.1        8.0:      7.7       3.6
Old  :     100.0:      13.6       14.9       11.3        4.4       12.3       17.0       29.8       25.0        5.2        2.1        8.0:      7.7       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       240:        51         44         19         11         27         61         29         43         39         19         44:
Old  :       240:        51         44         19         11         27         61         29         43         39         19         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       41.8       38.8       54.0       12.6       26.3       17.7       30.0
Old  :                 26.3       41.8       38.8       54.0       12.6       26.3       17.7       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 1, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   971,774:   127,887    147,692    110,541     43,215    120,365    174,632    282,638    246,427     30,766     24,087     76,118:   85,038    31,232
Old  :   971,774:   127,887    147,692    110,541     43,215    120,365    174,632    282,638    246,427     30,766     24,087     76,118:   85,038    31,232
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 24, 2008                                                                    :
     :        47:    -3,594     -2,291      9,910       -579     -5,106        100      9,223     -3,205     -8,318      1,585      1,663:    8,597    -1,243
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.2       15.2       11.4        4.4       12.4       18.0       29.1       25.4        3.2        2.5        7.8:      8.8       3.2
Old  :     100.0:      13.2       15.2       11.4        4.4       12.4       18.0       29.1       25.4        3.2        2.5        7.8:      8.8       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       238:        47         40         18         12         26         76         21         43         33         20         40:
Old  :       238:        47         40         18         12         26         76         21         43         33         20         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       42.6       38.7       55.3       11.7       26.3       17.8       30.3
Old  :                 26.0       42.6       38.7       55.3       11.7       26.3       17.8       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   971,727:   131,481    149,983    100,631     43,794    125,471    174,532    273,415    249,632     39,084     22,502     74,455:   76,441    32,475
Old  :   971,727:   131,481    149,983    100,631     43,794    125,471    174,532    273,415    249,632     39,084     22,502     74,455:   76,441    32,475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 17, 2008                                                                    :
     :    23,916:     1,050     -3,374      1,458       -245      1,831     15,579     21,393     -1,203      7,050      4,326      3,290:   -5,139    -2,102
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.5       15.4       10.4        4.5       12.9       18.0       28.1       25.7        4.0        2.3        7.7:      7.9       3.3
Old  :     100.0:      13.5       15.4       10.4        4.5       12.9       18.0       28.1       25.7        4.0        2.3        7.7:      7.9       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       235:        48         40         16         12         25         66         24         43         37         19         41:
Old  :       235:        48         40         16         12         25         66         24         43         37         19         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       41.7       39.4       54.4       12.5       25.2       17.7       29.0
Old  :                 26.8       41.7       39.4       54.4       12.5       25.2       17.7       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 17, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   947,811:   130,431    153,357     99,173     44,039    123,640    158,953    252,022    250,835     32,034     18,176     71,165:   81,580    34,577
Old  :   947,811:   130,431    153,357     99,173     44,039    123,640    158,953    252,022    250,835     32,034     18,176     71,165:   81,580    34,577
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 10, 2008                                                                    :
     :     6,433:    -2,590     -9,352      4,670       -476      2,784    -11,446      4,672      5,826      6,450         33     -4,718:    5,457     7,664
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.8       16.2       10.5        4.6       13.0       16.8       26.6       26.5        3.4        1.9        7.5:      8.6       3.6
Old  :     100.0:      13.8       16.2       10.5        4.6       13.0       16.8       26.6       26.5        3.4        1.9        7.5:      8.6       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       231:        52         43         13         13         23         66         22         41         31         20         40:
Old  :       231:        52         43         13         13         23         66         22         41         31         20         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       41.5       39.6       54.6       11.6       24.0       16.8       27.8
Old  :                 26.4       41.5       39.6       54.6       11.6       24.0       16.8       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 10, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   941,378:   133,021    162,709     94,503     44,515    120,856    170,399    247,350    245,009     25,584     18,143     75,883:   76,123    26,913
Old  :   941,378:   133,021    162,709     94,503     44,515    120,856    170,399    247,350    245,009     25,584     18,143     75,883:   76,123    26,913
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 3, 2008                                                                     :
     :    25,879:    19,504     29,922     -1,361     -7,259    -21,351     -2,387      5,470     17,949      4,035     -1,215      8,359:    1,131    -5,996
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       17.3       10.0        4.7       12.8       18.1       26.3       26.0        2.7        1.9        8.1:      8.1       2.9
Old  :     100.0:      14.1       17.3       10.0        4.7       12.8       18.1       26.3       26.0        2.7        1.9        8.1:      8.1       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       232:        53         47         12         13         24         67         23         41         28         23         38:
Old  :       232:        53         47         12         13         24         67         23         41         28         23         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       41.2       39.6       54.4       11.8       24.1       17.2       28.0
Old  :                 26.8       41.2       39.6       54.4       11.8       24.1       17.2       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   915,499:   113,517    132,787     95,864     51,774    142,207    172,786    241,880    227,060     21,549     19,358     67,524:   74,992    32,909
Old  :   915,499:   113,517    132,787     95,864     51,774    142,207    172,786    241,880    227,060     21,549     19,358     67,524:   74,992    32,909
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2008                                                                     :
     :    12,795:    -1,554     -4,303     -4,828     -2,679        785     11,117     12,139      4,257      2,320     -3,213      1,156:     -458     4,653
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4       14.5       10.5        5.7       15.5       18.9       26.4       24.8        2.4        2.1        7.4:      8.2       3.6
Old  :     100.0:      12.4       14.5       10.5        5.7       15.5       18.9       26.4       24.8        2.4        2.1        7.4:      8.2       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       231:        51         47         12         13         24         70         21         39         27         24         37:
Old  :       231:        51         47         12         13         24         70         21         39         27         24         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       40.8       40.0       54.2       12.4       24.5       17.9       28.2
Old  :                 26.8       40.8       40.0       54.2       12.4       24.5       17.9       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 27, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   902,704:   115,071    137,090    100,692     54,453    141,422    161,669    229,741    222,803     19,229     22,571     66,368:   75,450    28,256
Old  :   902,704:   115,071    137,090    100,692     54,453    141,422    161,669    229,741    222,803     19,229     22,571     66,368:   75,450    28,256
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 20, 2008                                                                     :
     :     9,857:    -3,314        607      7,342       -253     -6,502     27,688     22,407     -8,979     -2,631      4,868     -1,091:   -2,656    -1,200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       15.2       11.2        6.0       15.7       17.9       25.5       24.7        2.1        2.5        7.4:      8.4       3.1
Old  :     100.0:      12.7       15.2       11.2        6.0       15.7       17.9       25.5       24.7        2.1        2.5        7.4:      8.4       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       227:        50         44         14         14         26         68         19         41         24         23         37:
Old  :       227:        50         44         14         14         26         68         19         41         24         23         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       40.1       39.4       54.2       11.5       23.8       17.4       27.7
Old  :                 25.7       40.1       39.4       54.2       11.5       23.8       17.4       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   892,847:   118,385    136,483     93,350     54,706    147,924    133,981    207,334    231,782     21,860     17,703     67,459:   78,106    29,456
Old  :   892,847:   118,385    136,483     93,350     54,706    147,924    133,981    207,334    231,782     21,860     17,703     67,459:   78,106    29,456
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 13, 2008                                                                     :
     :    13,911:       792       -379       -627        849      4,358      7,649      6,432      1,925         73      3,808        238:     -497    -3,320
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       15.3       10.5        6.1       16.6       15.0       23.2       26.0        2.4        2.0        7.6:      8.7       3.3
Old  :     100.0:      13.3       15.3       10.5        6.1       16.6       15.0       23.2       26.0        2.4        2.0        7.6:      8.7       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       237:        52         47         14         14         27         70         24         39         27         22         36:
Old  :       237:        52         47         14         14         27         70         24         39         27         22         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       39.0       37.4       53.5        9.4       21.0       13.7       24.7
Old  :                 24.1       39.0       37.4       53.5        9.4       21.0       13.7       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   878,936:   117,593    136,862     93,977     53,857    143,566    126,332    200,902    229,857     21,787     13,895     67,221:   78,603    32,776
Old  :   878,936:   117,593    136,862     93,977     53,857    143,566    126,332    200,902    229,857     21,787     13,895     67,221:   78,603    32,776
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 6, 2008                                                                      :
     :    11,794:       303        186     -6,076      2,368      3,442      6,397      1,690      3,848      1,605       -110     -2,840:    5,115     3,210
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.4       15.6       10.7        6.1       16.3       14.4       22.9       26.2        2.5        1.6        7.6:      8.9       3.7
Old  :     100.0:      13.4       15.6       10.7        6.1       16.3       14.4       22.9       26.2        2.5        1.6        7.6:      8.9       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       222:        49         44         13         14         25         64         22         37         28         16         32:
Old  :       222:        49         44         13         14         25         64         22         37         28         16         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       38.4       38.3       53.3       10.5       21.0       14.8       24.7
Old  :                 24.2       38.4       38.3       53.3       10.5       21.0       14.8       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   867,142:   117,290    136,676    100,053     51,489    140,124    119,935    199,212    226,009     20,182     14,005     70,061:   73,488    29,566
Old  :   867,142:   117,290    136,676    100,053     51,489    140,124    119,935    199,212    226,009     20,182     14,005     70,061:   73,488    29,566
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 29, 2008                                                                   :
     :    -9,428:       427        447     -1,989     -2,361     -1,923      1,230      1,191     -7,165       -192       -535      1,765:   -1,581      -847
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.5       15.8       11.5        5.9       16.2       13.8       23.0       26.1        2.3        1.6        8.1:      8.5       3.4
Old  :     100.0:      13.5       15.8       11.5        5.9       16.2       13.8       23.0       26.1        2.3        1.6        8.1:      8.5       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:        48         42         13         14         25         67         25         35         30         17         34:
Old  :       228:        48         42         13         14         25         67         25         35         30         17         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       38.6       38.4       53.6       11.1       21.1       15.0       24.7
Old  :                 24.3       38.6       38.4       53.6       11.1       21.1       15.0       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 29, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   876,570:   116,863    136,229    102,042     53,850    142,047    118,705    198,021    233,174     20,374     14,540     68,296:   75,069    30,413
Old  :   876,570:   116,863    136,229    102,042     53,850    142,047    118,705    198,021    233,174     20,374     14,540     68,296:   75,069    30,413
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 22, 2008                                                                   :
     :   -13,808:    -2,868    -10,635        248     -5,884        168     -9,169      3,840      1,911     -2,163        628     -3,700:    1,765      -136
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       15.5       11.6        6.1       16.2       13.5       22.6       26.6        2.3        1.7        7.8:      8.6       3.5
Old  :     100.0:      13.3       15.5       11.6        6.1       16.2       13.5       22.6       26.6        2.3        1.7        7.8:      8.6       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       216:        45         38         12         15         24         59         25         33         31         17         32:
Old  :       216:        45         38         12         15         24         59         25         33         31         17         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       39.3       39.5       54.4       11.5       20.8       15.4       24.5
Old  :                 25.2       39.3       39.5       54.4       11.5       20.8       15.4       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 22, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   890,378:   119,731    146,864    101,794     59,734    141,879    127,874    194,181    231,263     22,537     13,912     71,996:   73,304    30,549
Old  :   890,378:   119,731    146,864    101,794     59,734    141,879    127,874    194,181    231,263     22,537     13,912     71,996:   73,304    30,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 15, 2008                                                                   :
     :     9,754:    -2,848     -3,066     -4,205      3,733     -1,789      5,451      5,334      7,703      1,286     -6,984      2,088:    2,068     2,735
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.4       16.5       11.4        6.7       15.9       14.4       21.8       26.0        2.5        1.6        8.1:      8.2       3.4
Old  :     100.0:      13.4       16.5       11.4        6.7       15.9       14.4       21.8       26.0        2.5        1.6        8.1:      8.2       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       226:        50         43         12         16         26         61         24         37         29         20         34:
Old  :       226:        50         43         12         16         26         61         24         37         29         20         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       38.2       38.8       53.0       11.2       20.1       15.0       24.2
Old  :                 25.1       38.2       38.8       53.0       11.2       20.1       15.0       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 15, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   880,624:   122,579    149,930    105,999     56,001    143,668    122,423    188,847    223,560     21,251     20,896     69,908:   71,236    27,814
Old  :   880,624:   122,579    149,930    105,999     56,001    143,668    122,423    188,847    223,560     21,251     20,896     69,908:   71,236    27,814
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 8, 2008                                                                    :
     :    22,642:       850      1,733     -1,028     -2,096     10,143       -264      1,761      9,989        945       -150        850:    1,157       412
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.9       17.0       12.0        6.4       16.3       13.9       21.4       25.4        2.4        2.4        7.9:      8.1       3.2
Old  :     100.0:      13.9       17.0       12.0        6.4       16.3       13.9       21.4       25.4        2.4        2.4        7.9:      8.1       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       226:        50         45         11         14         24         60         24         40         26         24         40:
Old  :       226:        50         45         11         14         24         60         24         40         26         24         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       38.5       39.0       53.5       11.3       20.2       15.1       24.1
Old  :                 25.3       38.5       39.0       53.5       11.3       20.2       15.1       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 8, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   857,982:   121,729    148,197    107,027     58,097    133,525    122,687    187,086    213,571     20,306     21,046     69,058:   70,079    27,402
Old  :   857,982:   121,729    148,197    107,027     58,097    133,525    122,687    187,086    213,571     20,306     21,046     69,058:   70,079    27,402
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 1, 2008                                                                    :
     :    -8,680:    -1,115     -2,680     -3,170      4,269     -4,200     -1,186      1,629     -7,790        279     -2,866      7,062:    1,440    -4,104
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.2       17.3       12.5        6.8       15.6       14.3       21.8       24.9        2.4        2.5        8.0:      8.2       3.2
Old  :     100.0:      14.2       17.3       12.5        6.8       15.6       14.3       21.8       24.9        2.4        2.5        8.0:      8.2       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:        47         42         12         14         25         60         22         40         26         20         39:
Old  :       218:        47         42         12         14         25         60         22         40         26         20         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       38.6       40.4       53.7       11.0       20.7       15.7       24.9
Old  :                 26.5       38.6       40.4       53.7       11.0       20.7       15.7       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 1, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   866,662:   122,844    150,877    110,197     53,828    137,725    123,873    185,457    221,361     20,027     23,912     61,996:   68,639    31,506
Old  :   866,662:   122,844    150,877    110,197     53,828    137,725    123,873    185,457    221,361     20,027     23,912     61,996:   68,639    31,506
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 25, 2008                                                                   :
     :   -17,723:    -3,618     -4,487     -2,490     -5,959     -1,394      8,066      3,179     -7,082       -989      3,347     -7,468:   -2,748     2,141
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.2       17.4       12.7        6.2       15.9       14.3       21.4       25.5        2.3        2.8        7.2:      7.9       3.6
Old  :     100.0:      14.2       17.4       12.7        6.2       15.9       14.3       21.4       25.5        2.3        2.8        7.2:      7.9       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       211:        50         43         13         13         25         56         24         40         21         21         32:
Old  :       211:        50         43         13         13         25         56         24         40         21         21         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       38.0       40.5       52.8       11.8       20.2       16.7       24.2
Old  :                 26.5       38.0       40.5       52.8       11.8       20.2       16.7       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 25, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   884,385:   126,462    155,364    112,687     59,787    139,119    115,807    182,278    228,443     21,016     20,565     69,464:   71,387    29,365
Old  :   884,385:   126,462    155,364    112,687     59,787    139,119    115,807    182,278    228,443     21,016     20,565     69,464:   71,387    29,365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 18, 2008                                                                   :
     :   -17,222:       655     -7,040    -10,179       -279      2,392      1,210      7,272     -8,593      2,735     -5,807     -3,448:   -1,994    -1,719
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       17.6       12.7        6.8       15.7       13.1       20.6       25.8        2.4        2.3        7.9:      8.1       3.3
Old  :     100.0:      14.3       17.6       12.7        6.8       15.7       13.1       20.6       25.8        2.4        2.3        7.9:      8.1       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       223:        54         45         12         16         26         57         22         40         27         22         39:
Old  :       223:        54         45         12         16         26         57         22         40         27         22         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       36.9       40.3       51.5       11.3       19.6       16.0       23.8
Old  :                 26.5       36.9       40.3       51.5       11.3       19.6       16.0       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 18, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   901,607:   125,807    162,404    122,866     60,066    136,727    114,597    175,006    237,036     18,281     26,372     72,912:   73,381    31,084
Old  :   901,607:   125,807    162,404    122,866     60,066    136,727    114,597    175,006    237,036     18,281     26,372     72,912:   73,381    31,084
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 11, 2008                                                                   :
     :   -23,478:    -7,229    -10,837     -7,434     -1,521      3,359     -2,837     -8,799     -4,449        434       -844      2,565:   -7,887    -2,952
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.0       18.0       13.6        6.7       15.2       12.7       19.4       26.3        2.0        2.9        8.1:      8.1       3.4
Old  :     100.0:      14.0       18.0       13.6        6.7       15.2       12.7       19.4       26.3        2.0        2.9        8.1:      8.1       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:        51         40         12         15         25         64         23         43         30         23         43:
Old  :       229:        51         40         12         15         25         64         23         43         30         23         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       36.2       40.4       50.8       12.1       18.2       16.6       22.4
Old  :                 26.1       36.2       40.4       50.8       12.1       18.2       16.6       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   925,085:   133,036    173,241    130,300     61,587    133,368    117,434    183,805    241,485     17,847     27,216     70,347:   81,268    34,036
Old  :   925,085:   133,036    173,241    130,300     61,587    133,368    117,434    183,805    241,485     17,847     27,216     70,347:   81,268    34,036
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 4, 2008                                                                    :
     :   -15,056:    -1,021     -3,237     -1,412      2,447       -147    -15,353       -305     -2,334     -1,196    -18,210      3,978:    2,429     2,752
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.4       18.7       14.1        6.7       14.4       12.7       19.9       26.1        1.9        2.9        7.6:      8.8       3.7
Old  :     100.0:      14.4       18.7       14.1        6.7       14.4       12.7       19.9       26.1        1.9        2.9        7.6:      8.8       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:        52         43         13         15         26         60         26         41         30         24         38:
Old  :       230:        52         43         13         15         26         60         26         41         30         24         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       37.2       40.9       51.3       13.5       18.0       17.4       22.3
Old  :                 26.2       37.2       40.9       51.3       13.5       18.0       17.4       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 4, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   940,141:   134,057    176,478    131,712     59,140    133,515    132,787    184,110    243,819     19,043     45,426     66,369:   78,839    31,284
Old  :   940,141:   134,057    176,478    131,712     59,140    133,515    132,787    184,110    243,819     19,043     45,426     66,369:   78,839    31,284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2008                                                                :
     :   -11,836:    -5,552       -281     -8,177      5,204     -2,236     13,843    -10,232     -7,277        679      2,516     14,683:  -17,799   -14,213
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       18.8       14.0        6.3       14.2       14.1       19.6       25.9        2.0        4.8        7.1:      8.4       3.3
Old  :     100.0:      14.3       18.8       14.0        6.3       14.2       14.1       19.6       25.9        2.0        4.8        7.1:      8.4       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       232:        50         42         13         15         26         64         24         38         33         22         34:
Old  :       232:        50         42         13         15         26         64         24         38         33         22         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       36.8       40.9       50.7       13.5       17.7       17.4       22.1
Old  :                 26.2       36.8       40.9       50.7       13.5       17.7       17.4       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 26, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   951,977:   139,609    176,759    139,889     53,936    135,751    118,944    194,342    251,096     18,364     42,910     51,686:   96,638    45,497
Old  :   951,977:   139,609    176,759    139,889     53,936    135,751    118,944    194,342    251,096     18,364     42,910     51,686:   96,638    45,497
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2008                                                                :
     :   -11,732:    -2,045     -2,525     -4,688     -2,431     -1,122     14,180     30,715    -38,491     -9,010     -4,314     -4,103:   33,547    10,539
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.7       18.6       14.7        5.7       14.3       12.5       20.4       26.4        1.9        4.5        5.4:     10.2       4.8
Old  :     100.0:      14.7       18.6       14.7        5.7       14.3       12.5       20.4       26.4        1.9        4.5        5.4:     10.2       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:        53         42         14         14         26         55         24         40         26         22         35:
Old  :       218:        53         42         14         14         26         55         24         40         26         22         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       36.3       41.0       50.7       13.5       18.5       17.8       22.5
Old  :                 26.7       36.3       41.0       50.7       13.5       18.5       17.8       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   963,709:   141,654    179,284    144,577     56,367    136,873    104,764    163,627    289,587     27,374     47,224     55,789:   63,091    34,958
Old  :   963,709:   141,654    179,284    144,577     56,367    136,873    104,764    163,627    289,587     27,374     47,224     55,789:   63,091    34,958
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 12, 2008                                                                :
     :     5,892:   -13,941    -11,393     -6,933      3,612      3,109     12,802     12,411       -288      7,662     -6,458      2,587:      894     2,312
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.7       18.6       15.0        5.8       14.2       10.9       17.0       30.0        2.8        4.9        5.8:      6.5       3.6
Old  :     100.0:      14.7       18.6       15.0        5.8       14.2       10.9       17.0       30.0        2.8        4.9        5.8:      6.5       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       231:        51         41         12         16         27         51         30         40         23         31         40:
Old  :       231:        51         41         12         16         27         51         30         40         23         31         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       37.8       45.2       52.4       13.4       16.8       17.9       20.4
Old  :                 29.5       37.8       45.2       52.4       13.4       16.8       17.9       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 12, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   957,817:   155,595    190,677    151,510     52,755    133,764     91,962    151,216    289,875     19,712     53,682     53,202:   62,197    32,646
Old  :   957,817:   155,595    190,677    151,510     52,755    133,764     91,962    151,216    289,875     19,712     53,682     53,202:   62,197    32,646
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 5, 2008                                                                 :
     :    39,267:   -18,449     -8,787       -996      4,190      1,838     29,974      5,076     23,229        634     14,502       -968:    4,005       187
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       19.9       15.8        5.5       14.0        9.6       15.8       30.3        2.1        5.6        5.6:      6.5       3.4
Old  :     100.0:      16.2       19.9       15.8        5.5       14.0        9.6       15.8       30.3        2.1        5.6        5.6:      6.5       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       221:        47         39         13         15         27         48         29         41         20         34         38:
Old  :       221:        47         39         13         15         27         48         29         41         20         34         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       39.3       47.0       52.6       13.5       16.4       17.7       19.9
Old  :                 31.8       39.3       47.0       52.6       13.5       16.4       17.7       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   918,550:   174,044    199,464    152,506     48,565    131,926     61,988    146,140    266,646     19,078     39,180     54,170:   58,192    32,459
Old  :   918,550:   174,044    199,464    152,506     48,565    131,926     61,988    146,140    266,646     19,078     39,180     54,170:   58,192    32,459
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2008                                                                 :
     :    26,285:     7,870      6,274     -2,569     -2,191      4,848      1,227      1,501     11,171       -781      1,716      8,560:   -4,041    -5,594
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.9       21.7       16.6        5.3       14.4        6.7       15.9       29.0        2.1        4.3        5.9:      6.3       3.5
Old  :     100.0:      18.9       21.7       16.6        5.3       14.4        6.7       15.9       29.0        2.1        4.3        5.9:      6.3       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       214:        49         42         14         15         28         36         31         39         23         30         39:
Old  :       214:        49         42         14         15         28         36         31         39         23         30         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       39.4       47.9       52.5       14.1       15.9       17.9       19.6
Old  :                 32.6       39.4       47.9       52.5       14.1       15.9       17.9       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   892,265:   166,174    193,190    155,075     50,756    127,078     60,761    144,639    255,475     19,859     37,464     45,610:   62,233    38,053
Old  :   892,265:   166,174    193,190    155,075     50,756    127,078     60,761    144,639    255,475     19,859     37,464     45,610:   62,233    38,053
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 22, 2008                                                                 :
     :     3,684:    -1,127     -5,185     -4,883       -765        598      2,462     -1,868      2,887         20     -1,004       -343:    4,070     9,364
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       21.7       17.4        5.7       14.2        6.8       16.2       28.6        2.2        4.2        5.1:      7.0       4.3
Old  :     100.0:      18.6       21.7       17.4        5.7       14.2        6.8       16.2       28.6        2.2        4.2        5.1:      7.0       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        47         39         15         13         27         39         30         39         25         25         33:
Old  :       207:        47         39         15         13         27         39         30         39         25         25         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       39.4       47.9       52.0       14.7       16.5       18.9       20.4
Old  :                 32.5       39.4       47.9       52.0       14.7       16.5       18.9       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 22, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   888,581:   167,301    198,375    159,958     51,521    126,480     58,299    146,507    252,588     19,839     38,468     45,953:   58,163    28,689
Old  :   888,581:   167,301    198,375    159,958     51,521    126,480     58,299    146,507    252,588     19,839     38,468     45,953:   58,163    28,689
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2008                                                                 :
     :     7,339:     5,973      2,964      3,716      2,378     -3,478       -339     10,041      6,832      1,992     -2,825     -2,893:   -4,464    -5,680
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.8       22.3       18.0        5.8       14.2        6.6       16.5       28.4        2.2        4.3        5.2:      6.5       3.2
Old  :     100.0:      18.8       22.3       18.0        5.8       14.2        6.6       16.5       28.4        2.2        4.3        5.2:      6.5       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       216:        51         44         12         17         28         40         31         43         22         26         39:
Old  :       216:        51         44         12         17         28         40         31         43         22         26         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       39.3       47.8       51.4       15.2       16.6       19.0       20.8
Old  :                 32.4       39.3       47.8       51.4       15.2       16.6       19.0       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 15, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   881,242:   161,328    195,411    156,242     49,143    129,958     58,638    136,466    245,756     17,847     41,293     48,846:   62,627    34,369
Old  :   881,242:   161,328    195,411    156,242     49,143    129,958     58,638    136,466    245,756     17,847     41,293     48,846:   62,627    34,369
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2008                                                                  :
     :    13,109:       145       -250      2,215      1,427      5,429     -3,264     -2,279      1,302     -2,676      2,035      6,645:    3,313    -1,200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.3       22.2       17.7        5.6       14.7        6.7       15.5       27.9        2.0        4.7        5.5:      7.1       3.9
Old  :     100.0:      18.3       22.2       17.7        5.6       14.7        6.7       15.5       27.9        2.0        4.7        5.5:      7.1       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       211:        51         44         11         18         27         42         27         40         18         30         38:
Old  :       211:        51         44         11         18         27         42         27         40         18         30         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       38.3       47.4       50.7       15.0       16.5       19.0       20.4
Old  :                 31.9       38.3       47.4       50.7       15.0       16.5       19.0       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   868,133:   161,183    195,661    154,027     47,716    124,529     61,902    138,745    244,454     20,523     39,258     42,201:   59,314    35,569
Old  :   868,133:   161,183    195,661    154,027     47,716    124,529     61,902    138,745    244,454     20,523     39,258     42,201:   59,314    35,569
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2007                                                                :
     :    18,429:    11,308     21,787        400      1,499       -636     -7,674    -19,193     12,427       -804      2,804       -743:    4,151       484
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       22.5       17.7        5.5       14.3        7.1       16.0       28.2        2.4        4.5        4.9:      6.8       4.1
Old  :     100.0:      18.6       22.5       17.7        5.5       14.3        7.1       16.0       28.2        2.4        4.5        4.9:      6.8       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        52         45         13         16         27         40         32         39         19         27         33:
Old  :       210:        52         45         13         16         27         40         32         39         19         27         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       38.6       47.8       50.7       14.9       16.7       19.3       20.9
Old  :                 32.4       38.6       47.8       50.7       14.9       16.7       19.3       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   849,704:   149,875    173,874    153,627     46,217    125,165     69,576    157,938    232,027     21,327     36,454     42,944:   55,163    35,085
Old  :   849,704:   149,875    173,874    153,627     46,217    125,165     69,576    157,938    232,027     21,327     36,454     42,944:   55,163    35,085
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2007                                                                :
     :    -4,705:     1,850      9,240       -110       -928     -3,514        217    -16,922      3,438     -2,162      3,498       -940:   -3,484     1,423
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.6       20.5       18.1        5.4       14.7        8.2       18.6       27.3        2.5        4.3        5.1:      6.5       4.1
Old  :     100.0:      17.6       20.5       18.1        5.4       14.7        8.2       18.6       27.3        2.5        4.3        5.1:      6.5       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        51         42         13         16         27         33         36         38         16         29         34:
Old  :       203:        51         42         13         16         27         33         36         38         16         29         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       36.7       48.2       49.3       16.3       17.9       21.1       22.2
Old  :                 32.5       36.7       48.2       49.3       16.3       17.9       21.1       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   854,409:   148,025    164,634    153,737     47,145    128,679     69,359    174,860    228,589     23,489     32,956     43,884:   58,647    33,662
Old  :   854,409:   148,025    164,634    153,737     47,145    128,679     69,359    174,860    228,589     23,489     32,956     43,884:   58,647    33,662
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 18, 2007                                                                :
     :    -3,083:    -2,754     -4,419     19,159      4,133     -5,770     -2,049     12,045     -6,832       -805      1,703        255:   -4,287    -4,198
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.3       19.3       18.0        5.5       15.1        8.1       20.5       26.8        2.7        3.9        5.1:      6.9       3.9
Old  :     100.0:      17.3       19.3       18.0        5.5       15.1        8.1       20.5       26.8        2.7        3.9        5.1:      6.9       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       212:        55         42         16         14         28         30         40         38         21         26         40:
Old  :       212:        55         42         16         14         28         30         40         38         21         26         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       35.9       47.4       49.3       16.1       18.6       20.9       23.0
Old  :                 32.0       35.9       47.4       49.3       16.1       18.6       20.9       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   857,492:   150,779    169,053    134,578     43,012    134,449     71,408    162,815    235,421     24,294     31,253     43,629:   62,934    37,860
Old  :   857,492:   150,779    169,053    134,578     43,012    134,449     71,408    162,815    235,421     24,294     31,253     43,629:   62,934    37,860
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 11, 2007                                                                :
     :    28,484:     3,988     10,580      3,202       -169      1,107      4,525      3,031     11,609     -1,083      4,233      1,147:    3,989    -3,054
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.6       19.7       15.7        5.0       15.7        8.3       19.0       27.5        2.8        3.6        5.1:      7.3       4.4
Old  :     100.0:      17.6       19.7       15.7        5.0       15.7        8.3       19.0       27.5        2.8        3.6        5.1:      7.3       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        55         43         16         14         29         32         34         35         22         26         37:
Old  :       207:        55         43         16         14         29         32         34         35         22         26         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       35.8       46.0       48.8       14.0       17.7       18.7       21.3
Old  :                 31.0       35.8       46.0       48.8       14.0       17.7       18.7       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 11, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   829,008:   146,791    158,473    131,376     43,181    133,342     66,883    159,784    223,812     25,377     27,020     42,482:   58,945    40,914
Old  :   829,008:   146,791    158,473    131,376     43,181    133,342     66,883    159,784    223,812     25,377     27,020     42,482:   58,945    40,914
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 4, 2007                                                                 :
     :     1,052:     2,000      4,432      9,935     -3,439        393       -553      8,828    -13,122      1,824       -809       -961:    1,536     5,730
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.7       19.1       15.8        5.2       16.1        8.1       19.3       27.0        3.1        3.3        5.1:      7.1       4.9
Old  :     100.0:      17.7       19.1       15.8        5.2       16.1        8.1       19.3       27.0        3.1        3.3        5.1:      7.1       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       208:        53         41         15         15         28         33         37         37         22         25         38:
Old  :       208:        53         41         15         15         28         33         37         37         22         25         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       34.2       45.3       48.5       14.0       17.1       19.0       21.2
Old  :                 30.4       34.2       45.3       48.5       14.0       17.1       19.0       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 4, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   827,956:   144,791    154,041    121,441     46,620    132,949     67,436    150,956    236,934     23,553     27,829     43,443:   57,409    35,184
Old  :   827,956:   144,791    154,041    121,441     46,620    132,949     67,436    150,956    236,934     23,553     27,829     43,443:   57,409    35,184
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 27, 2007                                                                :
     :    34,008:    13,067      8,397     16,846     -4,079     -7,193      7,124     22,309      5,508      4,452      2,389      3,266:   -9,062     3,411
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.5       18.6       14.7        5.6       16.1        8.1       18.2       28.6        2.8        3.4        5.2:      6.9       4.2
Old  :     100.0:      17.5       18.6       14.7        5.6       16.1        8.1       18.2       28.6        2.8        3.4        5.2:      6.9       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        51         39         14         15         28         35         33         39         23         27         39:
Old  :       207:        51         39         14         15         28         35         33         39         23         27         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       33.2       44.0       48.6       13.0       16.9       18.0       21.2
Old  :                 29.8       33.2       44.0       48.6       13.0       16.9       18.0       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   793,948:   131,724    145,644    104,595     50,699    140,142     60,312    128,647    231,426     19,101     25,440     40,177:   66,471    31,773
Old  :   793,948:   131,724    145,644    104,595     50,699    140,142     60,312    128,647    231,426     19,101     25,440     40,177:   66,471    31,773
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 20, 2007                                                                :
     :    -5,638:     3,443      2,403       -238        806     -4,986      6,240      1,358     -1,442     -1,912      1,407     -3,366:   -3,377    -1,818
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       18.3       13.2        6.4       17.7        7.6       16.2       29.1        2.4        3.2        5.1:      8.4       4.0
Old  :     100.0:      16.6       18.3       13.2        6.4       17.7        7.6       16.2       29.1        2.4        3.2        5.1:      8.4       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       202:        53         40         13         15         26         38         29         40         23         24         34:
Old  :       202:        53         40         13         15         26         38         29         40         23         24         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       31.3       42.2       47.3       11.1       16.1       15.8       20.6
Old  :                 27.6       31.3       42.2       47.3       11.1       16.1       15.8       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   799,586:   128,281    143,241    104,833     49,893    145,128     54,072    127,289    232,868     21,013     24,033     43,543:   69,848    33,591
Old  :   799,586:   128,281    143,241    104,833     49,893    145,128     54,072    127,289    232,868     21,013     24,033     43,543:   69,848    33,591
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 13, 2007                                                                :
     :     7,656:     2,183       -251      4,809      1,546      2,313     -1,330     11,759     -2,751      2,505       -763     -1,130:    1,057    -3,067
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       17.9       13.1        6.2       18.2        6.8       15.9       29.1        2.6        3.0        5.4:      8.7       4.2
Old  :     100.0:      16.0       17.9       13.1        6.2       18.2        6.8       15.9       29.1        2.6        3.0        5.4:      8.7       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       208:        48         39         14         14         25         38         31         40         26         23         40:
Old  :       208:        48         39         14         14         25         38         31         40         26         23         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       31.4       41.3       47.0       10.6       15.5       15.3       19.9
Old  :                 27.1       31.4       41.3       47.0       10.6       15.5       15.3       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   791,930:   126,098    143,492    100,024     48,347    142,815     55,402    115,530    235,619     18,508     24,796     44,673:   68,791    36,658
Old  :   791,930:   126,098    143,492    100,024     48,347    142,815     55,402    115,530    235,619     18,508     24,796     44,673:   68,791    36,658
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2007                                                                 :
     :    25,929:     8,528        396        901     -4,184      5,927      2,602     15,835      1,099      1,004     -1,171      3,434:    2,434     4,593
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       18.1       12.6        6.1       18.0        7.0       14.6       29.8        2.3        3.1        5.6:      8.7       4.6
Old  :     100.0:      15.9       18.1       12.6        6.1       18.0        7.0       14.6       29.8        2.3        3.1        5.6:      8.7       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       193:        47         39         13         13         25         36         25         35         23         22         37:
Old  :       193:        47         39         13         13         25         36         25         35         23         22         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       30.9       40.7       46.9        9.6       15.3       14.3       19.3
Old  :                 26.5       30.9       40.7       46.9        9.6       15.3       14.3       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   766,001:   117,570    143,096     99,123     52,531    136,888     52,800     99,695    234,520     17,504     25,967     41,239:   66,357    32,065
Old  :   766,001:   117,570    143,096     99,123     52,531    136,888     52,800     99,695    234,520     17,504     25,967     41,239:   66,357    32,065
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 30, 2007                                                                 :
     :    24,450:     5,125      3,995     -1,039      1,987      5,311     -4,257      1,425     12,959      1,081       -710      3,332:    1,938    -3,849
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3       18.7       12.9        6.9       17.9        6.9       13.0       30.6        2.3        3.4        5.4:      8.7       4.2
Old  :     100.0:      15.3       18.7       12.9        6.9       17.9        6.9       13.0       30.6        2.3        3.4        5.4:      8.7       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       198:        52         43         12         14         25         35         25         37         23         23         35:
Old  :       198:        52         43         12         14         25         35         25         37         23         23         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       32.1       40.9       47.2        9.9       15.4       14.3       19.6
Old  :                 27.2       32.1       40.9       47.2        9.9       15.4       14.3       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   741,551:   112,445    139,101    100,162     50,544    131,577     57,057     98,270    221,561     16,423     26,677     37,907:   64,419    35,914
Old  :   741,551:   112,445    139,101    100,162     50,544    131,577     57,057     98,270    221,561     16,423     26,677     37,907:   64,419    35,914
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 23, 2007                                                                 :
     :   -18,850:    -5,845      3,991      4,313     -3,091     -7,339       -523     -8,073        730     -5,612     -4,930     -1,385:   -3,189     1,247
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       18.8       13.5        6.8       17.7        7.7       13.3       29.9        2.2        3.6        5.1:      8.7       4.8
Old  :     100.0:      15.2       18.8       13.5        6.8       17.7        7.7       13.3       29.9        2.2        3.6        5.1:      8.7       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       192:        51         43         12         14         23         33         23         36         19         26         35:
Old  :       192:        51         43         12         14         23         33         23         36         19         26         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       31.4       41.9       45.8       10.9       15.1       15.8       19.5
Old  :                 28.5       31.4       41.9       45.8       10.9       15.1       15.8       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   760,401:   118,290    135,110     95,849     53,635    138,916     57,580    106,343    220,831     22,035     31,607     39,292:   67,608    34,667
Old  :   760,401:   118,290    135,110     95,849     53,635    138,916     57,580    106,343    220,831     22,035     31,607     39,292:   67,608    34,667
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 16, 2007                                                                 :
     :     9,636:      -698       -458        190      1,934     -1,470        965     11,485      1,322      6,891     -2,532      2,734:     -298    -3,379
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       17.8       12.6        7.1       18.3        7.6       14.0       29.0        2.9        4.2        5.2:      8.9       4.6
Old  :     100.0:      15.6       17.8       12.6        7.1       18.3        7.6       14.0       29.0        2.9        4.2        5.2:      8.9       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       217:        53         42         13         15         24         33         33         40         28         29         44:
Old  :       217:        53         42         13         15         24         33         33         40         28         29         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       29.6       40.7       44.1        9.7       14.7       14.8       19.8
Old  :                 27.5       29.6       40.7       44.1        9.7       14.7       14.8       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   750,765:   118,988    135,568     95,659     51,701    140,386     56,615     94,858    219,509     15,144     34,139     36,558:   67,906    38,046
Old  :   750,765:   118,988    135,568     95,659     51,701    140,386     56,615     94,858    219,509     15,144     34,139     36,558:   67,906    38,046
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2007                                                                  :
     :    10,267:     1,060      5,557        412        952      5,579       -273     -7,817      3,166     -2,911        984     -1,023:    4,257     2,869
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       18.1       12.7        6.9       18.7        7.5       12.6       29.2        2.0        4.5        4.9:      9.0       5.1
Old  :     100.0:      15.8       18.1       12.7        6.9       18.7        7.5       12.6       29.2        2.0        4.5        4.9:      9.0       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       211:        51         41         13         15         24         39         24         38         22         32         42:
Old  :       211:        51         41         13         15         24         39         24         38         22         32         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       29.5       40.6       44.7        9.6       14.7       14.4       18.9
Old  :                 26.9       29.5       40.6       44.7        9.6       14.7       14.4       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   740,498:   117,928    130,011     95,247     50,749    134,807     56,888    102,675    216,343     18,055     33,155     37,581:   63,649    35,177
Old  :   740,498:   117,928    130,011     95,247     50,749    134,807     56,888    102,675    216,343     18,055     33,155     37,581:   63,649    35,177
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2007                                                                  :
     :   -17,908:    -5,438     -9,402       -789     -1,943     -2,204     -2,469      8,105     -4,349      3,517     -2,083     -4,808:   -1,368    -1,224
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       17.6       12.9        6.9       18.2        7.7       13.9       29.2        2.4        4.5        5.1:      8.6       4.8
Old  :     100.0:      15.9       17.6       12.9        6.9       18.2        7.7       13.9       29.2        2.4        4.5        5.1:      8.6       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       211:        52         42         14         14         24         31         33         39         22         31         39:
Old  :       211:        52         42         14         14         24         31         33         39         22         31         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       29.5       40.6       43.3        9.9       14.6       15.1       19.4
Old  :                 27.0       29.5       40.6       43.3        9.9       14.6       15.1       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 2, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   758,406:   123,366    139,413     96,036     52,692    137,011     59,357     94,570    220,692     14,538     35,238     42,389:   65,017    36,401
Old  :   758,406:   123,366    139,413     96,036     52,692    137,011     59,357     94,570    220,692     14,538     35,238     42,389:   65,017    36,401
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2007                                                               :
     :     2,443:    -3,489      2,188     -2,609       -421     -2,554      5,177     -5,901      9,842     -1,392        618     -1,671:     -861       342
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       18.4       12.7        6.9       18.1        7.8       12.5       29.1        1.9        4.6        5.6:      8.6       4.8
Old  :     100.0:      16.3       18.4       12.7        6.9       18.1        7.8       12.5       29.1        1.9        4.6        5.6:      8.6       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       213:        52         43         13         15         24         37         25         36         19         36         42:
Old  :       213:        52         43         13         15         24         37         25         36         19         36         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       30.5       41.4       44.2        9.7       14.0       14.8       18.2
Old  :                 28.0       30.5       41.4       44.2        9.7       14.0       14.8       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   755,963:   126,855    137,225     98,645     53,113    139,565     54,180    100,471    210,850     15,930     34,620     44,060:   65,878    36,059
Old  :   755,963:   126,855    137,225     98,645     53,113    139,565     54,180    100,471    210,850     15,930     34,620     44,060:   65,878    36,059
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 18, 2007                                                               :
     :   -41,255:   -16,117    -14,883      3,204     -3,374     -7,568    -14,381     -4,639     -3,338        593     -3,563     -4,347:      699       457
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.8       18.2       13.0        7.0       18.5        7.2       13.3       27.9        2.1        4.6        5.8:      8.7       4.8
Old  :     100.0:      16.8       18.2       13.0        7.0       18.5        7.2       13.3       27.9        2.1        4.6        5.8:      8.7       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       200:        53         41         14         14         24         31         29         38         18         32         38:
Old  :       200:        53         41         14         14         24         31         29         38         18         32         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       30.4       41.6       44.5       10.1       14.3       15.2       18.7
Old  :                 28.0       30.4       41.6       44.5       10.1       14.3       15.2       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 18, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   797,218:   142,972    152,108     95,441     56,487    147,133     68,561    105,110    214,188     15,337     38,183     48,407:   65,179    35,602
Old  :   797,218:   142,972    152,108     95,441     56,487    147,133     68,561    105,110    214,188     15,337     38,183     48,407:   65,179    35,602
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2007                                                               :
     :    11,942:       112      3,531      2,654        763     10,582      1,375    -15,082      5,078     -8,201      4,357      1,750:   -1,408       963
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.9       19.1       12.0        7.1       18.5        8.6       13.2       26.9        1.9        4.8        6.1:      8.2       4.5
Old  :     100.0:      17.9       19.1       12.0        7.1       18.5        8.6       13.2       26.9        1.9        4.8        6.1:      8.2       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       224:        51         43         15         14         26         30         37         41         23         35         43:
Old  :       224:        51         43         15         14         26         30         37         41         23         35         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       29.0       42.5       43.3       10.7       12.8       15.8       16.9
Old  :                 29.3       29.0       42.5       43.3       10.7       12.8       15.8       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 11, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   785,276:   142,860    148,577     92,787     55,724    136,551     67,186    120,192    209,110     23,538     33,826     46,657:   66,587    34,639
Old  :   785,276:   142,860    148,577     92,787     55,724    136,551     67,186    120,192    209,110     23,538     33,826     46,657:   66,587    34,639
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2007                                                                :
     :    13,233:    12,487      9,182       -607        333      1,175      3,600      5,508     -4,336      3,528        418      3,090:   -5,704    -2,137
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.2       18.9       11.8        7.1       17.4        8.6       15.3       26.6        3.0        4.3        5.9:      8.5       4.4
Old  :     100.0:      18.2       18.9       11.8        7.1       17.4        8.6       15.3       26.6        3.0        4.3        5.9:      8.5       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       224:        53         42         16         12         26         30         42         39         28         31         40:
Old  :       224:        53         42         16         12         26         30         42         39         28         31         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       29.0       41.6       42.8       10.5       13.2       15.6       18.4
Old  :                 29.5       29.0       41.6       42.8       10.5       13.2       15.6       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   772,043:   130,373    139,395     93,394     55,391    135,376     63,586    114,684    213,446     20,010     33,408     43,567:   72,291    36,776
Old  :   772,043:   130,373    139,395     93,394     55,391    135,376     63,586    114,684    213,446     20,010     33,408     43,567:   72,291    36,776
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 28, 2007                                                                  :
     :       886:    -2,356     -2,116       -883     -2,264        518      4,326      5,512     -2,530      1,265     -1,843        -23:      569     3,632
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.9       18.1       12.1        7.2       17.5        8.2       14.9       27.6        2.6        4.3        5.6:      9.4       4.8
Old  :     100.0:      16.9       18.1       12.1        7.2       17.5        8.2       14.9       27.6        2.6        4.3        5.6:      9.4       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:        53         43         14         15         26         34         38         38         26         29         37:
Old  :       220:        53         43         14         15         26         34         38         38         26         29         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       28.0       40.3       42.6       10.2       14.0       15.4       19.3
Old  :                 27.9       28.0       40.3       42.6       10.2       14.0       15.4       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 28, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   771,157:   132,729    141,511     94,277     57,655    134,858     59,260    109,172    215,976     18,745     35,251     43,590:   71,722    33,144
Old  :   771,157:   132,729    141,511     94,277     57,655    134,858     59,260    109,172    215,976     18,745     35,251     43,590:   71,722    33,144
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2007                                                                  :
     :     8,106:     4,943        860      2,942      1,352     -3,142       -365      9,542      1,101      1,957     -1,463     -3,629:    4,299     3,485
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.2       18.4       12.2        7.5       17.5        7.7       14.2       28.0        2.4        4.6        5.7:      9.3       4.3
Old  :     100.0:      17.2       18.4       12.2        7.5       17.5        7.7       14.2       28.0        2.4        4.6        5.7:      9.3       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:        54         42         15         14         25         30         44         36         26         28         38:
Old  :       218:        54         42         15         14         25         30         44         36         26         28         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       28.3       40.7       43.1       10.0       14.0       15.3       19.1
Old  :                 27.8       28.3       40.7       43.1       10.0       14.0       15.3       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 21, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   763,051:   127,786    140,651     91,335     56,303    138,000     59,625     99,630    214,875     16,788     36,714     47,219:   67,423    29,659
Old  :   763,051:   127,786    140,651     91,335     56,303    138,000     59,625     99,630    214,875     16,788     36,714     47,219:   67,423    29,659
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 14, 2007                                                                  :
     :    -6,387:     2,772        199    -10,901     -2,324     -1,702     -5,977     -1,957      2,637      2,616     -3,276      2,202:    1,966    -2,166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.7       18.4       12.0        7.4       18.1        7.8       13.1       28.2        2.2        4.8        6.2:      8.8       3.9
Old  :     100.0:      16.7       18.4       12.0        7.4       18.1        7.8       13.1       28.2        2.2        4.8        6.2:      8.8       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:        59         46         15         13         26         31         39         36         26         35         45:
Old  :       228:        59         46         15         13         26         31         39         36         26         35         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       27.4       40.3       43.0        9.9       13.9       15.1       18.5
Old  :                 27.2       27.4       40.3       43.0        9.9       13.9       15.1       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 14, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   769,438:   125,014    140,452    102,236     58,627    139,702     65,602    101,587    212,238     14,172     39,990     45,017:   65,457    31,825
Old  :   769,438:   125,014    140,452    102,236     58,627    139,702     65,602    101,587    212,238     14,172     39,990     45,017:   65,457    31,825
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 7, 2007                                                                   :
     :   -29,177:    -3,826      1,280     -3,368       -219      2,587        459    -20,012    -24,123     -3,201     12,661      2,304:       -9    -3,655
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       18.3       13.3        7.6       18.2        8.5       13.2       27.6        1.8        5.2        5.9:      8.5       4.1
Old  :     100.0:      16.2       18.3       13.3        7.6       18.2        8.5       13.2       27.6        1.8        5.2        5.9:      8.5       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       236:        58         49         13         16         26         42         33         43         21         39         45:
Old  :       236:        58         49         13         16         26         42         33         43         21         39         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       26.8       40.9       43.1       10.3       14.6       16.4       18.6
Old  :                 28.0       26.8       40.9       43.1       10.3       14.6       16.4       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 7, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   798,615:   128,840    139,172    105,604     58,846    137,115     65,143    121,599    236,361     17,373     27,329     42,713:   65,466    35,480
Old  :   798,615:   128,840    139,172    105,604     58,846    137,115     65,143    121,599    236,361     17,373     27,329     42,713:   65,466    35,480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 31, 2007                                                                    :
     :   -11,298:     2,180      3,577     -2,247     -1,454     -6,182     -3,129     -6,836     -1,019        804     -1,358      1,487:   -3,192       487
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       17.4       13.2        7.4       17.2        8.2       15.2       29.6        2.2        3.4        5.3:      8.2       4.4
Old  :     100.0:      16.1       17.4       13.2        7.4       17.2        8.2       15.2       29.6        2.2        3.4        5.3:      8.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       227:        57         45         14         15         26         35         41         39         26         26         38:
Old  :       227:        57         45         14         15         26         35         41         39         26         26         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       29.2       41.6       43.7       10.2       14.1       16.0       19.3
Old  :                 28.4       29.2       41.6       43.7       10.2       14.1       16.0       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 31, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   809,913:   126,660    135,595    107,851     60,300    143,297     68,272    128,435    237,380     16,569     28,687     41,226:   68,658    34,993
Old  :   809,913:   126,660    135,595    107,851     60,300    143,297     68,272    128,435    237,380     16,569     28,687     41,226:   68,658    34,993
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 24, 2007                                                                    :
     :   -26,914:    -7,076     -2,764      1,145     -3,035     -5,491     -1,391     -7,849     -4,139     -4,397      1,199     -4,387:   -1,178      -448
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       16.7       13.3        7.4       17.7        8.4       15.9       29.3        2.0        3.5        5.1:      8.5       4.3
Old  :     100.0:      15.6       16.7       13.3        7.4       17.7        8.4       15.9       29.3        2.0        3.5        5.1:      8.5       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:        56         45         13         15         26         37         47         35         24         28         38:
Old  :       230:        56         45         13         15         26         37         47         35         24         28         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       28.6       41.7       43.3       10.2       13.6       16.1       19.2
Old  :                 28.7       28.6       41.7       43.3       10.2       13.6       16.1       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 24, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   836,827:   133,736    138,359    106,706     63,335    148,788     69,663    136,284    241,519     20,966     27,488     45,613:   69,836    35,441
Old  :   836,827:   133,736    138,359    106,706     63,335    148,788     69,663    136,284    241,519     20,966     27,488     45,613:   69,836    35,441
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 17, 2007                                                                    :
     :     5,994:     4,775       -466     -2,945     -9,043      2,787      1,887      4,193     -2,221     -1,424      8,264        223:    2,912     2,257
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       16.5       12.8        7.6       17.8        8.3       16.3       28.9        2.5        3.3        5.5:      8.3       4.2
Old  :     100.0:      16.0       16.5       12.8        7.6       17.8        8.3       16.3       28.9        2.5        3.3        5.5:      8.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       248:        56         43         14         15         27         37         55         36         26         30         39:
Old  :       248:        56         43         14         15         27         37         55         36         26         30         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       28.4       40.7       43.3       10.2       14.0       15.6       19.8
Old  :                 28.2       28.4       40.7       43.3       10.2       14.0       15.6       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 17, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   830,833:   128,961    138,825    109,651     72,378    146,001     67,776    132,091    243,740     22,390     19,224     45,390:   66,924    33,184
Old  :   830,833:   128,961    138,825    109,651     72,378    146,001     67,776    132,091    243,740     22,390     19,224     45,390:   66,924    33,184
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 10, 2007                                                                    :
     :     8,124:    -7,824    -13,155     -1,698     -1,295      7,625       -305      6,328      7,082      1,710       -183      2,854:   -1,320    -1,132
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       16.7       13.2        8.7       17.6        8.2       15.9       29.3        2.7        2.3        5.5:      8.1       4.0
Old  :     100.0:      15.5       16.7       13.2        8.7       17.6        8.2       15.9       29.3        2.7        2.3        5.5:      8.1       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       246:        57         44         13         15         26         38         54         39         30         23         37:
Old  :       246:        57         44         13         15         26         38         54         39         30         23         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       29.2       42.2       43.4       10.7       13.3       16.4       19.8
Old  :                 29.0       29.2       42.2       43.4       10.7       13.3       16.4       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   822,709:   136,785    151,980    111,349     73,673    138,376     68,081    125,763    236,658     20,680     19,407     42,536:   68,244    34,316
Old  :   822,709:   136,785    151,980    111,349     73,673    138,376     68,081    125,763    236,658     20,680     19,407     42,536:   68,244    34,316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2007                                                                     :
     :    17,379:       993      2,246      1,179     -1,388       -432      4,504     10,178      2,901       -751        271      1,581:    7,404     2,022
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       18.5       13.5        9.0       16.8        8.3       15.3       28.8        2.5        2.4        5.2:      8.3       4.2
Old  :     100.0:      16.6       18.5       13.5        9.0       16.8        8.3       15.3       28.8        2.5        2.4        5.2:      8.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       241:        55         43         13         15         27         42         53         38         31         21         36:
Old  :       241:        55         43         13         15         27         42         53         38         31         21         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       30.8       44.1       44.6       10.8       13.2       16.7       19.3
Old  :                 30.5       30.8       44.1       44.6       10.8       13.2       16.7       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 3, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   805,330:   135,792    149,734    110,170     75,061    138,808     63,577    115,585    233,757     21,431     19,136     40,955:   60,840    32,294
Old  :   805,330:   135,792    149,734    110,170     75,061    138,808     63,577    115,585    233,757     21,431     19,136     40,955:   60,840    32,294
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 26, 2007                                                                    :
     :     3,024:      -561     -6,996      1,047     -3,029         32     -3,866      6,674      4,019      2,625      3,845      2,080:   -2,352    -3,601
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.9       18.6       13.7        9.3       17.2        7.9       14.4       29.0        2.7        2.4        5.1:      7.6       4.0
Old  :     100.0:      16.9       18.6       13.7        9.3       17.2        7.9       14.4       29.0        2.7        2.4        5.1:      7.6       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       233:        55         43         13         16         27         36         55         37         32         17         34:
Old  :       233:        55         43         13         16         27         36         55         37         32         17         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       30.8       44.8       44.9       10.9       12.8       16.8       18.8
Old  :                 30.6       30.8       44.8       44.9       10.9       12.8       16.8       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   802,306:   136,353    156,730    109,123     78,090    138,776     67,443    108,911    229,738     18,806     15,291     38,875:   63,192    35,895
Old  :   802,306:   136,353    156,730    109,123     78,090    138,776     67,443    108,911    229,738     18,806     15,291     38,875:   63,192    35,895
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 19, 2007                                                                    :
     :     7,426:     7,126     -2,877        -25     -1,630     -4,315     10,436     19,931        576       -218       -993     -4,536:   -1,618     1,270
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       19.5       13.6        9.7       17.3        8.4       13.6       28.6        2.3        1.9        4.8:      7.9       4.5
Old  :     100.0:      17.0       19.5       13.6        9.7       17.3        8.4       13.6       28.6        2.3        1.9        4.8:      7.9       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       221:        55         41         13         16         27         38         47         39         27         17         31:
Old  :       221:        55         41         13         16         27         38         47         39         27         17         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       30.4       45.7       44.6       11.5       12.5       17.4       18.5
Old  :                 31.1       30.4       45.7       44.6       11.5       12.5       17.4       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 19, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   794,880:   129,227    159,607    109,148     79,720    143,091     57,007     88,980    229,162     19,024     16,284     43,411:   64,810    34,625
Old  :   794,880:   129,227    159,607    109,148     79,720    143,091     57,007     88,980    229,162     19,024     16,284     43,411:   64,810    34,625
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 12, 2007                                                                    :
     :    26,990:     7,886     10,576      1,700       -294      7,656     -1,055         89      7,052     -1,122     -1,698        879:    3,994     2,730
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       20.1       13.7       10.0       18.0        7.2       11.2       28.8        2.4        2.0        5.5:      8.2       4.4
Old  :     100.0:      16.3       20.1       13.7       10.0       18.0        7.2       11.2       28.8        2.4        2.0        5.5:      8.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:        50         40         13         16         27         34         46         36         26         25         32:
Old  :       218:        50         40         13         16         27         34         46         36         26         25         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       33.2       45.2       48.0       12.7       12.1       17.5       17.1
Old  :                 30.4       33.2       45.2       48.0       12.7       12.1       17.5       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 12, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   767,890:   121,341    149,031    107,448     80,014    135,435     58,062     88,891    222,110     20,146     17,982     42,532:   60,816    31,895
Old  :   767,890:   121,341    149,031    107,448     80,014    135,435     58,062     88,891    222,110     20,146     17,982     42,532:   60,816    31,895
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2007                                                                     :
     :    -6,019:    -2,109     -9,768        395     -5,177      6,847     -4,020     18,648    -10,595      5,440     -5,946     -1,896:      -81     1,868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       19.4       14.0       10.4       17.6        7.6       11.6       28.9        2.6        2.3        5.5:      7.9       4.2
Old  :     100.0:      15.8       19.4       14.0       10.4       17.6        7.6       11.6       28.9        2.6        2.3        5.5:      7.9       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       219:        52         42         13         15         26         35         44         37         26         22         34:
Old  :       219:        52         42         13         15         26         35         44         37         26         22         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       32.8       44.8       47.6       13.0       12.5       18.0       17.8
Old  :                 30.6       32.8       44.8       47.6       13.0       12.5       18.0       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   773,909:   123,450    158,799    107,053     85,191    128,588     62,082     70,243    232,705     14,706     23,928     44,428:   60,897    30,027
Old  :   773,909:   123,450    158,799    107,053     85,191    128,588     62,082     70,243    232,705     14,706     23,928     44,428:   60,897    30,027
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2007                                                                     :
     :    17,429:     3,040      5,255        494      1,853     -3,190      7,004     -1,953      8,901       -649      4,548      3,296:   -1,467    -1,281
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       20.5       13.8       11.0       16.6        8.0        9.1       30.1        1.9        3.1        5.7:      7.9       3.9
Old  :     100.0:      16.0       20.5       13.8       11.0       16.6        8.0        9.1       30.1        1.9        3.1        5.7:      7.9       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       217:        51         42         13         15         26         39         38         33         18         31         34:
Old  :       217:        51         42         13         15         26         39         38         33         18         31         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       33.0       45.2       47.8       12.8       12.2       17.9       17.6
Old  :                 30.7       33.0       45.2       47.8       12.8       12.2       17.9       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 29, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   756,480:   120,410    153,544    106,559     83,338    131,778     55,078     72,196    223,804     15,355     19,380     41,132:   62,364    31,308
Old  :   756,480:   120,410    153,544    106,559     83,338    131,778     55,078     72,196    223,804     15,355     19,380     41,132:   62,364    31,308
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2007                                                                     :
     :   -10,175:    -1,624     -8,659      2,114     -1,626     -1,589     -6,660      9,665      2,635      1,859     -7,854         48:   -6,958    -2,795
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       20.3       14.1       11.0       17.4        7.3        9.5       29.6        2.0        2.6        5.4:      8.2       4.1
Old  :     100.0:      15.9       20.3       14.1       11.0       17.4        7.3        9.5       29.6        2.0        2.6        5.4:      8.2       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       205:        52         44         13         13         24         29         40         33         18         28         31:
Old  :       205:        52         44         13         13         24         29         40         33         18         28         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       31.7       45.5       46.9       13.1       11.6       18.3       17.2
Old  :                 30.7       31.7       45.5       46.9       13.1       11.6       18.3       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 22, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   766,655:   122,034    162,203    104,445     84,964    133,367     61,738     62,531    221,169     13,496     27,234     41,084:   69,322    34,103
Old  :   766,655:   122,034    162,203    104,445     84,964    133,367     61,738     62,531    221,169     13,496     27,234     41,084:   69,322    34,103
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2007                                                                     :
     :     4,508:       -97      4,656         67     -3,340      2,824     -2,826      5,022      3,298      1,877     -5,131     -1,298:      663    -1,523
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       21.2       13.6       11.1       17.4        8.1        8.2       28.8        1.8        3.6        5.4:      9.0       4.4
Old  :     100.0:      15.9       21.2       13.6       11.1       17.4        8.1        8.2       28.8        1.8        3.6        5.4:      9.0       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       211:        53         47         13         13         24         35         34         34         17         32         33:
Old  :       211:        53         47         13         13         24         35         34         34         17         32         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       32.1       44.7       47.8       12.8       12.6       17.9       17.9
Old  :                 30.4       32.1       44.7       47.8       12.8       12.6       17.9       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   762,147:   122,131    157,547    104,378     88,304    130,543     64,564     57,509    217,871     11,619     32,365     42,382:   68,659    35,626
Old  :   762,147:   122,131    157,547    104,378     88,304    130,543     64,564     57,509    217,871     11,619     32,365     42,382:   68,659    35,626
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2007                                                                      :
     :    31,006:     2,759      8,605       -872       -628      1,196      7,503     -2,312     17,030     -1,003      1,331      2,031:    2,362     3,753
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       20.7       13.7       11.6       17.1        8.5        7.5       28.6        1.5        4.2        5.6:      9.0       4.7
Old  :     100.0:      16.0       20.7       13.7       11.6       17.1        8.5        7.5       28.6        1.5        4.2        5.6:      9.0       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        50         43         13         13         24         37         33         35         14         37         36:
Old  :       210:        50         43         13         13         24         37         33         35         14         37         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       31.0       45.1       46.6       12.9       11.4       18.0       17.0
Old  :                 30.4       31.0       45.1       46.6       12.9       11.4       18.0       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 8, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   731,141:   119,372    148,942    105,250     88,932    129,347     57,061     59,821    200,841     12,622     31,034     40,351:   66,297    31,873
Old  :   731,141:   119,372    148,942    105,250     88,932    129,347     57,061     59,821    200,841     12,622     31,034     40,351:   66,297    31,873
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 1, 2007                                                                      :
     :    -2,651:    -2,563      6,096       -854       -654      1,841     -1,523     -8,981      1,688      1,093      2,479     -2,619:      286    -2,501
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       20.4       14.4       12.2       17.7        7.8        8.2       27.5        1.7        4.2        5.5:      9.1       4.4
Old  :     100.0:      16.3       20.4       14.4       12.2       17.7        7.8        8.2       27.5        1.7        4.2        5.5:      9.1       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       209:        52         43         12         14         24         28         40         36         12         39         35:
Old  :       209:        52         43         12         14         24         28         40         36         12         39         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       29.9       45.1       46.2       13.6       12.0       19.0       17.5
Old  :                 30.2       29.9       45.1       46.2       13.6       12.0       19.0       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, May 1, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   733,792:   121,935    142,846    106,104     89,586    127,506     58,584     68,802    199,153     11,529     28,555     42,970:   66,011    34,374
Old  :   733,792:   121,935    142,846    106,104     89,586    127,506     58,584     68,802    199,153     11,529     28,555     42,970:   66,011    34,374
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2007                                                                   :
     :   -12,490:       129      1,324      2,892        999     -4,351       -615     -1,469        550     -2,541     -3,283     -6,566:   -1,988       306
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       19.5       14.5       12.2       17.4        8.0        9.4       27.1        1.6        3.9        5.9:      9.0       4.7
Old  :     100.0:      16.6       19.5       14.5       12.2       17.4        8.0        9.4       27.1        1.6        3.9        5.9:      9.0       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       201:        53         43         13         13         24         30         31         34         14         36         34:
Old  :       201:        53         43         13         13         24         30         31         34         14         36         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       30.1       44.8       46.4       13.7       12.3       19.0       17.6
Old  :                 30.1       30.1       44.8       46.4       13.7       12.3       19.0       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   746,282:   121,806    141,522    103,212     88,587    131,857     59,199     70,271    198,603     14,070     31,838     49,536:   67,999    34,068
Old  :   746,282:   121,806    141,522    103,212     88,587    131,857     59,199     70,271    198,603     14,070     31,838     49,536:   67,999    34,068
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2007                                                                   :
     :    -8,994:    -1,002     -2,940     -2,294     -2,289        444       -596        505     -4,328       -320        434     -1,883:      985     1,063
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       19.0       13.8       11.9       17.7        7.9        9.4       26.6        1.9        4.3        6.6:      9.1       4.6
Old  :     100.0:      16.3       19.0       13.8       11.9       17.7        7.9        9.4       26.6        1.9        4.3        6.6:      9.1       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       208:        53         44         13         14         26         32         29         32         18         36         40:
Old  :       208:        53         44         13         14         26         32         29         32         18         36         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       29.1       43.9       45.3       13.0       12.1       18.2       17.2
Old  :                 29.8       29.1       43.9       45.3       13.0       12.1       18.2       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   755,276:   122,808    144,462    105,506     90,876    131,413     59,795     69,766    202,931     14,390     31,404     51,419:   67,014    33,005
Old  :   755,276:   122,808    144,462    105,506     90,876    131,413     59,795     69,766    202,931     14,390     31,404     51,419:   67,014    33,005
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 10, 2007                                                                   :
     :     3,838:    13,707      4,034      3,830        690      2,865     -7,900      5,499     -2,226     -2,475     -7,431       -307:   -3,656       714
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       19.1       14.0       12.0       17.4        7.9        9.2       26.9        1.9        4.2        6.8:      8.9       4.4
Old  :     100.0:      16.3       19.1       14.0       12.0       17.4        7.9        9.2       26.9        1.9        4.2        6.8:      8.9       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       204:        52         43         12         15         26         30         28         32         18         36         40:
Old  :       204:        52         43         12         15         26         30         28         32         18         36         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       28.9       43.4       45.0       13.0       12.7       18.1       18.1
Old  :                 29.7       28.9       43.4       45.0       13.0       12.7       18.1       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 10, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   751,438:   109,101    140,428    101,676     90,186    128,548     67,695     64,267    205,157     16,865     38,835     51,726:   70,670    32,291
Old  :   751,438:   109,101    140,428    101,676     90,186    128,548     67,695     64,267    205,157     16,865     38,835     51,726:   70,670    32,291
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 3, 2007                                                                    :
     :    12,286:      -413      4,533       -889        510     -5,806     10,125       -732       -270      2,190     10,600      1,267:    6,082     2,184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.5       18.7       13.5       12.0       17.1        9.0        8.6       27.3        2.2        5.2        6.9:      9.4       4.3
Old  :     100.0:      14.5       18.7       13.5       12.0       17.1        9.0        8.6       27.3        2.2        5.2        6.9:      9.4       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       212:        51         42         13         15         26         46         23         31         14         39         39:
Old  :       212:        51         42         13         15         26         46         23         31         14         39         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       28.7       43.1       44.9       12.9       12.7       17.5       18.1
Old  :                 29.8       28.7       43.1       44.9       12.9       12.7       17.5       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 3, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   739,152:   109,514    135,895    102,565     89,676    134,354     57,570     64,999    205,427     14,675     28,235     50,459:   64,588    30,107
Old  :   739,152:   109,514    135,895    102,565     89,676    134,354     57,570     64,999    205,427     14,675     28,235     50,459:   64,588    30,107
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2007                                                                   :
     :   -15,467:    -2,326        472     -1,426      5,055     -4,876     -1,396     -5,360     -4,208      2,790     -1,746       -504:   -3,521    -4,300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       18.4       13.9       12.1       18.2        7.8        8.8       27.8        2.0        3.8        6.8:      8.7       4.1
Old  :     100.0:      14.8       18.4       13.9       12.1       18.2        7.8        8.8       27.8        2.0        3.8        6.8:      8.7       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       202:        50         42         13         14         25         28         34         34         16         33         39:
Old  :       202:        50         42         13         14         25         28         34         34         16         33         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       28.8       44.0       45.2       13.1       12.4       17.9       17.9
Old  :                 30.4       28.8       44.0       45.2       13.1       12.4       17.9       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 27, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   754,619:   111,840    135,423    103,991     84,621    139,230     58,966     70,359    209,635     11,885     29,981     50,963:   68,109    34,407
Old  :   754,619:   111,840    135,423    103,991     84,621    139,230     58,966     70,359    209,635     11,885     29,981     50,963:   68,109    34,407
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2007                                                                   :
     :   -20,846:    -7,759     -2,887      5,225     -3,612     -2,858    -10,619    -15,684     -5,763     -3,954      6,738      1,427:    3,455     1,793
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       17.9       13.8       11.2       18.5        7.8        9.3       27.8        1.6        4.0        6.8:      9.0       4.6
Old  :     100.0:      14.8       17.9       13.8       11.2       18.5        7.8        9.3       27.8        1.6        4.0        6.8:      9.0       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        54         45         13         13         24         30         34         36         17         35         44:
Old  :       210:        54         45         13         13         24         30         34         36         17         35         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       28.4       44.1       44.4       12.8       11.6       17.8       16.9
Old  :                 30.3       28.4       44.1       44.4       12.8       11.6       17.8       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 20, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   775,465:   119,599    138,310     98,766     88,233    142,088     69,585     86,043    215,398     15,839     23,243     49,536:   64,654    32,614
Old  :   775,465:   119,599    138,310     98,766     88,233    142,088     69,585     86,043    215,398     15,839     23,243     49,536:   64,654    32,614
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2007                                                                   :
     :     6,543:     5,302      2,165      1,360     -3,946        307      1,492      8,363     -1,550      3,267      5,627     -1,111:   -2,524    -3,312
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4       17.8       12.7       11.4       18.3        9.0       11.1       27.8        2.0        3.0        6.4:      8.3       4.2
Old  :     100.0:      15.4       17.8       12.7       11.4       18.3        9.0       11.1       27.8        2.0        3.0        6.4:      8.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       217:        57         46         12         14         25         30         41         37         21         31         40:
Old  :       217:        57         46         12         14         25         30         41         37         21         31         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       27.9       44.2       43.8       13.2       11.7       17.8       18.1
Old  :                 31.2       27.9       44.2       43.8       13.2       11.7       17.8       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   768,922:   114,297    136,145     97,406     92,179    141,781     68,093     77,680    216,948     12,572     17,616     50,647:   67,178    35,926
Old  :   768,922:   114,297    136,145     97,406     92,179    141,781     68,093     77,680    216,948     12,572     17,616     50,647:   67,178    35,926
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2007                                                                    :
     :    13,389:     3,384     -4,207      1,544     -4,578     -3,054     -1,120     17,464      4,224      1,417     -4,076      1,694:    5,300     5,922
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.9       17.7       12.7       12.0       18.4        8.9       10.1       28.2        1.6        2.3        6.6:      8.7       4.7
Old  :     100.0:      14.9       17.7       12.7       12.0       18.4        8.9       10.1       28.2        1.6        2.3        6.6:      8.7       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        51         45         13         13         24         28         41         36         19         27         37:
Old  :       206:        51         45         13         13         24         28         41         36         19         27         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       27.4       44.9       43.8       13.2       12.3       17.7       18.0
Old  :                 31.9       27.4       44.9       43.8       13.2       12.3       17.7       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   755,533:   110,913    140,352     95,862     96,757    144,835     69,213     60,216    212,724     11,155     21,692     48,953:   61,878    30,004
Old  :   755,533:   110,913    140,352     95,862     96,757    144,835     69,213     60,216    212,724     11,155     21,692     48,953:   61,878    30,004
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 27, 2007                                                                :
     :     3,072:      -202        243      5,425     -1,812      1,740      1,212      8,049     -4,411     -1,011      1,337     -1,336:    1,655      -738
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.7       18.6       12.7       12.8       19.2        9.2        8.0       28.2        1.5        2.9        6.5:      8.2       4.0
Old  :     100.0:      14.7       18.6       12.7       12.8       19.2        9.2        8.0       28.2        1.5        2.9        6.5:      8.2       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       202:        51         44         12         15         26         33         35         37         16         31         35:
Old  :       202:        51         44         12         15         26         33         35         37         16         31         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       26.5       45.3       43.7       13.6       13.6       18.0       19.0
Old  :                 31.9       26.5       45.3       43.7       13.6       13.6       18.0       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   752,461:   111,115    140,109     90,437     98,569    143,095     68,001     52,167    217,135     12,166     20,355     50,289:   60,223    30,742
Old  :   752,461:   111,115    140,109     90,437     98,569    143,095     68,001     52,167    217,135     12,166     20,355     50,289:   60,223    30,742
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 20, 2007                                                                :
     :   -94,799:   -30,382    -17,810        246      3,041     -4,721    -16,655     -3,643    -48,445      8,775    -17,456     -2,620:     -997    -3,145
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       18.6       12.0       13.1       19.0        9.0        6.9       28.9        1.6        2.7        6.7:      8.0       4.1
Old  :     100.0:      14.8       18.6       12.0       13.1       19.0        9.0        6.9       28.9        1.6        2.7        6.7:      8.0       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       195:        50         42         11         14         24         33         32         35         14         31         38:
Old  :       195:        50         42         11         14         24         33         32         35         14         31         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       26.9       45.1       44.1       13.4       13.7       17.6       18.9
Old  :                 32.1       26.9       45.1       44.1       13.4       13.7       17.6       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   847,260:   141,497    157,919     90,191     95,528    147,816     84,656     55,810    265,580      3,391     37,811     52,909:   61,220    33,887
Old  :   847,260:   141,497    157,919     90,191     95,528    147,816     84,656     55,810    265,580      3,391     37,811     52,909:   61,220    33,887
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 13, 2007                                                                :
     :    -7,436:     2,721      1,307      2,137      4,228     -6,745       -144       -941     -1,205     -1,397     -1,296     -1,210:   -1,593    -1,574
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.7       18.6       10.6       11.3       17.4       10.0        6.6       31.3        0.4        4.5        6.2:      7.2       4.0
Old  :     100.0:      16.7       18.6       10.6       11.3       17.4       10.0        6.6       31.3        0.4        4.5        6.2:      7.2       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       213:        56         42         11         15         25         37         33         41         15         37         45:
Old  :       213:        56         42         11         15         25         37         33         41         15         37         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       28.4       45.8       44.4       11.8       13.2       16.5       17.5
Old  :                 33.7       28.4       45.8       44.4       11.8       13.2       16.5       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   854,696:   138,776    156,612     88,054     91,300    154,561     84,800     56,751    266,785      4,788     39,107     54,119:   62,813    35,461
Old  :   854,696:   138,776    156,612     88,054     91,300    154,561     84,800     56,751    266,785      4,788     39,107     54,119:   62,813    35,461
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 6, 2007                                                                 :
     :   -10,583:     3,589      3,889      5,072       -346        796      1,708     -1,653    -21,633     -1,927      5,147      6,879:   -5,067    -3,662
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       18.3       10.3       10.7       18.1        9.9        6.6       31.2        0.6        4.6        6.3:      7.3       4.1
Old  :     100.0:      16.2       18.3       10.3       10.7       18.1        9.9        6.6       31.2        0.6        4.6        6.3:      7.3       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       213:        54         42         10         15         24         36         34         38         16         34         48:
Old  :       213:        54         42         10         15         24         36         34         38         16         34         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       28.6       46.4       44.8       11.7       13.0       16.3       17.2
Old  :                 33.9       28.6       46.4       44.8       11.7       13.0       16.3       17.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   865,279:   135,187    152,723     82,982     91,646    153,765     83,092     58,404    288,418      6,715     33,960     47,240:   67,880    39,123
Old  :   865,279:   135,187    152,723     82,982     91,646    153,765     83,092     58,404    288,418      6,715     33,960     47,240:   67,880    39,123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 30, 2007                                                                 :
     :   -39,659:    -4,594     -1,934       -431       -541       -494      1,262     -3,269    -38,333     -1,828      3,836     -1,294:    6,053     2,370
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       17.7        9.6       10.6       17.8        9.6        6.7       33.3        0.8        3.9        5.5:      7.8       4.5
Old  :     100.0:      15.6       17.7        9.6       10.6       17.8        9.6        6.7       33.3        0.8        3.9        5.5:      7.8       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       193:        52         40          9         16         23         32         31         35         17         29         42:
Old  :       193:        52         40          9         16         23         32         31         35         17         29         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       31.4       48.2       47.7       11.9       12.7       15.6       16.8
Old  :                 35.8       31.4       48.2       47.7       11.9       12.7       15.6       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   904,938:   139,781    154,657     83,413     92,187    154,259     81,830     61,673    326,751      8,543     30,124     48,534:   61,827    36,753
Old  :   904,938:   139,781    154,657     83,413     92,187    154,259     81,830     61,673    326,751      8,543     30,124     48,534:   61,827    36,753
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 23, 2007                                                                 :
     :   -19,460:    -9,254     -6,869     -1,970     -2,661       -512    -10,749    -14,340      7,965      2,912      4,006     -5,047:   -2,805    -2,002
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4       17.1        9.2       10.2       17.0        9.0        6.8       36.1        0.9        3.3        5.4:      6.8       4.1
Old  :     100.0:      15.4       17.1        9.2       10.2       17.0        9.0        6.8       36.1        0.9        3.3        5.4:      6.8       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        52         41          9         17         24         36         35         36         16         31         44:
Old  :       206:        52         41          9         17         24         36         35         36         16         31         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       35.1       50.5       50.9       11.5       12.1       14.8       15.9
Old  :                 38.3       35.1       50.5       50.9       11.5       12.1       14.8       15.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   924,398:   149,035    161,526     85,383     94,848    154,771     92,579     76,013    318,786      5,631     26,118     53,581:   64,632    38,755
Old  :   924,398:   149,035    161,526     85,383     94,848    154,771     92,579     76,013    318,786      5,631     26,118     53,581:   64,632    38,755
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 16, 2007                                                                 :
     :     6,345:     3,658      3,385       -341      2,296     -2,402     -7,458    -13,351      9,732     -3,019      1,806      5,073:    1,102      -194
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       17.5        9.2       10.3       16.7       10.0        8.2       34.5        0.6        2.8        5.8:      7.0       4.2
Old  :     100.0:      16.1       17.5        9.2       10.3       16.7       10.0        8.2       34.5        0.6        2.8        5.8:      7.0       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:        57         45         11         15         24         32         40         39         17         35         49:
Old  :       215:        57         45         11         15         24         32         40         39         17         35         49:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       34.2       49.9       50.0       12.1       12.2       15.9       16.1
Old  :                 37.6       34.2       49.9       50.0       12.1       12.2       15.9       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   918,053:   145,377    158,141     85,724     92,552    157,173    100,037     89,364    309,054      8,650     24,312     48,508:   63,530    38,949
Old  :   918,053:   145,377    158,141     85,724     92,552    157,173    100,037     89,364    309,054      8,650     24,312     48,508:   63,530    38,949
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 9, 2007                                                                  :
     :    30,543:     4,191      5,198     12,573      4,861        966        747      3,412      5,331     -1,151      4,048      2,818:    5,068     3,909
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       17.2        9.3       10.1       17.1       10.9        9.7       33.7        0.9        2.6        5.3:      6.9       4.2
Old  :     100.0:      15.8       17.2        9.3       10.1       17.1       10.9        9.7       33.7        0.9        2.6        5.3:      6.9       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       219:        55         46         12         13         23         28         47         39         17         36         40:
Old  :       219:        55         46         12         13         23         28         47         39         17         36         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       34.1       50.7       49.7       13.2       11.9       17.1       16.4
Old  :                 38.6       34.1       50.7       49.7       13.2       11.9       17.1       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   887,510:   141,186    152,943     73,151     87,691    156,207     99,290     85,952    303,723      9,801     20,264     45,690:   58,462    35,040
Old  :   887,510:   141,186    152,943     73,151     87,691    156,207     99,290     85,952    303,723      9,801     20,264     45,690:   58,462    35,040
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2007                                                                  :
     :    11,889:     8,332      1,336      5,383        114     -2,199      4,558      2,577      4,154     -5,853      5,653      2,431:   -4,917    -2,177
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       17.2        8.2        9.9       17.6       11.2        9.7       34.2        1.1        2.3        5.1:      6.6       3.9
Old  :     100.0:      15.9       17.2        8.2        9.9       17.6       11.2        9.7       34.2        1.1        2.3        5.1:      6.6       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       222:        56         43         12         14         24         32         47         40         16         36         37:
Old  :       222:        56         43         12         14         24         32         47         40         16         36         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       34.5       50.8       50.5       12.7       12.1       16.4       16.7
Old  :                 39.3       34.5       50.8       50.5       12.7       12.1       16.4       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 3, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   875,621:   132,854    151,607     67,768     87,577    158,406     94,732     83,375    299,569     15,654     14,611     43,259:   63,379    37,217
Old  :   875,621:   132,854    151,607     67,768     87,577    158,406     94,732     83,375    299,569     15,654     14,611     43,259:   63,379    37,217
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 26, 2006                                                                :
     :    -1,201:    -9,459     -5,905      2,940     -9,725      3,388      2,168      3,028      4,579      2,316     -1,469        645:   -7,778     4,258
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       17.3        7.7       10.0       18.1       10.8        9.5       34.2        1.8        1.7        4.9:      7.2       4.3
Old  :     100.0:      15.2       17.3        7.7       10.0       18.1       10.8        9.5       34.2        1.8        1.7        4.9:      7.2       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        53         42         12         14         24         28         45         36         23         24         36:
Old  :       210:        53         42         12         14         24         28         45         36         23         24         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       34.2       51.1       50.3       13.0       11.8       16.5       16.6
Old  :                 39.5       34.2       51.1       50.3       13.0       11.8       16.5       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   876,822:   142,313    157,512     64,828     97,302    155,018     92,564     80,347    294,990     13,338     16,080     42,614:   71,157    32,959
Old  :   876,822:   142,313    157,512     64,828     97,302    155,018     92,564     80,347    294,990     13,338     16,080     42,614:   71,157    32,959
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 19, 2006                                                                :
     :   -18,259:    -1,420     -6,762      1,189       -445     -1,908    -12,773      3,112     -2,013     -1,610     -5,725       -528:      804    -3,990
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       18.0        7.4       11.1       17.7       10.6        9.2       33.6        1.5        1.8        4.9:      8.1       3.8
Old  :     100.0:      16.2       18.0        7.4       11.1       17.7       10.6        9.2       33.6        1.5        1.8        4.9:      8.1       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       209:        57         42         10         16         25         30         43         36         17         28         35:
Old  :       209:        57         42         10         16         25         30         43         36         17         28         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       33.7       50.3       50.1       12.9       12.0       16.3       16.9
Old  :                 38.5       33.7       50.3       50.1       12.9       12.0       16.3       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   895,081:   143,733    164,274     63,639     97,747    156,926    105,337     77,235    297,003     14,948     21,805     43,142:   70,353    36,949
Old  :   895,081:   143,733    164,274     63,639     97,747    156,926    105,337     77,235    297,003     14,948     21,805     43,142:   70,353    36,949
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 12, 2006                                                                :
     :     1,531:     2,188       -434      2,150    -10,502      3,990     -3,183      4,831     -1,134    -10,699        718       -929:    9,148     4,991
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       18.4        7.1       10.9       17.5       11.8        8.6       33.2        1.7        2.4        4.8:      7.9       4.1
Old  :     100.0:      16.1       18.4        7.1       10.9       17.5       11.8        8.6       33.2        1.7        2.4        4.8:      7.9       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       214:        55         43          9         17         25         27         46         39         22         27         42:
Old  :       214:        55         43          9         17         25         27         46         39         22         27         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       32.6       51.4       48.6       14.1       11.3       17.4       15.8
Old  :                 39.0       32.6       51.4       48.6       14.1       11.3       17.4       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   893,550:   141,545    164,708     61,489    108,249    152,936    108,520     72,404    298,137     25,647     21,087     44,071:   61,205    31,958
Old  :   893,550:   141,545    164,708     61,489    108,249    152,936    108,520     72,404    298,137     25,647     21,087     44,071:   61,205    31,958
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 5, 2006                                                                 :
     :    -2,334:    -1,480      3,743       -563     -5,023      3,533      1,477      4,936     -2,583     -2,872      2,073     -1,956:    2,110    -7,057
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       18.4        6.9       12.1       17.1       12.1        8.1       33.4        2.9        2.4        4.9:      6.8       3.6
Old  :     100.0:      15.8       18.4        6.9       12.1       17.1       12.1        8.1       33.4        2.9        2.4        4.9:      6.8       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        53         44          8         17         23         26         43         41         25         25         42:
Old  :       210:        53         44          8         17         23         26         43         41         25         25         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       32.8       52.2       49.2       14.5       11.7       18.1       16.3
Old  :                 40.1       32.8       52.2       49.2       14.5       11.7       18.1       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 5, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   895,884:   143,025    160,965     62,052    113,272    149,403    107,043     67,468    300,720     28,519     19,014     46,027:   59,095    39,015
Old  :   895,884:   143,025    160,965     62,052    113,272    149,403    107,043     67,468    300,720     28,519     19,014     46,027:   59,095    39,015
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 28, 2006                                                                :
     :    10,566:     4,349      3,440        359        736     -6,996      5,536      9,326      1,664      1,774        448        182:    3,698     1,766
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       18.0        6.9       12.6       16.7       11.9        7.5       33.6        3.2        2.1        5.1:      6.6       4.4
Old  :     100.0:      16.0       18.0        6.9       12.6       16.7       11.9        7.5       33.6        3.2        2.1        5.1:      6.6       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        53         42          8         17         23         28         39         39         28         23         39:
Old  :       206:        53         42          8         17         23         28         39         39         28         23         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       32.6       51.3       48.7       14.5       11.7       18.1       16.1
Old  :                 39.7       32.6       51.3       48.7       14.5       11.7       18.1       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   885,318:   138,676    157,525     61,693    112,536    156,399    101,507     58,142    299,056     26,745     18,566     45,845:   55,397    37,249
Old  :   885,318:   138,676    157,525     61,693    112,536    156,399    101,507     58,142    299,056     26,745     18,566     45,845:   55,397    37,249
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 21, 2006                                                                :
     :   -21,471:    -5,220     -3,180     -1,451        567     -9,835     -2,934     -2,278        532      5,563     -3,159     -3,654:   -4,472      -464
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       17.8        7.0       12.7       17.7       11.5        6.6       33.8        3.0        2.1        5.2:      6.3       4.2
Old  :     100.0:      15.7       17.8        7.0       12.7       17.7       11.5        6.6       33.8        3.0        2.1        5.2:      6.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       205:        53         41          8         19         25         29         33         37         27         24         41:
Old  :       205:        53         41          8         19         25         29         33         37         27         24         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       33.4       51.1       49.7       13.8       11.7       17.4       16.3
Old  :                 39.4       33.4       51.1       49.7       13.8       11.7       17.4       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   906,789:   143,896    160,705     63,144    111,969    166,234    104,441     60,420    298,524     21,182     21,725     49,499:   59,869    37,713
Old  :   906,789:   143,896    160,705     63,144    111,969    166,234    104,441     60,420    298,524     21,182     21,725     49,499:   59,869    37,713
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2006                                                                :
     :    -4,312:    -2,873       -623      7,795      1,542     -2,363     -7,470        219     -3,964      6,390        502      2,208:   -4,035    -1,833
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       17.7        7.0       12.3       18.3       11.5        6.7       32.9        2.3        2.4        5.5:      6.6       4.2
Old  :     100.0:      15.9       17.7        7.0       12.3       18.3       11.5        6.7       32.9        2.3        2.4        5.5:      6.6       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       212:        56         43          9         20         28         30         35         41         24         29         43:
Old  :       212:        56         43          9         20         28         30         35         41         24         29         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       32.4       50.7       48.6       13.8       11.6       17.2       16.5
Old  :                 38.6       32.4       50.7       48.6       13.8       11.6       17.2       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   911,101:   146,769    161,328     55,349    110,427    168,597    111,911     60,201    302,488     14,792     21,223     47,291:   63,904    39,546
Old  :   911,101:   146,769    161,328     55,349    110,427    168,597    111,911     60,201    302,488     14,792     21,223     47,291:   63,904    39,546
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 7, 2006                                                                 :
     :     7,150:     3,022      2,266     -1,586       -495      6,586       -525     -4,362     -5,259      4,213      3,022      2,600:   -1,901     2,792
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       17.7        6.1       12.1       18.5       12.3        6.6       33.2        1.6        2.3        5.2:      7.0       4.3
Old  :     100.0:      16.1       17.7        6.1       12.1       18.5       12.3        6.6       33.2        1.6        2.3        5.2:      7.0       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        58         44         11         17         26         30         35         43         20         26         39:
Old  :       207:        58         44         11         17         26         30         35         43         20         26         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       32.7       50.7       48.8       13.5       11.0       16.7       15.7
Old  :                 39.5       32.7       50.7       48.8       13.5       11.0       16.7       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   903,951:   143,747    159,062     56,935    110,922    162,011    112,436     64,563    307,747     10,579     18,201     44,691:   65,805    36,754
Old  :   903,951:   143,747    159,062     56,935    110,922    162,011    112,436     64,563    307,747     10,579     18,201     44,691:   65,805    36,754
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 31, 2006                                                                 :
     :    -3,925:    -1,339     -2,484      5,743       -483        147     -1,780      2,385        996     -3,230        340     -2,826:   -1,636    -2,000
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       17.6        6.3       12.3       17.9       12.4        7.1       34.0        1.2        2.0        4.9:      7.3       4.1
Old  :     100.0:      15.9       17.6        6.3       12.3       17.9       12.4        7.1       34.0        1.2        2.0        4.9:      7.3       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       208:        59         45         11         17         26         29         38         39         20         23         38:
Old  :       208:        59         45         11         17         26         29         38         39         20         23         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       32.8       51.4       49.4       13.8       10.9       17.1       15.7
Old  :                 40.1       32.8       51.4       49.4       13.8       10.9       17.1       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 31, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   907,876:   145,086    161,546     51,192    111,405    161,864    114,216     62,178    306,751     13,809     17,861     47,517:   67,441    38,754
Old  :   907,876:   145,086    161,546     51,192    111,405    161,864    114,216     62,178    306,751     13,809     17,861     47,517:   67,441    38,754
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 24, 2006                                                                 :
     :   -26,874:    -7,882     -2,932        423     -2,157     -4,356     -1,128      6,912     -6,401     -1,830    -16,623       -199:   -5,501    -1,118
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       17.8        5.6       12.3       17.8       12.6        6.8       33.8        1.5        2.0        5.2:      7.4       4.3
Old  :     100.0:      16.0       17.8        5.6       12.3       17.8       12.6        6.8       33.8        1.5        2.0        5.2:      7.4       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        61         47         11         17         27         31         37         39         18         26         36:
Old  :       210:        61         47         11         17         27         31         37         39         18         26         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       32.5       50.8       49.1       13.8       10.6       16.7       15.4
Old  :                 40.0       32.5       50.8       49.1       13.8       10.6       16.7       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 24, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   934,750:   152,968    164,478     50,769    113,562    166,220    115,344     55,266    313,152     15,639     34,484     47,716:   72,942    39,872
Old  :   934,750:   152,968    164,478     50,769    113,562    166,220    115,344     55,266    313,152     15,639     34,484     47,716:   72,942    39,872
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 17, 2006                                                                 :
     :    -5,787:    -1,423     -2,562     -3,977     -2,961      2,073      3,002     -4,970     -4,410     -3,524      5,396      4,505:   -2,033    -2,858
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       17.6        5.4       12.1       17.8       12.3        5.9       33.5        1.7        3.7        5.1:      7.8       4.3
Old  :     100.0:      16.4       17.6        5.4       12.1       17.8       12.3        5.9       33.5        1.7        3.7        5.1:      7.8       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       212:        64         46         10         17         25         31         34         40         16         31         41:
Old  :       212:        64         46         10         17         25         31         34         40         16         31         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       32.1       50.7       48.3       13.0       11.4       16.0       15.5
Old  :                 39.5       32.1       50.7       48.3       13.0       11.4       16.0       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   940,537:   154,391    167,040     54,746    116,523    164,147    112,342     60,236    317,562     19,163     29,088     43,211:   74,975    42,730
Old  :   940,537:   154,391    167,040     54,746    116,523    164,147    112,342     60,236    317,562     19,163     29,088     43,211:   74,975    42,730
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 10, 2006                                                                 :
     :     9,635:      -299     -1,172     -1,351     -3,695      2,162       -202      1,970     11,114        -14      1,376     -4,006:    2,231     1,886
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       17.8        5.8       12.4       17.5       11.9        6.4       33.8        2.0        3.1        4.6:      8.0       4.5
Old  :     100.0:      16.4       17.8        5.8       12.4       17.5       11.9        6.4       33.8        2.0        3.1        4.6:      8.0       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        64         47         10         16         25         32         37         37         13         30         39:
Old  :       210:        64         47         10         16         25         32         37         37         13         30         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       32.3       50.0       48.0       13.1       10.7       16.6       14.7
Old  :                 39.0       32.3       50.0       48.0       13.1       10.7       16.6       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 10, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   930,902:   154,690    168,212     56,097    120,218    161,985    112,544     58,266    306,448     19,177     27,712     47,217:   72,744    40,844
Old  :   930,902:   154,690    168,212     56,097    120,218    161,985    112,544     58,266    306,448     19,177     27,712     47,217:   72,744    40,844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 3, 2006                                                                  :
     :   -15,389:     1,853     -1,735     -1,870        328     -4,640    -13,716    -14,488      4,611         51      1,953     -2,378:      700       960
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       18.1        6.0       12.9       17.4       12.1        6.3       32.9        2.1        3.0        5.1:      7.8       4.4
Old  :     100.0:      16.6       18.1        6.0       12.9       17.4       12.1        6.3       32.9        2.1        3.0        5.1:      7.8       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        64         47         11         15         25         29         36         37         13         32         41:
Old  :       210:        64         47         11         15         25         29         36         37         13         32         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       32.5       49.7       48.0       13.2       11.0       16.8       15.3
Old  :                 39.1       32.5       49.7       48.0       13.2       11.0       16.8       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   946,291:   152,837    169,947     57,967    119,890    166,625    126,260     72,754    301,837     19,126     25,759     49,595:   72,044    39,884
Old  :   946,291:   152,837    169,947     57,967    119,890    166,625    126,260     72,754    301,837     19,126     25,759     49,595:   72,044    39,884
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 26, 2006                                                               :
     :       335:    -4,587     -6,684        -10      7,411     -5,707      7,844     -3,137      7,296     -1,707      2,636        636:   -3,430    -2,116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       18.0        6.1       12.7       17.6       13.3        7.7       31.9        2.0        2.7        5.2:      7.6       4.2
Old  :     100.0:      16.2       18.0        6.1       12.7       17.6       13.3        7.7       31.9        2.0        2.7        5.2:      7.6       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       214:        65         49         12         14         25         34         35         38         14         32         37:
Old  :       214:        65         49         12         14         25         34         35         38         14         32         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       31.7       50.0       47.0       13.7       10.8       17.2       15.0
Old  :                 39.4       31.7       50.0       47.0       13.7       10.8       17.2       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   945,956:   157,424    176,631     57,977    112,479    172,332    118,416     75,891    294,541     20,833     23,123     48,959:   75,474    42,000
Old  :   945,956:   157,424    176,631     57,977    112,479    172,332    118,416     75,891    294,541     20,833     23,123     48,959:   75,474    42,000
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 19, 2006                                                               :
     :    -3,842:    -5,859      4,641     -1,291     -2,140      1,714     17,724     10,166    -21,748      5,776      6,016     -2,503:    2,345        12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       18.7        6.1       11.9       18.2       12.5        8.0       31.1        2.2        2.4        5.2:      8.0       4.4
Old  :     100.0:      16.6       18.7        6.1       11.9       18.2       12.5        8.0       31.1        2.2        2.4        5.2:      8.0       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:        67         52         12         14         25         34         39         38         18         31         38:
Old  :       220:        67         52         12         14         25         34         39         38         18         31         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       30.8       49.0       46.3       13.1       10.6       16.4       14.8
Old  :                 38.7       30.8       49.0       46.3       13.1       10.6       16.4       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 19, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   949,798:   163,283    171,990     59,268    114,619    170,618    100,692     65,725    316,289     15,057     17,107     51,462:   73,129    41,988
Old  :   949,798:   163,283    171,990     59,268    114,619    170,618    100,692     65,725    316,289     15,057     17,107     51,462:   73,129    41,988
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 12, 2006                                                               :
     :    11,945:     7,392      2,770      1,119     -1,615      4,034     -6,911     -1,150     11,287      1,370      2,750     -4,582:   -1,764    -1,549
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.2       18.1        6.2       12.1       18.0       10.6        6.9       33.3        1.6        1.8        5.4:      7.7       4.4
Old  :     100.0:      17.2       18.1        6.2       12.1       18.0       10.6        6.9       33.3        1.6        1.8        5.4:      7.7       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       225:        66         49         14         14         26         35         39         37         21         29         42:
Old  :       225:        66         49         14         14         26         35         39         37         21         29         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       33.5       47.3       48.7       10.0       10.3       13.1       14.3
Old  :                 38.0       33.5       47.3       48.7       10.0       10.3       13.1       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   937,853:   155,891    169,220     58,149    116,234    166,584    107,603     66,875    305,002     13,687     14,357     56,044:   74,893    43,537
Old  :   937,853:   155,891    169,220     58,149    116,234    166,584    107,603     66,875    305,002     13,687     14,357     56,044:   74,893    43,537
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 5, 2006                                                                :
     :    21,501:     4,336      5,619     -2,544        287      5,625     21,683      8,175        407     -5,969       -585      7,241:   -9,278    -5,268
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       18.0        6.2       12.4       17.8       11.5        7.1       32.5        1.5        1.5        6.0:      8.0       4.6
Old  :     100.0:      16.6       18.0        6.2       12.4       17.8       11.5        7.1       32.5        1.5        1.5        6.0:      8.0       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:        65         49         14         15         27         31         40         41         26         30         44:
Old  :       229:        65         49         14         15         27         31         40         41         26         30         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       32.7       48.0       48.2       10.8       10.6       13.9       14.7
Old  :                 38.1       32.7       48.0       48.2       10.8       10.6       13.9       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 5, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   916,352:   151,555    163,601     60,693    115,947    160,959     85,920     58,700    304,595     19,656     14,942     48,803:   84,171    48,805
Old  :   916,352:   151,555    163,601     60,693    115,947    160,959     85,920     58,700    304,595     19,656     14,942     48,803:   84,171    48,805
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 29, 2006                                                                  :
     :    -6,645:   -19,266    -29,564      4,368      1,262      1,031     -9,133      9,211     -2,468      4,479       -538     -4,120:   18,464    18,541
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.5       17.9        6.6       12.7       17.6        9.4        6.4       33.2        2.1        1.6        5.3:      9.2       5.3
Old  :     100.0:      16.5       17.9        6.6       12.7       17.6        9.4        6.4       33.2        2.1        1.6        5.3:      9.2       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       227:        65         48         13         17         28         38         35         43         28         21         41:
Old  :       227:        65         48         13         17         28         38         35         43         28         21         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       33.5       47.2       48.6        9.1       10.3       12.5       14.7
Old  :                 37.0       33.5       47.2       48.6        9.1       10.3       12.5       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 29, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   922,997:   170,821    193,165     56,325    114,685    159,928     95,053     49,489    307,063     15,177     15,480     52,923:   65,707    30,264
Old  :   922,997:   170,821    193,165     56,325    114,685    159,928     95,053     49,489    307,063     15,177     15,480     52,923:   65,707    30,264
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 22, 2006                                                                  :
     :   -20,618:    23,577     28,274      1,046      2,254     -2,352      6,361     -4,671    -31,598     -2,414     -2,463     -7,409:   -7,829    -2,653
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.5       20.9        6.1       12.4       17.3       10.3        5.4       33.3        1.6        1.7        5.7:      7.1       3.3
Old  :     100.0:      18.5       20.9        6.1       12.4       17.3       10.3        5.4       33.3        1.6        1.7        5.7:      7.1       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:        63         49         14         16         27         42         25         38         26         25         46:
Old  :       220:        63         49         14         16         27         42         25         38         26         25         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       33.4       48.2       48.4        9.7       10.1       12.4       14.3
Old  :                 37.7       33.4       48.2       48.4        9.7       10.1       12.4       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 22, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   943,615:   147,244    164,891     55,279    112,431    162,280     88,692     54,160    338,661     17,591     17,943     60,332:   73,536    32,917
Old  :   943,615:   147,244    164,891     55,279    112,431    162,280     88,692     54,160    338,661     17,591     17,943     60,332:   73,536    32,917
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2006                                                                  :
     :    -4,225:     4,017      4,273      2,233      2,764        659      8,052      6,761    -30,755      1,053        -99     12,382:   -1,866      -210
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       17.5        5.9       11.9       17.2        9.4        5.7       35.9        1.9        1.9        6.4:      7.8       3.5
Old  :     100.0:      15.6       17.5        5.9       11.9       17.2        9.4        5.7       35.9        1.9        1.9        6.4:      7.8       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       225:        66         49         12         16         27         40         26         37         26         28         45:
Old  :       225:        66         49         12         16         27         40         26         37         26         28         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       33.1       46.8       47.9        8.7       10.3       11.6       14.0
Old  :                 36.7       33.1       46.8       47.9        8.7       10.3       11.6       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 15, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   947,840:   143,227    160,618     53,046    109,667    161,621     80,640     47,399    369,416     16,538     18,042     47,950:   75,402    33,127
Old  :   947,840:   143,227    160,618     53,046    109,667    161,621     80,640     47,399    369,416     16,538     18,042     47,950:   75,402    33,127
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 8, 2006                                                                   :
     :     3,163:    -8,029     -5,436        635      1,021      3,119      3,462      2,011     -4,114        916        195      5,548:    1,626       819
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1       16.9        5.6       11.6       17.1        8.5        5.0       39.0        1.7        1.9        5.1:      8.0       3.5
Old  :     100.0:      15.1       16.9        5.6       11.6       17.1        8.5        5.0       39.0        1.7        1.9        5.1:      8.0       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       222:        64         50         11         17         26         41         25         37         26         27         47:
Old  :       222:        64         50         11         17         26         41         25         37         26         27         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       35.3       48.9       49.5        8.6        9.9       11.1       13.5
Old  :                 38.6       35.3       48.9       49.5        8.6        9.9       11.1       13.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 8, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   944,677:   151,256    166,054     52,411    108,646    158,502     77,178     45,388    373,530     15,622     17,847     42,402:   73,776    32,308
Old  :   944,677:   151,256    166,054     52,411    108,646    158,502     77,178     45,388    373,530     15,622     17,847     42,402:   73,776    32,308
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2006                                                                   :
     :    23,540:     2,157      6,825      2,151      5,763     -7,608      2,440        595     19,821        198     -2,411      2,389:    1,992    -1,834
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       17.6        5.5       11.5       16.8        8.2        4.8       39.5        1.7        1.9        4.5:      7.8       3.4
Old  :     100.0:      16.0       17.6        5.5       11.5       16.8        8.2        4.8       39.5        1.7        1.9        4.5:      7.8       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       223:        66         50         11         17         25         44         26         35         23         28         41:
Old  :       223:        66         50         11         17         25         44         26         35         23         28         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       35.8       49.3       49.5        8.3        9.5       10.7       13.0
Old  :                 38.4       35.8       49.3       49.5        8.3        9.5       10.7       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, August 1, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   921,137:   149,099    159,229     50,260    102,883    166,110     74,738     44,793    353,709     15,424     20,258     40,013:   71,784    34,142
Old  :   921,137:   149,099    159,229     50,260    102,883    166,110     74,738     44,793    353,709     15,424     20,258     40,013:   71,784    34,142
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 25, 2006                                                                    :
     :    28,315:    -3,324       -893     -1,631        163      9,045     -8,793     -4,600     32,463      4,095     -2,833     -1,319:   -2,221    -3,711
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       17.3        5.5       11.2       18.0        8.1        4.9       38.4        1.7        2.2        4.3:      7.8       3.7
Old  :     100.0:      16.2       17.3        5.5       11.2       18.0        8.1        4.9       38.4        1.7        2.2        4.3:      7.8       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       223:        65         50         10         17         25         38         28         38         29         25         44:
Old  :       223:        65         50         10         17         25         38         28         38         29         25         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       34.1       48.0       47.5        8.4        8.9       10.9       12.3
Old  :                 37.0       34.1       48.0       47.5        8.4        8.9       10.9       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 25, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   892,822:   152,423    160,122     51,891    102,720    157,065     83,531     49,393    321,246     11,329     23,091     41,332:   74,005    37,853
Old  :   892,822:   152,423    160,122     51,891    102,720    157,065     83,531     49,393    321,246     11,329     23,091     41,332:   74,005    37,853
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2006                                                                    :
     :      -456:    -2,152     -1,043       -415      4,220       -856      3,832     -8,377      3,789     -3,432      1,446      2,355:   -3,577    -1,990
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.1       17.9        5.8       11.5       17.6        9.4        5.5       36.0        1.3        2.6        4.6:      8.3       4.2
Old  :     100.0:      17.1       17.9        5.8       11.5       17.6        9.4        5.5       36.0        1.3        2.6        4.6:      8.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:        68         48         10         17         25         39         33         38         26         28         45:
Old  :       228:        68         48         10         17         25         39         33         38         26         28         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       31.6       46.4       45.5        9.1        8.8       11.8       12.6
Old  :                 35.4       31.6       46.4       45.5        9.1        8.8       11.8       12.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 18, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   893,278:   154,575    161,165     52,306     98,500    157,921     79,699     57,770    317,457     14,761     21,645     38,977:   77,582    39,843
Old  :   893,278:   154,575    161,165     52,306     98,500    157,921     79,699     57,770    317,457     14,761     21,645     38,977:   77,582    39,843
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 11, 2006                                                                    :
     :    20,488:     5,946      4,578       -437      4,281        979     -2,080     -6,999     15,887     -2,229      1,808       -797:    3,219       751
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.3       18.0        5.9       11.0       17.7        8.9        6.5       35.5        1.7        2.4        4.4:      8.7       4.5
Old  :     100.0:      17.3       18.0        5.9       11.0       17.7        8.9        6.5       35.5        1.7        2.4        4.4:      8.7       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       234:        68         49         10         15         22         38         38         43         29         27         46:
Old  :       234:        68         49         10         15         22         38         38         43         29         27         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       31.7       46.3       45.6        8.8        8.7       11.6       12.4
Old  :                 35.2       31.7       46.3       45.6        8.8        8.7       11.6       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   872,790:   148,629    156,587     52,743     94,219    156,942     81,779     64,769    301,570     16,990     19,837     39,774:   74,363    39,092
Old  :   872,790:   148,629    156,587     52,743     94,219    156,942     81,779     64,769    301,570     16,990     19,837     39,774:   74,363    39,092
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2006                                                                     :
     :    23,179:     5,767      4,985         43     -1,136      7,340      4,580      7,170     -1,605     -1,257       -965      4,919:    3,392     2,471
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       17.9        6.0       10.8       18.0        9.4        7.4       34.6        1.9        2.3        4.6:      8.5       4.5
Old  :     100.0:      17.0       17.9        6.0       10.8       18.0        9.4        7.4       34.6        1.9        2.3        4.6:      8.5       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:        68         49         11         14         22         37         39         41         29         26         41:
Old  :       230:        68         49         11         14         22         37         39         41         29         26         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       31.8       46.3       45.8        9.2        8.8       11.9       12.5
Old  :                 35.2       31.8       46.3       45.8        9.2        8.8       11.9       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, July 3, 2006                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   849,611:   142,862    151,602     52,700     95,355    149,602     77,199     57,599    303,175     18,247     20,802     34,855:   70,971    36,621
Old  :   849,611:   142,862    151,602     52,700     95,355    149,602     77,199     57,599    303,175     18,247     20,802     34,855:   70,971    36,621
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 27, 2006                                                                    :
     :    -8,425:      -398     -4,838      1,150        478      1,307        857        309     -2,582        497      1,317     -2,776:   -6,480    -1,640
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.8       17.8        6.2       11.2       17.6        9.1        6.8       35.7        2.1        2.4        4.1:      8.4       4.3
Old  :     100.0:      16.8       17.8        6.2       11.2       17.6        9.1        6.8       35.7        2.1        2.4        4.1:      8.4       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       224:        66         47         11         14         22         36         34         39         33         23         42:
Old  :       224:        66         47         11         14         22         36         34         39         33         23         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       32.7       47.4       46.9        9.7        9.0       12.5       12.9
Old  :                 36.1       32.7       47.4       46.9        9.7        9.0       12.5       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   858,036:   143,260    156,440     51,550     94,877    148,295     76,342     57,290    305,757     17,750     19,485     37,631:   77,451    38,261
Old  :   858,036:   143,260    156,440     51,550     94,877    148,295     76,342     57,290    305,757     17,750     19,485     37,631:   77,451    38,261
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2006                                                                    :
     :    -7,665:    -4,425     -5,241        -91      3,744     -1,757      4,556      8,447     -6,464      1,402     -3,987     -1,367:      481    -1,040
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.7       18.2        6.0       11.1       17.3        8.9        6.7       35.6        2.1        2.3        4.4:      9.0       4.5
Old  :     100.0:      16.7       18.2        6.0       11.1       17.3        8.9        6.7       35.6        2.1        2.3        4.4:      9.0       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       226:        66         50         10         15         22         37         36         39         33         20         42:
Old  :       226:        66         50         10         15         22         37         36         39         33         20         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       32.5       47.1       46.5        9.4        8.6       12.1       12.4
Old  :                 35.7       32.5       47.1       46.5        9.4        8.6       12.1       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   865,701:   147,685    161,681     51,641     91,133    150,052     71,786     48,843    312,221     16,348     23,472     38,998:   76,970    39,301
Old  :   865,701:   147,685    161,681     51,641     91,133    150,052     71,786     48,843    312,221     16,348     23,472     38,998:   76,970    39,301
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 13, 2006                                                                    :
     :    16,234:     1,792      2,336     -1,653      7,565        163     -3,721    -17,101     17,079     -4,681      2,039      1,566:    5,689     2,587
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.1       18.7        6.0       10.5       17.3        8.3        5.6       36.1        1.9        2.7        4.5:      8.9       4.5
Old  :     100.0:      17.1       18.7        6.0       10.5       17.3        8.3        5.6       36.1        1.9        2.7        4.5:      8.9       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       223:        64         48         11         15         24         43         31         44         30         19         38:
Old  :       223:        64         48         11         15         24         43         31         44         30         19         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       31.9       46.7       46.8        8.6        8.9       11.3       12.7
Old  :                 34.8       31.9       46.7       46.8        8.6        8.9       11.3       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   849,467:   145,893    159,345     53,294     83,568    149,889     75,507     65,944    295,142     21,029     21,433     37,432:   71,281    36,714
Old  :   849,467:   145,893    159,345     53,294     83,568    149,889     75,507     65,944    295,142     21,029     21,433     37,432:   71,281    36,714
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:                                                                                        :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.2       18.8        6.3        9.8       17.6        8.9        7.8       34.7        2.5        2.5        4.4:      8.4       4.3
Old  :     100.0:      17.2       18.8        6.3        9.8       17.6        8.9        7.8       34.7        2.5        2.5        4.4:      8.4       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:        64         47         11         16         25         36         40         45         33         22         39:
Old  :       230:        64         47         11         16         25         36         40         45         33         22         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       31.1       45.9       45.5        9.2        8.3       12.0       12.4
Old  :                 34.6       31.1       45.9       45.5        9.2        8.3       12.0       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE EUROPE                                                                                                              Code-067411
Disaggregated Commitments of Traders - Futures Only, August 25, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  :   495,186:    94,873    152,453     72,856     36,330    180,947     45,181      5,411     39,936      2,835     20,602     40,101:   18,457    19,406
Old  :   495,186:    94,873    152,453     72,856     36,330    180,947     45,181      5,411     39,936      2,835     20,602     40,101:   18,457    19,406
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :   -18,873:   -16,153    -17,659      1,477     12,263      7,630      1,421     -3,269     -7,736     -1,705     -7,626     -1,494:   -2,313      -982
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.2       30.8       14.7        7.3       36.5        9.1        1.1        8.1        0.6        4.2        8.1:      3.7       3.9
Old  :     100.0:      19.2       30.8       14.7        7.3       36.5        9.1        1.1        8.1        0.6        4.2        8.1:      3.7       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       102:        29         32         16         13         26         16          6         17          5         10         16:
Old  :       102:        29         32         16         13         26         16          6         17          5         10         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       24.6       44.8       38.0       11.4        8.8       16.8       14.4
Old  :                 28.5       24.6       44.8       38.0       11.4        8.8       16.8       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE EUROPE                                                                                                              Code-067411
Disaggregated Commitments of Traders - Futures Only, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  :   514,059:   111,026    170,112     71,379     24,067    173,317     43,760      8,680     47,672      4,540     28,228     41,595:   20,770    20,388
Old  :   514,059:   111,026    170,112     71,379     24,067    173,317     43,760      8,680     47,672      4,540     28,228     41,595:   20,770    20,388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :      -512:     3,159    -11,887    -13,441      3,985      4,182        839     -2,724      7,205     -1,253      1,854       -904:     -299    -2,223
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       33.1       13.9        4.7       33.7        8.5        1.7        9.3        0.9        5.5        8.1:      4.0       4.0
Old  :     100.0:      21.6       33.1       13.9        4.7       33.7        8.5        1.7        9.3        0.9        5.5        8.1:      4.0       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       109:        32         34         13         14         24         17          6         14          6         13         21:
Old  :       109:        32         34         13         14         24         17          6         14          6         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       23.1       43.5       37.1       11.8        8.9       16.8       14.7
Old  :                 26.9       23.1       43.5       37.1       11.8        8.9       16.8       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE EUROPE                                                                                                              Code-067411
Disaggregated Commitments of Traders - Futures Only, August 11, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  :   514,571:   107,867    181,999     84,820     20,082    169,135     42,921     11,404     40,467      5,793     26,374     42,499:   21,069    22,611
Old  :   514,571:   107,867    181,999     84,820     20,082    169,135     42,921     11,404     40,467      5,793     26,374     42,499:   21,069    22,611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :    -9,847:       756     -8,659     -2,869      2,718        413      1,325        654      7,915     -3,080     -1,156     -1,823:  -12,484    -9,909
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.0       35.4       16.5        3.9       32.9        8.3        2.2        7.9        1.1        5.1        8.3:      4.1       4.4
Old  :     100.0:      21.0       35.4       16.5        3.9       32.9        8.3        2.2        7.9        1.1        5.1        8.3:      4.1       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       110:        30         33         14         14         25         17          6         15         10         11         22:
Old  :       110:        30         33         14         14         25         17          6         15         10         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       22.0       44.1       35.4       13.2        8.6       19.0       14.5
Old  :                 27.6       22.0       44.1       35.4       13.2        8.6       19.0       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE EUROPE                                                                                                              Code-067411
Disaggregated Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  :   524,418:   107,111    190,658     87,689     17,364    168,722     41,596     10,750     32,552      8,873     27,530     44,322:   33,553    32,520
Old  :   524,418:   107,111    190,658     87,689     17,364    168,722     41,596     10,750     32,552      8,873     27,530     44,322:   33,553    32,520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :    19,209:    -7,144     -2,386       -676     -1,084      5,974      2,080       -976      4,210       -476     -1,663      6,399:    8,842     8,735
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.4       36.4       16.7        3.3       32.2        7.9        2.0        6.2        1.7        5.2        8.5:      6.4       6.2
Old  :     100.0:      20.4       36.4       16.7        3.3       32.2        7.9        2.0        6.2        1.7        5.2        8.5:      6.4       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       105:        29         33         18          9         24         15          6         14         11         10         19:
Old  :       105:        29         33         18          9         24         15          6         14         11         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       21.5       44.0       35.8       13.5        9.9       18.9       15.7
Old  :                 27.6       21.5       44.0       35.8       13.5        9.9       18.9       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - ICE EUROPE                                                                                                              Code-067411
Disaggregated Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  :   505,209:   114,255    193,044     88,365     18,448    162,748     39,516     11,726     28,342      9,349     29,193     37,923:   24,711    23,785
Old  :   505,209:   114,255    193,044     88,365     18,448    162,748     39,516     11,726     28,342      9,349     29,193     37,923:   24,711    23,785
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:                                                                                        :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.6       38.2       17.5        3.7       32.2        7.8        2.3        5.6        1.9        5.8        7.5:      4.9       4.7
Old  :     100.0:      22.6       38.2       17.5        3.7       32.2        7.8        2.3        5.6        1.9        5.8        7.5:      4.9       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       108:        29         33         15         12         24         13          9         14         14         10         20:
Old  :       108:        29         33         15         12         24         13          9         14         14         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       22.5       46.3       37.5       14.8        9.5       20.2       15.6
Old  :                 29.7       22.5       46.3       37.5       14.8        9.5       20.2       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, August 25, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,159,096:   114,385    298,593    248,809    110,910    225,268    155,309     69,512    150,049     69,895    116,160    117,672:   77,709    70,932
Old  : 1,159,096:   114,385    298,593    248,809    110,910    225,268    155,309     69,512    150,049     69,895    116,160    117,672:   77,709    70,932
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :   -14,076:   -14,574     -5,064     -2,441     12,412     -9,092     16,333     -3,675     -8,481        504      3,678      1,308:    2,367    -5,162
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.9       25.8       21.5        9.6       19.4       13.4        6.0       12.9        6.0       10.0       10.2:      6.7       6.1
Old  :     100.0:       9.9       25.8       21.5        9.6       19.4       13.4        6.0       12.9        6.0       10.0       10.2:      6.7       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        41         58         20         20         35         59         38         63         41         64         86:
Old  :       318:        41         58         20         20         35         59         38         63         41         64         86:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       15.3       32.7       26.1       16.6        9.1       21.9       15.2
Old  :                 23.4       15.3       32.7       26.1       16.6        9.1       21.9       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,173,172:   128,959    303,657    251,250     98,498    234,360    138,976     73,187    158,530     69,391    112,482    116,364:   75,342    76,094
Old  : 1,173,172:   128,959    303,657    251,250     98,498    234,360    138,976     73,187    158,530     69,391    112,482    116,364:   75,342    76,094
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :       787:   -10,529     -2,225     16,177     -9,959     14,391     -7,419      7,763      5,064      1,512     -9,291     -9,636:   -8,773     4,680
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.0       25.9       21.4        8.4       20.0       11.8        6.2       13.5        5.9        9.6        9.9:      6.4       6.5
Old  :     100.0:      11.0       25.9       21.4        8.4       20.0       11.8        6.2       13.5        5.9        9.6        9.9:      6.4       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       311:        49         61         19         19         34         60         34         61         38         57         80:
Old  :       311:        49         61         19         19         34         60         34         61         38         57         80:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       15.2       33.0       26.0       16.7        8.8       22.1       14.6
Old  :                 23.5       15.2       33.0       26.0       16.7        8.8       22.1       14.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, August 11, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,172,385:   139,488    305,882    235,073    108,457    219,969    146,395     65,424    153,466     67,879    121,773    126,000:   84,115    71,414
Old  : 1,172,385:   139,488    305,882    235,073    108,457    219,969    146,395     65,424    153,466     67,879    121,773    126,000:   84,115    71,414
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :   -30,213:   -10,471    -22,381     -2,220      2,725    -14,352     -5,300       -908     12,213         18      2,694     -6,331:   -3,770    -3,873
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       26.1       20.1        9.3       18.8       12.5        5.6       13.1        5.8       10.4       10.7:      7.2       6.1
Old  :     100.0:      11.9       26.1       20.1        9.3       18.8       12.5        5.6       13.1        5.8       10.4       10.7:      7.2       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       307:        49         55         19         19         35         61         30         58         43         57         89:
Old  :       307:        49         55         19         19         35         61         30         58         43         57         89:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       15.6       31.4       26.1       15.5        9.1       21.1       14.9
Old  :                 21.7       15.6       31.4       26.1       15.5        9.1       21.1       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,202,598:   149,959    328,263    237,293    105,732    234,321    151,695     66,332    141,253     67,861    119,079    132,331:   87,885    75,287
Old  : 1,202,598:   149,959    328,263    237,293    105,732    234,321    151,695     66,332    141,253     67,861    119,079    132,331:   87,885    75,287
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :    29,018:     2,380      1,504    -11,751     21,660     -9,524     18,949    -19,690        662        953     10,023     17,559:    9,790     6,824
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5       27.3       19.7        8.8       19.5       12.6        5.5       11.7        5.6        9.9       11.0:      7.3       6.3
Old  :     100.0:      12.5       27.3       19.7        8.8       19.5       12.6        5.5       11.7        5.6        9.9       11.0:      7.3       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       308:        47         57         18         20         35         62         30         60         40         60         91:
Old  :       308:        47         57         18         20         35         62         30         60         40         60         91:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       15.7       32.4       26.7       15.1        9.1       20.9       14.9
Old  :                 22.7       15.7       32.4       26.7       15.1        9.1       20.9       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,173,580:   147,579    326,759    249,044     84,072    243,845    132,746     86,022    140,591     66,908    109,056    114,772:   78,095    68,463
Old  : 1,173,580:   147,579    326,759    249,044     84,072    243,845    132,746     86,022    140,591     66,908    109,056    114,772:   78,095    68,463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 21, 2009                                                                    :
     :    23,781:     5,743      1,053     -4,101      3,288      4,937      9,107     -1,208     -2,137     -1,282      6,675      4,862:    6,652     6,311
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.6       27.8       21.2        7.2       20.8       11.3        7.3       12.0        5.7        9.3        9.8:      6.7       5.8
Old  :     100.0:      12.6       27.8       21.2        7.2       20.8       11.3        7.3       12.0        5.7        9.3        9.8:      6.7       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       314:        45         58         20         18         36         52         40         60         39         64         90:
Old  :       314:        45         58         20         18         36         52         40         60         39         64         90:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       15.9       34.2       27.5       15.8        9.3       21.3       15.1
Old  :                 24.1       15.9       34.2       27.5       15.8        9.3       21.3       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, July 21, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,149,799:   141,836    325,706    253,145     80,784    238,908    123,639     87,230    142,728     68,190    102,381    109,910:   71,443    62,152
Old  : 1,149,799:   141,836    325,706    253,145     80,784    238,908    123,639     87,230    142,728     68,190    102,381    109,910:   71,443    62,152
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 14, 2009                                                                    :
     :   -53,930:    -6,951    -19,226      1,296     -3,390     -2,211        642     10,676     -3,165     -3,026        879     -8,608:  -31,907   -28,885
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3       28.3       22.0        7.0       20.8       10.8        7.6       12.4        5.9        8.9        9.6:      6.2       5.4
Old  :     100.0:      12.3       28.3       22.0        7.0       20.8       10.8        7.6       12.4        5.9        8.9        9.6:      6.2       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       305:        42         54         20         17         35         52         39         62         41         64         93:
Old  :       305:        42         54         20         17         35         52         39         62         41         64         93:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       16.0       35.1       27.9       16.2        9.9       21.7       15.8
Old  :                 24.9       16.0       35.1       27.9       16.2        9.9       21.7       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,203,729:   148,787    344,932    251,849     84,174    241,119    122,997     76,554    145,893     71,216    101,502    118,518:  103,350    91,037
Old  : 1,203,729:   148,787    344,932    251,849     84,174    241,119    122,997     76,554    145,893     71,216    101,502    118,518:  103,350    91,037
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 7, 2009                                                                     :
     :    41,132:    10,618     21,568      4,834     -5,526      5,491     -3,617       -740     -6,781      3,963        286      6,393:   20,231    20,441
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4       28.7       20.9        7.0       20.0       10.2        6.4       12.1        5.9        8.4        9.8:      8.6       7.6
Old  :     100.0:      12.4       28.7       20.9        7.0       20.0       10.2        6.4       12.1        5.9        8.4        9.8:      8.6       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       312:        45         56         22         16         35         52         44         60         41         66         92:
Old  :       312:        45         56         22         16         35         52         44         60         41         66         92:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       16.2       33.4       27.7       15.1        9.6       20.5       15.5
Old  :                 23.3       16.2       33.4       27.7       15.1        9.6       20.5       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, July 7, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,162,597:   138,169    323,364    247,015     89,700    235,628    126,614     77,294    152,674     67,253    101,216    112,125:   83,119    70,596
Old  : 1,162,597:   138,169    323,364    247,015     89,700    235,628    126,614     77,294    152,674     67,253    101,216    112,125:   83,119    70,596
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 30, 2009                                                                    :
     :     2,729:    20,022     11,568     13,280     -3,817     11,008    -19,234      8,370     -4,268      2,852        668     -2,064:  -18,867   -18,736
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       27.8       21.2        7.7       20.3       10.9        6.6       13.1        5.8        8.7        9.6:      7.1       6.1
Old  :     100.0:      11.9       27.8       21.2        7.7       20.3       10.9        6.6       13.1        5.8        8.7        9.6:      7.1       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       300:        38         50         22         16         36         50         46         62         36         66         88:
Old  :       300:        38         50         22         16         36         50         46         62         36         66         88:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       17.2       34.9       28.4       15.2        9.6       21.1       15.4
Old  :                 23.6       17.2       34.9       28.4       15.2        9.6       21.1       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,159,868:   118,147    311,796    233,735     93,517    224,620    145,848     68,924    156,942     64,401    100,548    114,189:  101,986    89,332
Old  : 1,159,868:   118,147    311,796    233,735     93,517    224,620    145,848     68,924    156,942     64,401    100,548    114,189:  101,986    89,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2009                                                                    :
     :    49,271:     6,898     -1,339     -9,308      1,003      6,266      8,104      2,761      4,203        682      4,618     11,415:   21,011    20,344
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.2       26.9       20.2        8.1       19.4       12.6        5.9       13.5        5.6        8.7        9.8:      8.8       7.7
Old  :     100.0:      10.2       26.9       20.2        8.1       19.4       12.6        5.9       13.5        5.6        8.7        9.8:      8.8       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        37         52         23         15         35         58         38         54         32         68         80:
Old  :       297:        37         52         23         15         35         58         38         54         32         68         80:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       17.4       34.7       28.3       14.6        9.6       20.6       15.6
Old  :                 23.4       17.4       34.7       28.3       14.6        9.6       20.6       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,110,597:   111,249    313,135    243,043     92,514    218,354    137,744     66,163    152,739     63,719     95,930    102,774:   80,975    68,988
Old  : 1,110,597:   111,249    313,135    243,043     92,514    218,354    137,744     66,163    152,739     63,719     95,930    102,774:   80,975    68,988
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 16, 2009                                                                    :
     :   -87,585:   -31,096    -31,236     -8,223     -3,067     -2,372      2,437     -9,460    -12,482     -2,336     -3,379    -11,566:  -21,947   -14,023
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.0       28.2       21.9        8.3       19.7       12.4        6.0       13.8        5.7        8.6        9.3:      7.3       6.2
Old  :     100.0:      10.0       28.2       21.9        8.3       19.7       12.4        6.0       13.8        5.7        8.6        9.3:      7.3       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       286:        38         55         23         16         34         56         35         51         28         62         73:
Old  :       286:        38         55         23         16         34         56         35         51         28         62         73:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       17.9       36.7       29.3       15.2        9.8       20.2       16.3
Old  :                 24.5       17.9       36.7       29.3       15.2        9.8       20.2       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,198,182:   142,345    344,371    251,266     95,581    220,726    135,307     75,623    165,221     66,055     99,309    114,340:  102,922    83,011
Old  : 1,198,182:   142,345    344,371    251,266     95,581    220,726    135,307     75,623    165,221     66,055     99,309    114,340:  102,922    83,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2009                                                                     :
     :    -5,497:    10,035     -5,988      2,747     -1,211     11,746     -2,275     18,101     -8,036       -853        224     -1,151:  -17,710   -19,182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       28.7       21.0        8.0       18.4       11.3        6.3       13.8        5.5        8.3        9.5:      8.6       6.9
Old  :     100.0:      11.9       28.7       21.0        8.0       18.4       11.3        6.3       13.8        5.5        8.3        9.5:      8.6       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       293:        42         51         22         16         34         53         38         54         39         61         81:
Old  :       293:        42         51         22         16         34         53         38         54         39         61         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       17.3       34.3       28.3       14.3        9.6       19.5       15.5
Old  :                 22.9       17.3       34.3       28.3       14.3        9.6       19.5       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,203,679:   132,310    350,359    248,519     96,792    208,980    137,582     57,522    173,257     66,908     99,085    115,491:  120,632   102,193
Old  : 1,203,679:   132,310    350,359    248,519     96,792    208,980    137,582     57,522    173,257     66,908     99,085    115,491:  120,632   102,193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 2, 2009                                                                     :
     :    12,041:      -843     -6,179    -13,029      1,908      6,080      1,984     -7,867      1,302      3,009      4,664      7,889:    5,649     4,244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.0       29.1       20.6        8.0       17.4       11.4        4.8       14.4        5.6        8.2        9.6:     10.0       8.5
Old  :     100.0:      11.0       29.1       20.6        8.0       17.4       11.4        4.8       14.4        5.6        8.2        9.6:     10.0       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        40         53         22         15         35         53         33         53         45         60         87:
Old  :       297:        40         53         22         15         35         53         33         53         45         60         87:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       16.3       33.6       27.1       14.1       10.0       19.5       15.8
Old  :                 22.2       16.3       33.6       27.1       14.1       10.0       19.5       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,191,638:   133,153    356,538    261,548     94,884    202,900    135,598     65,389    171,955     63,899     94,421    107,602:  114,983    97,949
Old  : 1,191,638:   133,153    356,538    261,548     94,884    202,900    135,598     65,389    171,955     63,899     94,421    107,602:  114,983    97,949
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2009                                                                     :
     :    95,773:     9,886     17,423     14,000      7,539      4,690      5,769     12,247      5,109      8,491      2,448     16,232:   31,596    30,085
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       29.9       21.9        8.0       17.0       11.4        5.5       14.4        5.4        7.9        9.0:      9.6       8.2
Old  :     100.0:      11.2       29.9       21.9        8.0       17.0       11.4        5.5       14.4        5.4        7.9        9.0:      9.6       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       305:        40         56         21         16         36         61         34         56         39         61         82:
Old  :       305:        40         56         21         16         36         61         34         56         39         61         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       16.5       34.1       27.7       14.4       10.0       20.7       16.6
Old  :                 22.4       16.5       34.1       27.7       14.4       10.0       20.7       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, May 26, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,095,865:   123,267    339,115    247,548     87,345    198,210    129,829     53,142    166,846     55,408     91,973     91,370:   83,387    67,864
Old  : 1,095,865:   123,267    339,115    247,548     87,345    198,210    129,829     53,142    166,846     55,408     91,973     91,370:   83,387    67,864
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 19, 2009                                                                     :
     :     1,889:    -8,190      1,329      4,047      2,200     -5,702      8,514      1,369      1,475      1,676      3,936       -599:      668    -2,119
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       30.9       22.6        8.0       18.1       11.8        4.8       15.2        5.1        8.4        8.3:      7.6       6.2
Old  :     100.0:      11.2       30.9       22.6        8.0       18.1       11.8        4.8       15.2        5.1        8.4        8.3:      7.6       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       296:        42         58         22         15         36         61         31         56         33         61         78:
Old  :       296:        42         58         22         15         36         61         31         56         33         61         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       17.1       36.1       28.4       14.8       10.7       21.9       17.4
Old  :                 23.6       17.1       36.1       28.4       14.8       10.7       21.9       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, May 19, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,093,976:   131,457    337,786    243,501     85,145    203,912    121,315     51,773    165,371     53,732     88,037     91,969:   82,719    69,983
Old  : 1,093,976:   131,457    337,786    243,501     85,145    203,912    121,315     51,773    165,371     53,732     88,037     91,969:   82,719    69,983
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 12, 2009                                                                     :
     :  -152,830:   -44,630    -37,764    -10,947     13,032    -38,702      1,400    -11,769     -4,002      2,656    -16,346    -15,964:  -42,641   -41,315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.0       30.9       22.3        7.8       18.6       11.1        4.7       15.1        4.9        8.0        8.4:      7.6       6.4
Old  :     100.0:      12.0       30.9       22.3        7.8       18.6       11.1        4.7       15.1        4.9        8.0        8.4:      7.6       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       286:        43         58         22         14         34         50         34         52         32         62         78:
Old  :       286:        43         58         22         14         34         50         34         52         32         62         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       17.0       37.4       28.5       15.5       11.2       22.9       17.8
Old  :                 23.8       17.0       37.4       28.5       15.5       11.2       22.9       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,246,806:   176,087    375,550    254,448     72,113    242,614    119,915     63,542    169,373     51,076    104,383    107,933:  125,360   111,298
Old  : 1,246,806:   176,087    375,550    254,448     72,113    242,614    119,915     63,542    169,373     51,076    104,383    107,933:  125,360   111,298
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2009                                                                      :
     :    48,852:     6,486      4,184    -18,432      5,362     18,026     -1,432    -24,492     10,582     -3,020      5,689      4,593:   32,049    24,908
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       30.1       20.4        5.8       19.5        9.6        5.1       13.6        4.1        8.4        8.7:     10.1       8.9
Old  :     100.0:      14.1       30.1       20.4        5.8       19.5        9.6        5.1       13.6        4.1        8.4        8.7:     10.1       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       305:        51         60         23         13         33         49         38         52         34         73         94:
Old  :       305:        51         60         23         13         33         49         38         52         34         73         94:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       16.2       34.8       27.7       13.9       10.5       21.1       15.6
Old  :                 21.7       16.2       34.8       27.7       13.9       10.5       21.1       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,197,954:   169,601    371,366    272,880     66,751    224,588    121,347     88,034    158,791     54,096     98,694    103,340:   93,311    86,390
Old  : 1,197,954:   169,601    371,366    272,880     66,751    224,588    121,347     88,034    158,791     54,096     98,694    103,340:   93,311    86,390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2009                                                                   :
     :    58,618:    15,330     13,769     -4,475       -189      6,207      6,640     -4,452      7,244     -5,505     17,180     13,793:   19,384     5,066
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.2       31.0       22.8        5.6       18.7       10.1        7.3       13.3        4.5        8.2        8.6:      7.8       7.2
Old  :     100.0:      14.2       31.0       22.8        5.6       18.7       10.1        7.3       13.3        4.5        8.2        8.6:      7.8       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       306:        48         61         24         13         33         47         38         54         39         69         93:
Old  :       306:        48         61         24         13         33         47         38         54         39         69         93:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       17.3       35.5       28.3       15.4       11.8       23.4       17.4
Old  :                 21.9       17.3       35.5       28.3       15.4       11.8       23.4       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-067651
Disaggregated Commitments of Traders - Futures Only, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,139,336:   154,271    357,597    277,355     66,940    218,381    114,707     92,486    151,547     59,601     81,514     89,547:   73,927    81,324
Old  : 1,139,336:   154,271    357,597    277,355     66,940    218,381    114,707     92,486    151,547     59,601     81,514     89,547:   73,927    81,324
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2009                                                                   :
     :      -894:     7,636      6,075      3,162        219      3,278     -1,708    -14,589     -4,223     -4,367     -6,399     -3,194:   -1,478    17,939
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.5       31.4       24.3        5.9       19.2       10.1        8.1       13.3        5.2        7.2        7.9:      6.5       7.1
Old  :     100.0:      13.5       31.4       24.3        5.9       19.2       10.1        8.1       13.3        5.2        7.2        7.9:      6.5       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       288:        48         57         23         14         34         40         39         50         41         60         91:
Old  :       288:        48         57         23         14         34         40         39         50         41         60         91:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       18.4       38.8       29.6       16.7       12.9       25.4       18.3
Old  :                 24.2       18.4       38.8       29.6       16.7       12.9       25.4       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,140,230:   146,635    351,522    274,193     66,721    215,103    116,415    107,075    155,770     63,968     87,913     92,741:   75,405    63,385
Old  : 1,140,230:   146,635    351,522    274,193     66,721    215,103    116,415    107,075    155,770     63,968     87,913     92,741:   75,405    63,385
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 14, 2009                                                                   :
     :   -52,389:   -31,953    -30,309     16,721     -1,616    -20,309     -5,009     21,446      5,370      4,410     -2,478    -21,119:     -500    -3,374
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       30.8       24.0        5.9       18.9       10.2        9.4       13.7        5.6        7.7        8.1:      6.6       5.6
Old  :     100.0:      12.9       30.8       24.0        5.9       18.9       10.2        9.4       13.7        5.6        7.7        8.1:      6.6       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       288:        45         52         24         13         34         40         43         49         44         58         81:
Old  :       288:        45         52         24         13         34         40         43         49         44         58         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       19.5       39.9       31.1       17.9       13.3       25.9       19.8
Old  :                 26.1       19.5       39.9       31.1       17.9       13.3       25.9       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 14, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,192,619:   178,588    381,831    257,472     68,337    235,412    121,424     85,629    150,400     59,558     90,391    113,860:   75,905    66,759
Old  : 1,192,619:   178,588    381,831    257,472     68,337    235,412    121,424     85,629    150,400     59,558     90,391    113,860:   75,905    66,759
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 7, 2009                                                                    :
     :    30,307:     1,719      6,666      7,523     -2,560     11,806     -2,602      6,549       -454     -3,344     -4,964      5,271:   10,388     7,993
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       32.0       21.6        5.7       19.7       10.2        7.2       12.6        5.0        7.6        9.5:      6.4       5.6
Old  :     100.0:      15.0       32.0       21.6        5.7       19.7       10.2        7.2       12.6        5.0        7.6        9.5:      6.4       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       293:        48         55         22         16         35         47         36         50         41         60         90:
Old  :       293:        48         55         22         16         35         47         36         50         41         60         90:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       19.5       37.3       31.7       16.6       13.1       23.2       19.2
Old  :                 24.9       19.5       37.3       31.7       16.6       13.1       23.2       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 7, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,162,312:   176,869    375,165    249,949     70,897    223,606    124,026     79,080    150,854     62,902     95,355    108,589:   65,517    58,766
Old  : 1,162,312:   176,869    375,165    249,949     70,897    223,606    124,026     79,080    150,854     62,902     95,355    108,589:   65,517    58,766
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 31, 2009                                                                   :
     :    13,625:    10,931     12,583     -2,790      3,351     -4,819      3,211     -8,331      2,183     -1,133      4,462     11,740:   -5,698    -7,544
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       32.3       21.5        6.1       19.2       10.7        6.8       13.0        5.4        8.2        9.3:      5.6       5.1
Old  :     100.0:      15.2       32.3       21.5        6.1       19.2       10.7        6.8       13.0        5.4        8.2        9.3:      5.6       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       291:        45         52         22         15         33         50         31         48         37         68         92:
Old  :       291:        45         52         22         15         33         50         31         48         37         68         92:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       19.9       37.2       31.7       16.5       13.2       23.3       19.3
Old  :                 24.7       19.9       37.2       31.7       16.5       13.2       23.3       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,148,687:   165,938    362,582    252,739     67,546    228,425    120,815     87,411    148,671     64,035     90,893     96,849:   71,215    66,310
Old  : 1,148,687:   165,938    362,582    252,739     67,546    228,425    120,815     87,411    148,671     64,035     90,893     96,849:   71,215    66,310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 24, 2009                                                                   :
     :   -11,553:     2,316    -10,286     -1,185        147      6,298    -10,889      7,935     -1,244      2,868     -4,865    -17,050:    7,333     7,512
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.4       31.6       22.0        5.9       19.9       10.5        7.6       12.9        5.6        7.9        8.4:      6.2       5.8
Old  :     100.0:      14.4       31.6       22.0        5.9       19.9       10.5        7.6       12.9        5.6        7.9        8.4:      6.2       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       286:        45         55         23         14         33         45         32         48         40         63         83:
Old  :       286:        45         55         23         14         33         45         32         48         40         63         83:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       19.7       38.7       32.1       17.0       13.5       24.3       19.5
Old  :                 25.7       19.7       38.7       32.1       17.0       13.5       24.3       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,160,240:   163,622    372,868    253,924     67,399    222,127    131,704     79,476    149,915     61,167     95,758    113,899:   63,882    58,798
Old  : 1,160,240:   163,622    372,868    253,924     67,399    222,127    131,704     79,476    149,915     61,167     95,758    113,899:   63,882    58,798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 17, 2009                                                                   :
     :   -36,873:   -10,426    -11,383     -1,960      5,328     -8,586        -64     -4,571     -3,109     -3,015     -2,638     -1,662:   -8,051   -10,252
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       32.1       21.9        5.8       19.1       11.4        6.8       12.9        5.3        8.3        9.8:      5.5       5.1
Old  :     100.0:      14.1       32.1       21.9        5.8       19.1       11.4        6.8       12.9        5.3        8.3        9.8:      5.5       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       289:        46         53         22         16         33         50         28         44         35         70         88:
Old  :       289:        46         53         22         16         33         50         28         44         35         70         88:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       19.9       38.2       32.1       16.7       13.4       24.9       19.8
Old  :                 25.6       19.9       38.2       32.1       16.7       13.4       24.9       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,197,113:   174,048    384,251    255,884     62,071    230,713    131,768     84,047    153,024     64,182     98,396    115,561:   71,933    69,050
Old  : 1,197,113:   174,048    384,251    255,884     62,071    230,713    131,768     84,047    153,024     64,182     98,396    115,561:   71,933    69,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 10, 2009                                                                   :
     :   -13,140:     1,959     18,453        978     -6,030     16,144      7,833    -19,400     -9,883     -8,938     -1,227    -19,354:   -1,879     8,157
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.5       32.1       21.4        5.2       19.3       11.0        7.0       12.8        5.4        8.2        9.7:      6.0       5.8
Old  :     100.0:      14.5       32.1       21.4        5.2       19.3       11.0        7.0       12.8        5.4        8.2        9.7:      6.0       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       291:        47         56         24         14         34         47         32         51         30         72         82:
Old  :       291:        47         56         24         14         34         47         32         51         30         72         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       19.7       37.5       32.2       14.9       12.6       23.7       18.6
Old  :                 24.2       19.7       37.5       32.2       14.9       12.6       23.7       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 10, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,210,253:   172,089    365,798    254,906     68,101    214,569    123,935    103,447    162,907     73,120     99,623    134,915:   73,812    60,893
Old  : 1,210,253:   172,089    365,798    254,906     68,101    214,569    123,935    103,447    162,907     73,120     99,623    134,915:   73,812    60,893
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 3, 2009                                                                    :
     :    18,529:    27,416     30,568     -2,972      4,581      3,210     -5,047    -23,412      5,248    -12,200     11,648      5,332:   -2,458   -18,646
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.2       30.2       21.1        5.6       17.7       10.2        8.5       13.5        6.0        8.2       11.1:      6.1       5.0
Old  :     100.0:      14.2       30.2       21.1        5.6       17.7       10.2        8.5       13.5        6.0        8.2       11.1:      6.1       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       301:        48         57         23         14         35         42         38         51         35         73        102:
Old  :       301:        48         57         23         14         35         42         38         51         35         73        102:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       18.5       36.8       29.9       15.0       11.5       24.7       17.7
Old  :                 22.9       18.5       36.8       29.9       15.0       11.5       24.7       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 3, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,191,724:   144,673    335,230    257,878     63,520    211,359    128,982    126,859    157,659     85,320     87,975    129,583:   76,270    79,539
Old  : 1,191,724:   144,673    335,230    257,878     63,520    211,359    128,982    126,859    157,659     85,320     87,975    129,583:   76,270    79,539
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 24, 2009                                                                :
     :    12,553:    13,717      2,749     22,871       -506    -11,165    -13,108      6,828      2,412     -6,695      2,650       -247:    4,768     9,832
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1       28.1       21.6        5.3       17.7       10.8       10.6       13.2        7.2        7.4       10.9:      6.4       6.7
Old  :     100.0:      12.1       28.1       21.6        5.3       17.7       10.8       10.6       13.2        7.2        7.4       10.9:      6.4       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        48         57         23         14         35         40         41         54         37         66         97:
Old  :       297:        48         57         23         14         35         40         41         54         37         66         97:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       18.4       38.9       29.2       16.0       11.4       26.6       18.0
Old  :                 23.4       18.4       38.9       29.2       16.0       11.4       26.6       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 24, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,179,171:   130,956    332,481    235,007     64,026    222,524    142,090    120,031    155,247     92,015     85,325    129,830:   71,502    69,707
Old  : 1,179,171:   130,956    332,481    235,007     64,026    222,524    142,090    120,031    155,247     92,015     85,325    129,830:   71,502    69,707
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 17, 2009                                                                :
     :   -51,084:   -32,911    -27,064      6,408     -4,586    -14,564     -7,042      2,236     -3,523     -2,581      4,408         62:    3,067    -8,053
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.1       28.2       19.9        5.4       18.9       12.0       10.2       13.2        7.8        7.2       11.0:      6.1       5.9
Old  :     100.0:      11.1       28.2       19.9        5.4       18.9       12.0       10.2       13.2        7.8        7.2       11.0:      6.1       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       291:        43         53         21         14         33         40         38         51         46         62         95:
Old  :       291:        43         53         21         14         33         40         38         51         46         62         95:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       19.1       38.8       30.4       15.9       11.6       25.1       19.0
Old  :                 23.7       19.1       38.8       30.4       15.9       11.6       25.1       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 17, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,230,255:   163,867    359,545    228,599     68,612    237,088    149,132    117,795    158,770     94,596     80,917    129,768:   68,435    77,760
Old  : 1,230,255:   163,867    359,545    228,599     68,612    237,088    149,132    117,795    158,770     94,596     80,917    129,768:   68,435    77,760
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 10, 2009                                                                :
     :    -7,335:    11,066     19,483     -9,701        548      4,757      4,679     -5,793     -6,672       -514    -18,480     -8,457:   -2,493     7,279
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       29.2       18.6        5.6       19.3       12.1        9.6       12.9        7.7        6.6       10.5:      5.6       6.3
Old  :     100.0:      13.3       29.2       18.6        5.6       19.3       12.1        9.6       12.9        7.7        6.6       10.5:      5.6       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       285:        43         51         19         17         36         47         39         51         42         59         87:
Old  :       285:        43         51         19         17         36         47         39         51         42         59         87:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       20.0       37.6       31.6       16.1       11.2       24.3       17.9
Old  :                 24.5       20.0       37.6       31.6       16.1       11.2       24.3       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 10, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,237,590:   152,801    340,062    238,300     68,064    232,331    144,453    123,588    165,442     95,110     99,397    138,225:   70,928    70,481
Old  : 1,237,590:   152,801    340,062    238,300     68,064    232,331    144,453    123,588    165,442     95,110     99,397    138,225:   70,928    70,481
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 3, 2009                                                                 :
     :   -16,652:   -19,120    -19,229     10,462        941     -6,442     -5,716     18,499       -542     10,555       -962      2,028:   -7,877   -10,945
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3       27.5       19.3        5.5       18.8       11.7       10.0       13.4        7.7        8.0       11.2:      5.7       5.7
Old  :     100.0:      12.3       27.5       19.3        5.5       18.8       11.7       10.0       13.4        7.7        8.0       11.2:      5.7       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       291:        41         49         21         16         34         45         40         51         44         62         91:
Old  :       291:        41         49         21         16         34         45         40         51         44         62         91:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       18.9       38.3       29.8       16.0       10.9       24.2       16.9
Old  :                 24.8       18.9       38.3       29.8       16.0       10.9       24.2       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,254,242:   171,921    359,291    227,838     67,123    238,773    150,169    105,089    165,984     84,555    100,359    136,197:   78,805    81,426
Old  : 1,254,242:   171,921    359,291    227,838     67,123    238,773    150,169    105,089    165,984     84,555    100,359    136,197:   78,805    81,426
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2009                                                                 :
     :     8,243:     1,964     14,375     23,343     -3,187    -22,013     10,626     15,578      1,731     -2,003     15,421        271:   -5,676   -13,933
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.7       28.6       18.2        5.4       19.0       12.0        8.4       13.2        6.7        8.0       10.9:      6.3       6.5
Old  :     100.0:      13.7       28.6       18.2        5.4       19.0       12.0        8.4       13.2        6.7        8.0       10.9:      6.3       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       280:        41         49         21         16         33         40         41         52         41         62         88:
Old  :       280:        41         49         21         16         33         40         41         52         41         62         88:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       18.7       38.4       29.8       16.2        9.6       23.9       15.6
Old  :                 24.8       18.7       38.4       29.8       16.2        9.6       23.9       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,245,999:   169,957    344,916    204,495     70,310    260,786    139,543     89,511    164,253     86,558     84,938    135,926:   84,481    95,359
Old  : 1,245,999:   169,957    344,916    204,495     70,310    260,786    139,543     89,511    164,253     86,558     84,938    135,926:   84,481    95,359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 20, 2009                                                                 :
     :    -4,328:    -2,502      5,046      4,655       -535       -864        -58     -1,162     -3,969        735     -3,679        117:   -2,442       718
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.6       27.7       16.4        5.6       20.9       11.2        7.2       13.2        6.9        6.8       10.9:      6.8       7.7
Old  :     100.0:      13.6       27.7       16.4        5.6       20.9       11.2        7.2       13.2        6.9        6.8       10.9:      6.8       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       272:        41         49         20         16         32         38         43         48         36         59         84:
Old  :       272:        41         49         20         16         32         38         43         48         36         59         84:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       18.6       38.4       30.7       15.1        8.8       21.8       13.9
Old  :                 24.7       18.6       38.4       30.7       15.1        8.8       21.8       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,250,327:   172,459    339,870    199,840     70,845    261,650    139,601     90,673    168,222     85,823     88,617    135,809:   86,923    94,641
Old  : 1,250,327:   172,459    339,870    199,840     70,845    261,650    139,601     90,673    168,222     85,823     88,617    135,809:   86,923    94,641
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 13, 2009                                                                 :
     :     3,500:     8,886      4,064     13,252      3,985    -10,024     10,836     -3,125     -7,998    -14,324      6,797        660:    2,212     9,141
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.8       27.2       16.0        5.7       20.9       11.2        7.3       13.5        6.9        7.1       10.9:      7.0       7.6
Old  :     100.0:      13.8       27.2       16.0        5.7       20.9       11.2        7.3       13.5        6.9        7.1       10.9:      7.0       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       279:        41         47         21         16         32         38         37         46         38         65         90:
Old  :       279:        41         47         21         16         32         38         37         46         38         65         90:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       19.5       39.1       31.9       14.7        9.1       22.1       14.6
Old  :                 25.9       19.5       39.1       31.9       14.7        9.1       22.1       14.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,246,827:   163,573    335,806    186,588     66,860    271,674    128,765     93,798    176,220    100,147     81,820    135,149:   84,711    85,500
Old  : 1,246,827:   163,573    335,806    186,588     66,860    271,674    128,765     93,798    176,220    100,147     81,820    135,149:   84,711    85,500
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 6, 2009                                                                  :
     :    31,638:     9,050     19,520     10,863    -13,638     13,272     -1,018     10,593     -5,263     -5,316      6,437      6,602:    3,448    -5,885
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       26.9       15.0        5.4       21.8       10.3        7.5       14.1        8.0        6.6       10.8:      6.8       6.9
Old  :     100.0:      13.1       26.9       15.0        5.4       21.8       10.3        7.5       14.1        8.0        6.6       10.8:      6.8       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       283:        47         51         23         15         31         41         36         48         44         59         82:
Old  :       283:        47         51         23         15         31         41         36         48         44         59         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       21.6       39.7       33.7       13.3        8.9       20.0       14.0
Old  :                 26.5       21.6       39.7       33.7       13.3        8.9       20.0       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 6, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,215,189:   154,523    316,286    175,725     80,498    258,402    129,783     83,205    181,483    105,463     75,383    128,547:   81,263    91,385
Old  : 1,215,189:   154,523    316,286    175,725     80,498    258,402    129,783     83,205    181,483    105,463     75,383    128,547:   81,263    91,385
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 30, 2008                                                                :
     :    45,974:     1,481      2,300      7,737      8,623      7,477      6,870      3,022      2,289      3,630     -4,632       -320:   16,810    27,215
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       26.0       14.5        6.6       21.3       10.7        6.8       14.9        8.7        6.2       10.6:      6.7       7.5
Old  :     100.0:      12.7       26.0       14.5        6.6       21.3       10.7        6.8       14.9        8.7        6.2       10.6:      6.7       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       284:        43         51         21         17         32         40         34         46         49         60         81:
Old  :       284:        43         51         21         17         32         40         34         46         49         60         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       22.3       38.6       34.2       12.4        8.5       18.4       13.7
Old  :                 26.4       22.3       38.6       34.2       12.4        8.5       18.4       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 30, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,169,215:   153,042    313,986    167,988     71,875    250,925    122,913     80,183    179,194    101,833     80,015    128,867:   64,453    64,170
Old  : 1,169,215:   153,042    313,986    167,988     71,875    250,925    122,913     80,183    179,194    101,833     80,015    128,867:   64,453    64,170
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2008                                                                :
     :    33,676:     9,422     17,930     12,695     -1,671       -785      1,954     12,473     -2,045      7,127      4,630      2,292:    3,016       852
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       26.9       14.4        6.1       21.5       10.5        6.9       15.3        8.7        6.8       11.0:      5.5       5.5
Old  :     100.0:      13.1       26.9       14.4        6.1       21.5       10.5        6.9       15.3        8.7        6.8       11.0:      5.5       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       270:        42         51         21         17         33         31         32         44         47         58         80:
Old  :       270:        42         51         21         17         33         31         32         44         47         58         80:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       22.1       39.0       34.4       12.3        8.8       17.9       13.9
Old  :                 25.6       22.1       39.0       34.4       12.3        8.8       17.9       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,135,539:   143,620    296,056    155,293     73,546    251,710    120,959     67,710    181,239     94,706     75,385    126,575:   61,437    63,318
Old  : 1,135,539:   143,620    296,056    155,293     73,546    251,710    120,959     67,710    181,239     94,706     75,385    126,575:   61,437    63,318
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 16, 2008                                                                :
     :   -31,371:    -8,129      6,661       -778     -5,646     -7,366     15,131     -9,160     -8,146     -5,306     10,535      4,978:  -21,755   -23,227
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.6       26.1       13.7        6.5       22.2       10.7        6.0       16.0        8.3        6.6       11.1:      5.4       5.6
Old  :     100.0:      12.6       26.1       13.7        6.5       22.2       10.7        6.0       16.0        8.3        6.6       11.1:      5.4       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       272:        40         50         20         18         34         34         33         41         44         59         80:
Old  :       272:        40         50         20         18         34         34         33         41         44         59         80:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       22.7       39.0       34.7       11.5        8.8       17.2       13.4
Old  :                 26.5       22.7       39.0       34.7       11.5        8.8       17.2       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 16, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,166,910:   151,749    289,395    156,071     79,192    259,076    105,828     76,870    189,385    100,012     64,850    121,597:   83,192    86,545
Old  : 1,166,910:   151,749    289,395    156,071     79,192    259,076    105,828     76,870    189,385    100,012     64,850    121,597:   83,192    86,545
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 9, 2008                                                                 :
     :    -1,120:    16,710     18,541    -44,332      1,615      9,896     -2,856    -21,164      8,973     16,277    -18,728    -11,130:    5,342    10,877
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.0       24.8       13.4        6.8       22.2        9.1        6.6       16.2        8.6        5.6       10.4:      7.1       7.4
Old  :     100.0:      13.0       24.8       13.4        6.8       22.2        9.1        6.6       16.2        8.6        5.6       10.4:      7.1       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       267:        46         50         23         17         36         37         33         44         43         51         84:
Old  :       267:        46         50         23         17         36         37         33         44         43         51         84:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       24.1       37.6       35.3       10.5        8.5       16.1       13.0
Old  :                 27.2       24.1       37.6       35.3       10.5        8.5       16.1       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 9, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,168,030:   135,039    270,854    200,403     77,577    249,180    108,684     98,034    180,412     83,735     83,578    132,727:   77,850    75,668
Old  : 1,168,030:   135,039    270,854    200,403     77,577    249,180    108,684     98,034    180,412     83,735     83,578    132,727:   77,850    75,668
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 2, 2008                                                                 :
     :    20,555:    -5,117      2,100     -9,258     -1,264        242     18,627     -2,764      3,408     -7,168      5,665      7,457:   12,364     5,711
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.6       23.2       17.2        6.6       21.3        9.3        8.4       15.4        7.2        7.2       11.4:      6.7       6.5
Old  :     100.0:      11.6       23.2       17.2        6.6       21.3        9.3        8.4       15.4        7.2        7.2       11.4:      6.7       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       268:        40         51         21         19         35         34         34         43         35         63         74:
Old  :       268:        40         51         21         19         35         34         34         43         35         63         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       24.6       40.5       34.8       15.3        9.3       20.2       13.3
Old  :                 30.6       24.6       40.5       34.8       15.3        9.3       20.2       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 2, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,147,475:   140,156    268,754    209,661     78,841    248,938     90,057    100,798    177,004     90,903     77,913    125,270:   65,486    69,957
Old  : 1,147,475:   140,156    268,754    209,661     78,841    248,938     90,057    100,798    177,004     90,903     77,913    125,270:   65,486    69,957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 25, 2008                                                                :
     :    26,744:        17      2,611      8,393        575     -1,145       -391     -2,174      8,501      2,022      4,346      2,882:    6,465    11,148
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.2       23.4       18.3        6.9       21.7        7.8        8.8       15.4        7.9        6.8       10.9:      5.7       6.1
Old  :     100.0:      12.2       23.4       18.3        6.9       21.7        7.8        8.8       15.4        7.9        6.8       10.9:      5.7       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       273:        44         55         19         20         34         32         39         45         37         54         74:
Old  :       273:        44         55         19         20         34         32         39         45         37         54         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       24.8       40.9       35.2       15.7        9.2       21.0       13.4
Old  :                 31.9       24.8       40.9       35.2       15.7        9.2       21.0       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 25, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,120,731:   140,139    266,143    201,268     78,266    250,083     90,448    102,972    168,503     88,881     73,567    122,388:   59,021    58,809
Old  : 1,120,731:   140,139    266,143    201,268     78,266    250,083     90,448    102,972    168,503     88,881     73,567    122,388:   59,021    58,809
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 18, 2008                                                                :
     :    -1,873:    -1,082     26,985      7,721    -20,398     11,807       -590     -2,028    -17,669     -4,534      5,099      8,221:   -5,747   -13,890
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5       23.7       18.0        7.0       22.3        8.1        9.2       15.0        7.9        6.6       10.9:      5.3       5.2
Old  :     100.0:      12.5       23.7       18.0        7.0       22.3        8.1        9.2       15.0        7.9        6.6       10.9:      5.3       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       271:        38         52         18         20         33         32         41         44         38         55         75:
Old  :       271:        38         52         18         20         33         32         41         44         38         55         75:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       25.7       41.1       36.4       15.4        9.7       20.7       14.0
Old  :                 32.1       25.7       41.1       36.4       15.4        9.7       20.7       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 18, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,122,604:   141,221    239,158    193,547     98,664    238,276     91,038    105,000    186,172     93,415     68,468    114,167:   64,768    72,699
Old  : 1,122,604:   141,221    239,158    193,547     98,664    238,276     91,038    105,000    186,172     93,415     68,468    114,167:   64,768    72,699
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 11, 2008                                                                :
     :   -32,136:    -5,207     11,387    -24,777      9,161    -12,968     -7,659    -36,432     15,746       -155    -35,351     -8,067:   10,951    24,388
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.6       21.3       17.2        8.8       21.2        8.1        9.4       16.6        8.3        6.1       10.2:      5.8       6.5
Old  :     100.0:      12.6       21.3       17.2        8.8       21.2        8.1        9.4       16.6        8.3        6.1       10.2:      5.8       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       266:        40         51         15         24         35         33         38         42         41         50         73:
Old  :       266:        40         51         15         24         35         33         38         42         41         50         73:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       26.9       41.3       37.6       15.9        9.1       21.4       13.3
Old  :                 32.3       26.9       41.3       37.6       15.9        9.1       21.4       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 11, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,154,740:   146,428    227,771    218,324     89,503    251,244     98,697    141,432    170,426     93,570    103,819    122,234:   53,817    48,311
Old  : 1,154,740:   146,428    227,771    218,324     89,503    251,244     98,697    141,432    170,426     93,570    103,819    122,234:   53,817    48,311
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 4, 2008                                                                 :
     :    29,374:    14,979     14,109      7,788     -4,531      3,390        218     21,699     -9,070        616     21,576        -41:   11,494   -17,758
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       19.7       18.9        7.8       21.8        8.5       12.2       14.8        8.1        9.0       10.6:      4.7       4.2
Old  :     100.0:      12.7       19.7       18.9        7.8       21.8        8.5       12.2       14.8        8.1        9.0       10.6:      4.7       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       291:        41         53         18         20         34         33         42         45         46         64         81:
Old  :       291:        41         53         18         20         34         33         42         45         46         64         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       27.4       43.1       37.5       16.4       11.3       22.5       15.4
Old  :                 33.9       27.4       43.1       37.5       16.4       11.3       22.5       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 4, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,125,366:   131,449    213,662    210,536     94,034    247,854     98,479    119,733    179,496     92,954     82,243    122,275:   42,323    66,069
Old  : 1,125,366:   131,449    213,662    210,536     94,034    247,854     98,479    119,733    179,496     92,954     82,243    122,275:   42,323    66,069
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 28, 2008                                                                 :
     :    52,207:    13,074      6,120        723     -3,475     -6,494        989     11,483     29,887      5,336     -3,021      9,259:     -567     8,448
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       19.0       18.7        8.4       22.0        8.8       10.6       16.0        8.3        7.3       10.9:      3.8       5.9
Old  :     100.0:      11.7       19.0       18.7        8.4       22.0        8.8       10.6       16.0        8.3        7.3       10.9:      3.8       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       281:        41         54         17         21         32         37         42         48         36         60         75:
Old  :       281:        41         54         17         21         32         37         42         48         36         60         75:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       26.7       43.4       37.2       16.1       10.3       21.8       14.4
Old  :                 34.2       26.7       43.4       37.2       16.1       10.3       21.8       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 28, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,073,159:   118,375    207,542    209,813     97,509    254,348     97,490    108,250    149,609     87,618     85,264    113,016:   42,890    57,621
Old  : 1,073,159:   118,375    207,542    209,813     97,509    254,348     97,490    108,250    149,609     87,618     85,264    113,016:   42,890    57,621
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 21, 2008                                                                 :
     :    37,462:     2,522    -12,161     -5,922     -4,154     11,978      5,039      9,847     13,915      5,296      9,377      4,760:     -126     3,900
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.0       19.3       19.6        9.1       23.7        9.1       10.1       13.9        8.2        7.9       10.5:      4.0       5.4
Old  :     100.0:      11.0       19.3       19.6        9.1       23.7        9.1       10.1       13.9        8.2        7.9       10.5:      4.0       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       287:        38         54         18         20         32         33         44         42         43         61         77:
Old  :       287:        38         54         18         20         32         33         44         42         43         61         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       24.1       42.2       34.9       16.3        9.7       21.8       14.4
Old  :                 32.6       24.1       42.2       34.9       16.3        9.7       21.8       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 21, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,035,697:   115,853    219,703    215,735    101,663    242,370     92,451     98,403    135,694     82,322     75,887    108,256:   43,016    53,721
Old  : 1,035,697:   115,853    219,703    215,735    101,663    242,370     92,451     98,403    135,694     82,322     75,887    108,256:   43,016    53,721
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 14, 2008                                                                 :
     :   -54,554:    -3,166      1,803       -738      1,630     -9,596      8,911     16,978    -15,749      1,744     -8,705    -27,047:   -8,913   -13,868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       21.2       20.8        9.8       23.4        8.9        9.5       13.1        7.9        7.3       10.5:      4.2       5.2
Old  :     100.0:      11.2       21.2       20.8        9.8       23.4        8.9        9.5       13.1        7.9        7.3       10.5:      4.2       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       275:        35         56         18         20         33         32         44         42         37         57         68:
Old  :       275:        35         56         18         20         33         32         44         42         37         57         68:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       22.2       42.5       32.6       16.5        7.9       22.1       12.3
Old  :                 32.7       22.2       42.5       32.6       16.5        7.9       22.1       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 14, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,090,251:   119,019    217,900    216,473    100,033    251,966     83,540     81,425    151,443     80,578     84,592    135,303:   51,929    67,589
Old  : 1,090,251:   119,019    217,900    216,473    100,033    251,966     83,540     81,425    151,443     80,578     84,592    135,303:   51,929    67,589
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 7, 2008                                                                  :
     :     2,682:     1,793     -3,048     -3,774     -3,328      6,581     -5,401      2,568    -23,128      3,747      1,367     16,936:    5,928     4,734
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       20.0       19.9        9.2       23.1        7.7        7.5       13.9        7.4        7.8       12.4:      4.8       6.2
Old  :     100.0:      10.9       20.0       19.9        9.2       23.1        7.7        7.5       13.9        7.4        7.8       12.4:      4.8       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       275:        36         52         20         18         34         29         47         42         40         56         74:
Old  :       275:        36         52         20         18         34         29         47         42         40         56         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       21.0       41.0       30.8       14.6        5.9       19.4       10.2
Old  :                 31.4       21.0       41.0       30.8       14.6        5.9       19.4       10.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 7, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,087,569:   117,226    220,948    220,247    103,361    245,385     88,941     78,857    174,571     76,831     83,225    118,367:   46,001    62,855
Old  : 1,087,569:   117,226    220,948    220,247    103,361    245,385     88,941     78,857    174,571     76,831     83,225    118,367:   46,001    62,855
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 30, 2008                                                               :
     :    -4,842:     9,846        516     20,208     -6,038       -948    -18,679     -1,492     -6,312     -8,308     10,908      1,154:   -1,803    -2,630
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.8       20.3       20.3        9.5       22.6        8.2        7.3       16.1        7.1        7.7       10.9:      4.2       5.8
Old  :     100.0:      10.8       20.3       20.3        9.5       22.6        8.2        7.3       16.1        7.1        7.7       10.9:      4.2       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       287:        39         57         20         20         34         34         52         47         35         56         72:
Old  :       287:        39         57         20         20         34         34         52         47         35         56         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       21.3       42.3       31.7       14.6        6.7       19.2       11.0
Old  :                 32.6       21.3       42.3       31.7       14.6        6.7       19.2       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 30, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,092,411:   107,380    220,432    200,039    109,399    246,333    107,620     80,349    180,883     85,139     72,317    117,213:   47,804    65,485
Old  : 1,092,411:   107,380    220,432    200,039    109,399    246,333    107,620     80,349    180,883     85,139     72,317    117,213:   47,804    65,485
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2008                                                               :
     :   -20,977:    -2,010      1,591      4,789     -3,451     -2,654     -5,069     -8,946      1,423     -7,112     -1,600       -945:   -9,399    -6,395
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.8       20.2       18.3       10.0       22.5        9.9        7.4       16.6        7.8        6.6       10.7:      4.4       6.0
Old  :     100.0:       9.8       20.2       18.3       10.0       22.5        9.9        7.4       16.6        7.8        6.6       10.7:      4.4       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       282:        37         55         21         19         35         44         42         46         43         46         73:
Old  :       282:        37         55         21         19         35         44         42         46         43         46         73:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       21.6       40.3       32.6       13.1        7.6       18.1       11.5
Old  :                 31.0       21.6       40.3       32.6       13.1        7.6       18.1       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 23, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,113,388:   109,390    218,841    195,250    112,850    248,987    112,689     89,295    179,460     92,251     73,917    118,158:   57,203    71,880
Old  : 1,113,388:   109,390    218,841    195,250    112,850    248,987    112,689     89,295    179,460     92,251     73,917    118,158:   57,203    71,880
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 16, 2008                                                               :
     :  -128,241:   -18,988    -25,234    -22,617     -9,543    -23,054      4,917     -7,345    -30,597     -2,196    -12,283    -33,598:   -2,108    13,413
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.8       19.7       17.5       10.1       22.4       10.1        8.0       16.1        8.3        6.6       10.6:      5.1       6.5
Old  :     100.0:       9.8       19.7       17.5       10.1       22.4       10.1        8.0       16.1        8.3        6.6       10.6:      5.1       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       272:        35         51         21         18         35         47         38         43         41         46         68:
Old  :       272:        35         51         21         18         35         47         38         43         41         46         68:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       22.1       40.4       33.1       13.8        7.6       18.5       11.7
Old  :                 31.2       22.1       40.4       33.1       13.8        7.6       18.5       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 16, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,241,629:   128,378    244,075    217,867    122,393    272,041    107,772     96,640    210,057     94,447     86,200    151,756:   59,311    58,467
Old  : 1,241,629:   128,378    244,075    217,867    122,393    272,041    107,772     96,640    210,057     94,447     86,200    151,756:   59,311    58,467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 9, 2008                                                                :
     :    10,179:    -1,635     18,176     -4,325     -1,391      8,096        870      6,543      5,995      3,021    -15,695     12,353:  -14,196   -23,898
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.3       19.7       17.5        9.9       21.9        8.7        7.8       16.9        7.6        6.9       12.2:      4.8       4.7
Old  :     100.0:      10.3       19.7       17.5        9.9       21.9        8.7        7.8       16.9        7.6        6.9       12.2:      4.8       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       299:        39         51         21         21         37         46         47         48         48         55         81:
Old  :       299:        39         51         21         21         37         46         47         48         48         55         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       21.2       38.7       31.5       14.7        8.3       19.2       12.4
Old  :                 30.6       21.2       38.7       31.5       14.7        8.3       19.2       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 9, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,231,450:   130,013    225,899    222,192    123,784    263,945    106,902     90,097    204,062     91,426    101,895    139,403:   73,507    82,365
Old  : 1,231,450:   130,013    225,899    222,192    123,784    263,945    106,902     90,097    204,062     91,426    101,895    139,403:   73,507    82,365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 2, 2008                                                                :
     :     4,574:     5,392      5,868     -1,421     -6,925      2,362     -8,827     13,218    -14,865     13,615       -435     13,675:   -5,357    -8,324
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.6       18.3       18.0       10.1       21.4        8.7        7.3       16.6        7.4        8.3       11.3:      6.0       6.7
Old  :     100.0:      10.6       18.3       18.0       10.1       21.4        8.7        7.3       16.6        7.4        8.3       11.3:      6.0       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       304:        39         54         22         21         38         49         45         50         44         57         79:
Old  :       304:        39         54         22         21         38         49         45         50         44         57         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       21.8       39.6       31.9       15.2        8.1       19.2       12.6
Old  :                 30.3       21.8       39.6       31.9       15.2        8.1       19.2       12.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 2, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,226,876:   124,621    220,031    223,613    130,709    261,583    115,729     76,879    218,927     77,811    102,330    125,728:   78,864    90,689
Old  : 1,226,876:   124,621    220,031    223,613    130,709    261,583    115,729     76,879    218,927     77,811    102,330    125,728:   78,864    90,689
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 26, 2008                                                                  :
     :    39,253:     9,332      1,522      2,583      1,509     -3,014     -9,859       -497     11,180     -2,060     -5,587     10,098:   20,993    24,042
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.2       17.9       18.2       10.7       21.3        9.4        6.3       17.8        6.3        8.3       10.2:      6.4       7.4
Old  :     100.0:      10.2       17.9       18.2       10.7       21.3        9.4        6.3       17.8        6.3        8.3       10.2:      6.4       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       296:        43         55         23         20         39         43         46         51         36         61         79:
Old  :       296:        43         55         23         20         39         43         46         51         36         61         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       21.9       40.8       31.5       15.4        7.8       19.5       10.9
Old  :                 31.1       21.9       40.8       31.5       15.4        7.8       19.5       10.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,187,623:   115,289    218,509    221,030    129,200    264,597    125,588     77,376    207,747     79,871    107,917    115,630:   57,871    66,647
Old  : 1,187,623:   115,289    218,509    221,030    129,200    264,597    125,588     77,376    207,747     79,871    107,917    115,630:   57,871    66,647
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 19, 2008                                                                  :
     :   -16,135:   -20,826    -13,011       -133      1,177     -1,495        215     -5,264     -4,291        909     -2,119     14,178:   -4,692    -5,310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.7       18.4       18.6       10.9       22.3       10.6        6.5       17.5        6.7        9.1        9.7:      4.9       5.6
Old  :     100.0:       9.7       18.4       18.6       10.9       22.3       10.6        6.5       17.5        6.7        9.1        9.7:      4.9       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       292:        37         57         21         20         37         47         44         45         33         62         76:
Old  :       292:        37         57         21         20         37         47         44         45         33         62         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       23.0       42.1       33.2       15.7        8.1       19.8       12.0
Old  :                 31.9       23.0       42.1       33.2       15.7        8.1       19.8       12.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 19, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,203,758:   136,115    231,520    221,163    128,023    266,092    125,373     82,640    212,038     78,962    110,036    101,452:   62,563    71,957
Old  : 1,203,758:   136,115    231,520    221,163    128,023    266,092    125,373     82,640    212,038     78,962    110,036    101,452:   62,563    71,957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 12, 2008                                                                  :
     :   -37,657:    -4,808      7,991    -11,329     -2,885        -92      6,452      7,787    -18,818      5,802    -16,322    -22,063:    7,199     6,745
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       19.2       18.4       10.6       22.1       10.4        6.9       17.6        6.6        9.1        8.4:      5.2       6.0
Old  :     100.0:      11.3       19.2       18.4       10.6       22.1       10.4        6.9       17.6        6.6        9.1        8.4:      5.2       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       286:        42         55         23         22         41         50         40         45         30         57         72:
Old  :       286:        42         55         23         22         41         50         40         45         30         57         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       23.3       41.6       33.1       15.4        7.8       19.3       11.9
Old  :                 31.7       23.3       41.6       33.1       15.4        7.8       19.3       11.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 12, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,241,415:   140,923    223,529    232,492    130,908    266,184    118,921     74,853    230,856     73,160    126,358    123,515:   55,364    65,212
Old  : 1,241,415:   140,923    223,529    232,492    130,908    266,184    118,921     74,853    230,856     73,160    126,358    123,515:   55,364    65,212
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2008                                                                   :
     :    -7,887:    -5,552     -9,205        844        411       -513     -9,415     -1,565      9,987      4,164       -106     -5,435:   -1,967    -1,461
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       18.0       18.7       10.5       21.4        9.6        6.0       18.6        5.9       10.2        9.9:      4.5       5.3
Old  :     100.0:      11.4       18.0       18.7       10.5       21.4        9.6        6.0       18.6        5.9       10.2        9.9:      4.5       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       311:        44         57         23         21         40         54         41         56         33         68         83:
Old  :       311:        44         57         23         21         40         54         41         56         33         68         83:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       21.5       40.7       31.3       15.5        8.3       19.5       12.0
Old  :                 31.0       21.5       40.7       31.3       15.5        8.3       19.5       12.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,249,302:   146,475    232,734    231,648    130,497    266,697    128,336     76,418    220,869     68,996    126,464    128,950:   57,331    66,673
Old  : 1,249,302:   146,475    232,734    231,648    130,497    266,697    128,336     76,418    220,869     68,996    126,464    128,950:   57,331    66,673
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 29, 2008                                                                    :
     :    28,765:    10,191      4,309     -2,834        995      8,141     -8,587      2,492      2,530      4,297     -1,892     19,269:   -4,242    -7,079
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       18.6       18.5       10.4       21.3       10.3        6.1       17.7        5.5       10.1       10.3:      4.6       5.3
Old  :     100.0:      11.7       18.6       18.5       10.4       21.3       10.3        6.1       17.7        5.5       10.1       10.3:      4.6       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       314:        42         58         23         20         39         48         48         53         34         72         87:
Old  :       314:        42         58         23         20         39         48         48         53         34         72         87:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       21.9       41.5       31.4       15.5        8.3       19.8       11.8
Old  :                 31.6       21.9       41.5       31.4       15.5        8.3       19.8       11.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,220,537:   136,284    228,425    234,482    129,502    258,556    136,923     73,926    218,339     64,699    128,356    109,681:   61,573    73,752
Old  : 1,220,537:   136,284    228,425    234,482    129,502    258,556    136,923     73,926    218,339     64,699    128,356    109,681:   61,573    73,752
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 22, 2008                                                                    :
     :     3,162:    -8,190     -9,173     -2,326        555     -1,427        294     -7,556       -283      3,309      8,179      5,664:    6,121     7,203
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       18.7       19.2       10.6       21.2       11.2        6.1       17.9        5.3       10.5        9.0:      5.0       6.0
Old  :     100.0:      11.2       18.7       19.2       10.6       21.2       11.2        6.1       17.9        5.3       10.5        9.0:      5.0       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       307:        42         57         22         21         39         53         45         49         35         66         77:
Old  :       307:        42         57         22         21         39         53         45         49         35         66         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       22.8       43.4       33.0       15.8        8.2       20.5       11.9
Old  :                 32.8       22.8       43.4       33.0       15.8        8.2       20.5       11.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,217,375:   144,474    237,598    236,808    128,947    259,983    136,629     81,482    218,622     61,390    120,177    104,017:   55,452    66,549
Old  : 1,217,375:   144,474    237,598    236,808    128,947    259,983    136,629     81,482    218,622     61,390    120,177    104,017:   55,452    66,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2008                                                                    :
     :  -127,036:   -27,894    -38,513     15,228     -5,502    -16,204    -16,351     -2,016    -10,407      4,357     16,044    -36,720:  -39,045   -33,718
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       19.5       19.5       10.6       21.4       11.2        6.7       18.0        5.0        9.9        8.5:      4.6       5.5
Old  :     100.0:      11.9       19.5       19.5       10.6       21.4       11.2        6.7       18.0        5.0        9.9        8.5:      4.6       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       314:        43         57         20         23         39         50         48         50         33         72         76:
Old  :       314:        43         57         20         23         39         50         48         50         33         72         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       23.5       44.3       33.5       16.1        8.1       21.2       11.5
Old  :                 33.7       23.5       44.3       33.5       16.1        8.1       21.2       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,344,411:   172,368    276,111    221,580    134,449    276,187    152,980     83,498    229,029     57,033    104,133    140,737:   94,497   100,267
Old  : 1,344,411:   172,368    276,111    221,580    134,449    276,187    152,980     83,498    229,029     57,033    104,133    140,737:   94,497   100,267
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 8, 2008                                                                     :
     :    28,133:   -51,935      5,388     48,164         70      1,824     -2,752    -11,463      9,010     -4,076     -3,601        489:   27,409    26,416
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       20.5       16.5       10.0       20.5       11.4        6.2       17.0        4.2        7.7       10.5:      7.0       7.5
Old  :     100.0:      12.8       20.5       16.5       10.0       20.5       11.4        6.2       17.0        4.2        7.7       10.5:      7.0       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       335:        44         59         21         23         40         53         50         52         35         80         85:
Old  :       335:        44         59         21         23         40         53         50         52         35         80         85:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       22.7       40.5       31.9       13.9        7.7       18.8       11.1
Old  :                 30.8       22.7       40.5       31.9       13.9        7.7       18.8       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 8, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,316,278:   224,303    270,723    173,416    134,379    274,363    155,732     94,961    220,019     61,109    107,734    140,248:   67,088    73,851
Old  : 1,316,278:   224,303    270,723    173,416    134,379    274,363    155,732     94,961    220,019     61,109    107,734    140,248:   67,088    73,851
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 1, 2008                                                                     :
     :    21,798:    23,920     14,483      6,405        257        277     -2,945     12,099     -7,793     -1,692     -4,370     17,330:  -13,704   -10,485
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       20.6       13.2       10.2       20.8       11.8        7.2       16.7        4.6        8.2       10.7:      5.1       5.6
Old  :     100.0:      17.0       20.6       13.2       10.2       20.8       11.8        7.2       16.7        4.6        8.2       10.7:      5.1       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       333:        45         60         22         21         38         49         54         49         34         77         84:
Old  :       333:        45         60         22         21         38         49         54         49         34         77         84:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       22.8       40.1       32.5       13.0        8.3       19.3       12.5
Old  :                 28.5       22.8       40.1       32.5       13.0        8.3       19.3       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 1, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,294,480:   200,383    256,240    167,011    134,122    274,086    158,677     82,862    227,812     62,801    112,104    122,918:   80,792    84,336
Old  : 1,294,480:   200,383    256,240    167,011    134,122    274,086    158,677     82,862    227,812     62,801    112,104    122,918:   80,792    84,336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 24, 2008                                                                    :
     :   -11,595:    -5,104       -234    -19,544      6,809      4,952      8,395     -3,954     -7,844      1,946      8,380     -4,017:    9,621   -15,687
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       19.8       12.9       10.4       21.2       12.3        6.4       17.6        4.9        8.7        9.5:      6.2       6.5
Old  :     100.0:      15.5       19.8       12.9       10.4       21.2       12.3        6.4       17.6        4.9        8.7        9.5:      6.2       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       328:        44         59         21         21         36         56         50         49         34         76         79:
Old  :       328:        44         59         21         21         36         56         50         49         34         76         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       23.1       40.1       33.2       13.3        8.2       19.5       12.5
Old  :                 28.7       23.1       40.1       33.2       13.3        8.2       19.5       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,306,075:   205,487    256,474    186,555    127,313    269,134    150,282     86,816    235,656     60,855    103,724    126,935:   71,171   100,023
Old  : 1,306,075:   205,487    256,474    186,555    127,313    269,134    150,282     86,816    235,656     60,855    103,724    126,935:   71,171   100,023
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 17, 2008                                                                    :
     :   -29,132:   -15,197    -15,245      4,235      4,917    -14,529      3,611     -1,778     10,951      3,720     -5,763     -6,369:  -15,554    -1,316
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       19.6       14.3        9.7       20.6       11.5        6.6       18.0        4.7        7.9        9.7:      5.4       7.7
Old  :     100.0:      15.7       19.6       14.3        9.7       20.6       11.5        6.6       18.0        4.7        7.9        9.7:      5.4       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       320:        40         56         21         21         37         51         52         48         33         74         81:
Old  :       320:        40         56         21         21         37         51         52         48         33         74         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       22.8       40.3       32.6       14.0        7.8       20.3       11.7
Old  :                 28.8       22.8       40.3       32.6       14.0        7.8       20.3       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 17, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,335,207:   220,684    271,719    182,320    122,396    283,663    146,671     88,594    224,705     57,135    109,487    133,304:   86,725   101,339
Old  : 1,335,207:   220,684    271,719    182,320    122,396    283,663    146,671     88,594    224,705     57,135    109,487    133,304:   86,725   101,339
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 10, 2008                                                                    :
     :   -83,542:   -29,588    -42,389    -12,286    -19,340     -5,625    -10,846      4,598    -26,380     -3,832     -2,724     -9,811:   14,826    18,129
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.5       20.4       13.7        9.2       21.2       11.0        6.6       16.8        4.3        8.2       10.0:      6.5       7.6
Old  :     100.0:      16.5       20.4       13.7        9.2       21.2       11.0        6.6       16.8        4.3        8.2       10.0:      6.5       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       320:        45         57         21         23         39         48         53         49         37         69         78:
Old  :       320:        45         57         21         23         39         48         53         49         37         69         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       22.4       38.9       32.0       13.4        7.4       19.7       10.8
Old  :                 27.4       22.4       38.9       32.0       13.4        7.4       19.7       10.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 10, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,418,749:   250,272    314,108    194,606    141,736    289,288    157,517     83,996    251,085     60,967    112,211    143,115:   71,899    83,210
Old  : 1,418,749:   250,272    314,108    194,606    141,736    289,288    157,517     83,996    251,085     60,967    112,211    143,115:   71,899    83,210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 3, 2008                                                                     :
     :    63,082:    22,247     21,928      9,585     -1,380     20,886     -3,665       -221      7,384      3,187      8,336        -15:    3,473     6,164
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.6       22.1       13.7       10.0       20.4       11.1        5.9       17.7        4.3        7.9       10.1:      5.1       5.9
Old  :     100.0:      17.6       22.1       13.7       10.0       20.4       11.1        5.9       17.7        4.3        7.9       10.1:      5.1       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       333:        49         56         20         23         39         55         51         51         45         69         79:
Old  :       333:        49         56         20         23         39         55         51         51         45         69         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       22.7       37.7       33.0       11.0        7.5       17.3       11.5
Old  :                 26.4       22.7       37.7       33.0       11.0        7.5       17.3       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,355,667:   228,025    292,180    185,021    143,116    268,402    161,182     84,217    243,701     57,780    103,875    143,130:   68,426    77,046
Old  : 1,355,667:   228,025    292,180    185,021    143,116    268,402    161,182     84,217    243,701     57,780    103,875    143,130:   68,426    77,046
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2008                                                                     :
     :    16,793:     7,509     12,970     -2,342     -9,880      9,261     -6,042     -5,626     14,739     -4,153      3,586     13,071:  -15,250   -21,328
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.8       21.6       13.6       10.6       19.8       11.9        6.2       18.0        4.3        7.7       10.6:      5.0       5.7
Old  :     100.0:      16.8       21.6       13.6       10.6       19.8       11.9        6.2       18.0        4.3        7.7       10.6:      5.0       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       341:        46         56         20         23         39         53         57         48         38         76         82:
Old  :       341:        46         56         20         23         39         53         57         48         38         76         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       22.5       37.5       32.6       11.8        8.5       18.2       12.8
Old  :                 26.3       22.5       37.5       32.6       11.8        8.5       18.2       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 27, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,338,874:   220,516    279,210    187,363    152,996    259,141    167,224     89,843    228,962     61,933    100,289    130,059:   83,676    98,374
Old  : 1,338,874:   220,516    279,210    187,363    152,996    259,141    167,224     89,843    228,962     61,933    100,289    130,059:   83,676    98,374
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 20, 2008                                                                     :
     :   -17,783:    16,845      4,788    -13,120       -100     -2,406    -10,541        875    -18,452     -7,771     -4,061     16,573:    1,089   -15,000
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.5       20.9       14.0       11.4       19.4       12.5        6.7       17.1        4.6        7.5        9.7:      6.2       7.3
Old  :     100.0:      16.5       20.9       14.0       11.4       19.4       12.5        6.7       17.1        4.6        7.5        9.7:      6.2       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       325:        46         54         20         23         39         51         55         47         38         72         79:
Old  :       325:        46         54         20         23         39         51         55         47         38         72         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       22.6       38.1       32.3       12.4        8.8       19.0       13.8
Old  :                 26.8       22.6       38.1       32.3       12.4        8.8       19.0       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,356,657:   203,671    274,422    200,483    153,096    261,547    177,765     88,968    247,414     69,704    104,350    113,486:   82,587   113,374
Old  : 1,356,657:   203,671    274,422    200,483    153,096    261,547    177,765     88,968    247,414     69,704    104,350    113,486:   82,587   113,374
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 13, 2008                                                                     :
     :  -120,350:   -38,610    -44,510     -1,837    -16,288    -24,825    -12,985      2,066    -25,191     -7,267       -359    -11,377:    1,742       134
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       20.2       14.8       11.3       19.3       13.1        6.6       18.2        5.1        7.7        8.4:      6.1       8.4
Old  :     100.0:      15.0       20.2       14.8       11.3       19.3       13.1        6.6       18.2        5.1        7.7        8.4:      6.1       8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       334:        44         55         20         23         37         59         51         53         37         72         79:
Old  :       334:        44         55         20         23         37         59         51         53         37         72         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       24.1       39.3       33.9       13.5        8.8       20.3       14.1
Old  :                 27.8       24.1       39.3       33.9       13.5        8.8       20.3       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,477,007:   242,281    318,932    202,320    169,384    286,372    190,750     86,902    272,605     76,971    104,709    124,863:   80,845   113,240
Old  : 1,477,007:   242,281    318,932    202,320    169,384    286,372    190,750     86,902    272,605     76,971    104,709    124,863:   80,845   113,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 6, 2008                                                                      :
     :    54,576:    26,597     34,014      4,800      8,164     14,233     -7,452      1,876      7,465      8,440     -4,955      3,733:   -3,240    -9,954
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       21.6       13.7       11.5       19.4       12.9        5.9       18.5        5.2        7.1        8.5:      5.5       7.7
Old  :     100.0:      16.4       21.6       13.7       11.5       19.4       12.9        5.9       18.5        5.2        7.1        8.5:      5.5       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       341:        51         62         18         24         36         60         51         56         37         69         82:
Old  :       341:        51         62         18         24         36         60         51         56         37         69         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       23.4       37.9       33.6       12.1        9.2       18.3       13.7
Old  :                 26.7       23.4       37.9       33.6       12.1        9.2       18.3       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,422,431:   215,684    284,918    197,520    161,220    272,139    198,202     85,026    265,140     68,531    109,664    121,130:   84,085   123,194
Old  : 1,422,431:   215,684    284,918    197,520    161,220    272,139    198,202     85,026    265,140     68,531    109,664    121,130:   84,085   123,194
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 29, 2008                                                                   :
     :    56,975:    17,880      6,331     -1,152    -10,984      3,410      2,433     -1,762      9,614      5,912      8,361     10,960:    7,918    31,045
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       20.0       13.9       11.3       19.1       13.9        6.0       18.6        4.8        7.7        8.5:      5.9       8.7
Old  :     100.0:      15.2       20.0       13.9       11.3       19.1       13.9        6.0       18.6        4.8        7.7        8.5:      5.9       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       339:        49         63         19         24         37         57         53         53         34         77         79:
Old  :       339:        49         63         19         24         37         57         53         53         34         77         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       24.0       38.5       33.9       12.5        9.2       19.0       13.6
Old  :                 27.3       24.0       38.5       33.9       12.5        9.2       19.0       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 29, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,365,456:   197,804    278,587    198,672    172,204    268,729    195,769     86,788    255,526     62,619    101,303    110,170:   76,167    92,149
Old  : 1,365,456:   197,804    278,587    198,672    172,204    268,729    195,769     86,788    255,526     62,619    101,303    110,170:   76,167    92,149
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 22, 2008                                                                   :
     :    28,401:     3,708        925     -7,207        139      3,806      7,284     13,045     -4,315      1,821      5,616     11,632:   11,672    -2,447
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.5       20.4       14.5       12.6       19.7       14.3        6.4       18.7        4.6        7.4        8.1:      5.6       6.7
Old  :     100.0:      14.5       20.4       14.5       12.6       19.7       14.3        6.4       18.7        4.6        7.4        8.1:      5.6       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       328:        49         59         20         23         35         56         50         53         36         71         78:
Old  :       328:        49         59         20         23         35         56         50         53         36         71         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       25.6       40.3       35.6       13.3       10.5       20.1       15.5
Old  :                 28.5       25.6       40.3       35.6       13.3       10.5       20.1       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 22, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,337,055:   194,096    277,662    205,879    172,065    264,923    188,485     73,743    259,841     60,798     95,687     98,538:   64,495    94,596
Old  : 1,337,055:   194,096    277,662    205,879    172,065    264,923    188,485     73,743    259,841     60,798     95,687     98,538:   64,495    94,596
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 15, 2008                                                                   :
     :  -104,318:   -32,750    -46,700    -17,360      1,732     -7,396     13,218     -9,902    -18,915    -11,409     -4,610    -24,540:   -5,166     6,013
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.5       20.8       15.4       12.9       19.8       14.1        5.5       19.4        4.5        7.2        7.4:      4.8       7.1
Old  :     100.0:      14.5       20.8       15.4       12.9       19.8       14.1        5.5       19.4        4.5        7.2        7.4:      4.8       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       324:        51         61         19         24         36         59         45         47         33         71         73:
Old  :       324:        51         61         19         24         36         59         45         47         33         71         73:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       26.8       40.9       37.0       14.2       11.1       21.6       15.9
Old  :                 28.8       26.8       40.9       37.0       14.2       11.1       21.6       15.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 15, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,441,373:   226,846    324,362    223,239    170,333    272,319    175,267     83,645    278,756     72,207    100,297    123,078:   69,661    88,583
Old  : 1,441,373:   226,846    324,362    223,239    170,333    272,319    175,267     83,645    278,756     72,207    100,297    123,078:   69,661    88,583
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 8, 2008                                                                    :
     :    29,047:    14,772     15,100      5,944      8,185       -687      7,385        124     -3,347      1,769      2,666      4,781:   -1,570     2,225
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       22.5       15.5       11.8       18.9       12.2        5.8       19.3        5.0        7.0        8.5:      4.8       6.1
Old  :     100.0:      15.7       22.5       15.5       11.8       18.9       12.2        5.8       19.3        5.0        7.0        8.5:      4.8       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       329:        50         58         18         24         36         59         49         53         41         64         76:
Old  :       329:        50         58         18         24         36         59         49         53         41         64         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       25.5       38.3       35.1       12.8        9.0       18.9       13.9
Old  :                 27.3       25.5       38.3       35.1       12.8        9.0       18.9       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 8, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,412,326:   212,074    309,262    217,295    162,148    273,006    167,882     83,521    282,103     70,438     97,631    118,297:   71,231    86,358
Old  : 1,412,326:   212,074    309,262    217,295    162,148    273,006    167,882     83,521    282,103     70,438     97,631    118,297:   71,231    86,358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 1, 2008                                                                    :
     :    30,681:     3,601      4,159        928     11,618     -7,161     10,677    -12,025      4,734      2,209      5,447     10,166:    5,527    13,743
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       21.9       15.4       11.5       19.3       11.9        5.9       20.0        5.0        6.9        8.4:      5.0       6.1
Old  :     100.0:      15.0       21.9       15.4       11.5       19.3       11.9        5.9       20.0        5.0        6.9        8.4:      5.0       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       316:        47         60         19         24         35         56         40         49         38         66         74:
Old  :       316:        47         60         19         24         35         56         40         49         38         66         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       25.6       39.0       35.3       12.5        8.5       18.9       13.8
Old  :                 27.4       25.6       39.0       35.3       12.5        8.5       18.9       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 1, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,381,645:   208,473    305,103    216,367    150,530    280,167    157,205     95,546    277,369     68,229     92,184    108,131:   65,704    72,615
Old  : 1,381,645:   208,473    305,103    216,367    150,530    280,167    157,205     95,546    277,369     68,229     92,184    108,131:   65,704    72,615
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 25, 2008                                                                   :
     :    18,978:     5,013     -6,667     -2,283     -3,038      1,298     -1,131     11,596      8,430        184     -5,284      9,527:   -2,060     3,116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1       22.1       15.7       10.9       20.3       11.4        6.9       20.1        4.9        6.7        7.8:      4.8       5.3
Old  :     100.0:      15.1       22.1       15.7       10.9       20.3       11.4        6.9       20.1        4.9        6.7        7.8:      4.8       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       316:        48         62         20         21         35         56         43         51         35         63         75:
Old  :       316:        48         62         20         21         35         56         43         51         35         63         75:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       25.1       39.1       35.2       12.4        7.9       19.0       13.6
Old  :                 27.1       25.1       39.1       35.2       12.4        7.9       19.0       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 25, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,362,667:   203,460    311,770    218,650    153,568    278,869    158,336     83,950    268,939     68,045     97,468     98,604:   67,764    69,499
Old  : 1,362,667:   203,460    311,770    218,650    153,568    278,869    158,336     83,950    268,939     68,045     97,468     98,604:   67,764    69,499
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 18, 2008                                                                   :
     :   -44,692:   -13,769    -39,249         10      1,740    -11,527    -15,853        249      4,660     -6,323     15,734      2,077:   -3,967   -18,376
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.9       22.9       16.0       11.3       20.5       11.6        6.2       19.7        5.0        7.2        7.2:      5.0       5.1
Old  :     100.0:      14.9       22.9       16.0       11.3       20.5       11.6        6.2       19.7        5.0        7.2        7.2:      5.0       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       311:        44         59         21         21         37         54         45         48         35         63         72:
Old  :       311:        44         59         21         21         37         54         45         48         35         63         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       25.4       39.4       34.7       12.2        8.2       19.2       13.8
Old  :                 27.4       25.4       39.4       34.7       12.2        8.2       19.2       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 18, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,407,359:   217,229    351,019    218,640    151,828    290,396    174,189     83,701    264,279     74,368     81,734     96,527:   71,731    87,875
Old  : 1,407,359:   217,229    351,019    218,640    151,828    290,396    174,189     83,701    264,279     74,368     81,734     96,527:   71,731    87,875
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 11, 2008                                                                   :
     :   -77,058:   -11,005    -32,399     -5,662    -16,359      2,040     -7,555      4,089    -14,917     -4,478     15,901    -32,378:   -3,103    -3,035
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4       24.9       15.5       10.8       20.6       12.4        5.9       18.8        5.3        5.8        6.9:      5.1       6.2
Old  :     100.0:      15.4       24.9       15.5       10.8       20.6       12.4        5.9       18.8        5.3        5.8        6.9:      5.1       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       313:        47         62         22         20         36         53         46         48         35         63         73:
Old  :       313:        47         62         22         20         36         53         46         48         35         63         73:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       24.8       38.9       34.2       12.0        8.0       18.9       13.3
Old  :                 27.2       24.8       38.9       34.2       12.0        8.0       18.9       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,484,417:   228,234    383,418    224,302    168,187    288,356    181,744     79,612    279,196     78,846     65,833    128,905:   74,834    90,910
Old  : 1,484,417:   228,234    383,418    224,302    168,187    288,356    181,744     79,612    279,196     78,846     65,833    128,905:   74,834    90,910
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 4, 2008                                                                    :
     :    33,461:    13,837     20,009     16,894      4,434     -7,525    -10,187     -2,947       -268      9,326    -10,998     22,099:  -10,715     8,657
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4       25.8       15.1       11.3       19.4       12.2        5.4       18.8        5.3        4.4        8.7:      5.0       6.1
Old  :     100.0:      15.4       25.8       15.1       11.3       19.4       12.2        5.4       18.8        5.3        4.4        8.7:      5.0       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       338:        47         63         18         24         35         59         47         50         44         67         82:
Old  :       338:        47         63         18         24         35         59         47         50         44         67         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       23.1       37.1       32.8       12.0        8.6       17.9       14.1
Old  :                 26.4       23.1       37.1       32.8       12.0        8.6       17.9       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 4, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,450,956:   214,397    363,409    207,408    163,753    295,881    191,931     82,559    279,464     69,520     76,831    106,806:   85,549    82,253
Old  : 1,450,956:   214,397    363,409    207,408    163,753    295,881    191,931     82,559    279,464     69,520     76,831    106,806:   85,549    82,253
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2008                                                                :
     :    45,034:     4,687     10,823     -6,836     12,587     10,646     -1,673     -7,743     12,123      5,135     -5,186     23,553:   -2,601   -11,769
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       25.0       14.3       11.3       20.4       13.2        5.7       19.3        4.8        5.3        7.4:      5.9       5.7
Old  :     100.0:      14.8       25.0       14.3       11.3       20.4       13.2        5.7       19.3        4.8        5.3        7.4:      5.9       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       338:        47         64         16         25         35         59         48         52         35         71         81:
Old  :       338:        47         64         16         25         35         59         48         52         35         71         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       24.0       37.6       33.1       11.6        8.6       17.3       14.2
Old  :                 26.7       24.0       37.6       33.1       11.6        8.6       17.3       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 26, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,405,922:   209,710    352,586    214,244    151,166    285,235    193,604     90,302    267,341     64,385     82,017     83,253:   88,150    94,022
Old  : 1,405,922:   209,710    352,586    214,244    151,166    285,235    193,604     90,302    267,341     64,385     82,017     83,253:   88,150    94,022
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2008                                                                :
     :    50,787:    18,250     32,226     -4,374     12,945     -9,245     20,713     -1,377      8,579      4,852     -3,530      6,578:    5,434     4,611
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.9       25.1       15.2       10.8       20.3       13.8        6.4       19.0        4.6        5.8        5.9:      6.3       6.7
Old  :     100.0:      14.9       25.1       15.2       10.8       20.3       13.8        6.4       19.0        4.6        5.8        5.9:      6.3       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       336:        47         64         17         24         33         62         51         48         30         72         78:
Old  :       336:        47         64         17         24         33         62         51         48         30         72         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       25.0       38.9       33.7       12.0        8.1       18.6       13.6
Old  :                 27.4       25.0       38.9       33.7       12.0        8.1       18.6       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,355,135:   191,460    320,360    218,618    138,221    294,480    172,891     91,679    258,762     59,533     85,547     76,675:   82,716    89,411
Old  : 1,355,135:   191,460    320,360    218,618    138,221    294,480    172,891     91,679    258,762     59,533     85,547     76,675:   82,716    89,411
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 12, 2008                                                                :
     :   -37,900:    -5,767     -7,789    -16,488      5,503      9,733     13,892        327     -3,537      1,022     -9,037    -13,164:  -23,591   -19,936
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       23.6       16.1       10.2       21.7       12.8        6.8       19.1        4.4        6.3        5.7:      6.1       6.6
Old  :     100.0:      14.1       23.6       16.1       10.2       21.7       12.8        6.8       19.1        4.4        6.3        5.7:      6.1       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       323:        46         63         19         21         34         55         58         54         28         66         72:
Old  :       323:        46         63         19         21         34         55         58         54         28         66         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       25.9       40.3       34.7       12.5        7.9       19.6       13.2
Old  :                 28.4       25.9       40.3       34.7       12.5        7.9       19.6       13.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 12, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,393,035:   197,227    328,149    235,106    132,718    284,747    158,999     91,352    262,299     58,511     94,584     89,839:  106,307   109,347
Old  : 1,393,035:   197,227    328,149    235,106    132,718    284,747    158,999     91,352    262,299     58,511     94,584     89,839:  106,307   109,347
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 5, 2008                                                                 :
     :    24,511:   -12,996     -2,907     -3,627     -3,543      1,878     16,381     -5,635       -724     -4,520      6,756     -4,644:   32,763    33,330
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.2       23.6       16.9        9.5       20.4       11.4        6.6       18.8        4.2        6.8        6.4:      7.6       7.8
Old  :     100.0:      14.2       23.6       16.9        9.5       20.4       11.4        6.6       18.8        4.2        6.8        6.4:      7.6       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       329:        52         64         21         18         33         57         54         55         28         66         81:
Old  :       329:        52         64         21         18         33         57         54         55         28         66         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       24.5       38.8       34.1       12.8        7.4       19.2       12.9
Old  :                 27.2       24.5       38.8       34.1       12.8        7.4       19.2       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,368,524:   210,223    331,056    238,733    136,261    282,869    142,618     96,987    263,023     63,031     87,828     94,483:   73,544    76,017
Old  : 1,368,524:   210,223    331,056    238,733    136,261    282,869    142,618     96,987    263,023     63,031     87,828     94,483:   73,544    76,017
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2008                                                                 :
     :     2,717:   -13,466     -8,880      7,121     -1,679     10,931     -7,329     -3,844      3,677      1,298     -1,676     -3,610:    4,095     7,798
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4       24.2       17.4       10.0       20.7       10.4        7.1       19.2        4.6        6.4        6.9:      5.4       5.6
Old  :     100.0:      15.4       24.2       17.4       10.0       20.7       10.4        7.1       19.2        4.6        6.4        6.9:      5.4       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       325:        48         63         22         17         34         57         56         53         32         60         79:
Old  :       325:        48         63         22         17         34         57         56         53         32         60         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       25.8       39.2       36.0       13.0        8.6       19.6       13.9
Old  :                 27.7       25.8       39.2       36.0       13.0        8.6       19.6       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,365,807:   223,689    339,936    231,612    137,940    271,938    149,947    100,831    259,346     61,733     89,504     98,093:   69,449    68,219
Old  : 1,365,807:   223,689    339,936    231,612    137,940    271,938    149,947    100,831    259,346     61,733     89,504     98,093:   69,449    68,219
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 22, 2008                                                                 :
     :    22,640:    14,791     14,049      8,145     -2,233     -4,427      6,939     14,633     -6,954      4,146      7,494      5,494:   -5,494    -5,416
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       24.9       17.0       10.1       19.9       11.0        7.4       19.0        4.5        6.6        7.2:      5.1       5.0
Old  :     100.0:      16.4       24.9       17.0       10.1       19.9       11.0        7.4       19.0        4.5        6.6        7.2:      5.1       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       324:        46         64         23         16         32         61         53         51         33         60         74:
Old  :       324:        46         64         23         16         32         61         53         51         33         60         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       26.2       38.9       36.4       12.6        8.7       19.0       14.3
Old  :                 27.7       26.2       38.9       36.4       12.6        8.7       19.0       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 22, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,343,167:   208,898    325,887    223,467    140,173    276,365    143,008     86,198    266,300     57,587     82,010     92,599:   74,943    73,635
Old  : 1,343,167:   208,898    325,887    223,467    140,173    276,365    143,008     86,198    266,300     57,587     82,010     92,599:   74,943    73,635
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2008                                                                 :
     :  -114,905:   -40,880    -74,243     13,150    -15,713      1,429    -16,621      8,104    -14,434    -15,558     16,188    -21,554:  -20,437   -14,682
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       24.3       16.6       10.4       20.6       10.6        6.4       19.8        4.3        6.1        6.9:      5.6       5.5
Old  :     100.0:      15.6       24.3       16.6       10.4       20.6       10.6        6.4       19.8        4.3        6.1        6.9:      5.6       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       306:        42         62         21         17         30         56         51         50         24         61         67:
Old  :       306:        42         62         21         17         30         56         51         50         24         61         67:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       27.3       39.9       37.4       11.9        8.9       19.2       14.5
Old  :                 28.1       27.3       39.9       37.4       11.9        8.9       19.2       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 15, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,458,072:   249,778    400,130    210,317    155,886    274,936    159,629     78,094    280,734     73,145     65,822    114,153:   95,380    88,317
Old  : 1,458,072:   249,778    400,130    210,317    155,886    274,936    159,629     78,094    280,734     73,145     65,822    114,153:   95,380    88,317
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2008                                                                  :
     :    44,116:    24,841     22,585      3,418     -1,079      4,652     -8,620     -1,806     -1,878     -2,905     -1,486     16,025:    8,583     7,103
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.1       27.4       14.4       10.7       18.9       10.9        5.4       19.3        5.0        4.5        7.8:      6.5       6.1
Old  :     100.0:      17.1       27.4       14.4       10.7       18.9       10.9        5.4       19.3        5.0        4.5        7.8:      6.5       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       331:        45         61         19         18         32         56         54         56         44         59         81:
Old  :       331:        45         61         19         18         32         56         54         56         44         59         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       24.9       36.2       34.9       10.8        8.5       16.7       13.6
Old  :                 25.9       24.9       36.2       34.9       10.8        8.5       16.7       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,413,956:   224,937    377,545    206,899    156,965    270,284    168,249     79,900    282,612     76,050     67,308     98,128:   86,797    81,214
Old  : 1,413,956:   224,937    377,545    206,899    156,965    270,284    168,249     79,900    282,612     76,050     67,308     98,128:   86,797    81,214
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2007                                                                :
     :    52,698:    13,607     17,649       -821     12,115         -7      2,084      1,140     15,638      3,245     -5,247      8,975:    9,977     2,435
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       26.7       14.6       11.1       19.1       11.9        5.7       20.0        5.4        4.8        6.9:      6.1       5.7
Old  :     100.0:      15.9       26.7       14.6       11.1       19.1       11.9        5.7       20.0        5.4        4.8        6.9:      6.1       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       315:        40         53         20         17         33         58         51         51         41         58         77:
Old  :       315:        40         53         20         17         33         58         51         51         41         58         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       25.9       37.3       35.2       11.0        9.1       17.0       14.2
Old  :                 26.5       25.9       37.3       35.2       11.0        9.1       17.0       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,361,258:   211,330    359,896    207,720    144,850    270,291    166,165     78,760    266,974     72,805     72,555     89,153:   76,820    78,779
Old  : 1,361,258:   211,330    359,896    207,720    144,850    270,291    166,165     78,760    266,974     72,805     72,555     89,153:   76,820    78,779
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2007                                                                :
     :    35,507:     3,823     19,167    -14,326      9,806       -906      7,376       -356     10,650     12,212    -19,349     11,973:    4,705     4,522
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       26.4       15.3       10.6       19.9       12.2        5.8       19.6        5.3        5.3        6.5:      5.6       5.8
Old  :     100.0:      15.5       26.4       15.3       10.6       19.9       12.2        5.8       19.6        5.3        5.3        6.5:      5.6       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       303:        40         54         21         16         33         51         47         50         45         54         72:
Old  :       303:        40         54         21         16         33         51         47         50         45         54         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       26.3       38.3       35.9       11.9        8.7       17.9       13.9
Old  :                 27.1       26.3       38.3       35.9       11.9        8.7       17.9       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,325,751:   207,507    340,729    222,046    135,044    271,197    158,789     79,116    256,324     60,593     91,904     77,180:   72,115    74,257
Old  : 1,325,751:   207,507    340,729    222,046    135,044    271,197    158,789     79,116    256,324     60,593     91,904     77,180:   72,115    74,257
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 18, 2007                                                                :
     :    -4,499:    -5,786      8,418     -3,977      4,844     -3,855     11,736     -2,674        822     -5,457    -10,356       -567:    2,585    -1,131
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       25.7       16.7       10.2       20.5       12.0        6.0       19.3        4.6        6.9        5.8:      5.4       5.6
Old  :     100.0:      15.7       25.7       16.7       10.2       20.5       12.0        6.0       19.3        4.6        6.9        5.8:      5.4       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       301:        44         60         20         17         33         49         48         47         37         59         70:
Old  :       301:        44         60         20         17         33         49         48         47         37         59         70:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       26.7       40.3       36.4       12.5        8.4       19.4       13.6
Old  :                 28.2       26.7       40.3       36.4       12.5        8.4       19.4       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,330,250:   213,293    332,311    226,023    130,200    275,052    147,053     81,790    255,502     66,050    102,260     77,747:   69,530    75,388
Old  : 1,330,250:   213,293    332,311    226,023    130,200    275,052    147,053     81,790    255,502     66,050    102,260     77,747:   69,530    75,388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 11, 2007                                                                :
     :   -50,657:   -13,217     -9,377      1,377     -8,478     -5,827     -1,279      1,758       -583        189      6,125    -26,681:   -4,636    -7,594
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       25.0       17.0        9.8       20.7       11.1        6.1       19.2        5.0        7.7        5.8:      5.2       5.7
Old  :     100.0:      16.0       25.0       17.0        9.8       20.7       11.1        6.1       19.2        5.0        7.7        5.8:      5.2       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       305:        44         59         21         17         34         47         50         48         37         63         76:
Old  :       305:        44         59         21         17         34         47         50         48         37         63         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       26.5       40.9       36.1       12.7        7.9       20.4       13.0
Old  :                 28.3       26.5       40.9       36.1       12.7        7.9       20.4       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 11, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,380,907:   226,510    341,688    224,646    138,678    280,879    148,332     80,032    256,085     65,861     96,135    104,428:   74,166    82,982
Old  : 1,380,907:   226,510    341,688    224,646    138,678    280,879    148,332     80,032    256,085     65,861     96,135    104,428:   74,166    82,982
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 4, 2007                                                                 :
     :    -1,619:   -13,704    -13,105         84     -3,670      8,092      2,518     -1,996     -4,147     -3,562     -2,920      8,687:      413     7,440
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       24.7       16.3       10.0       20.3       10.7        5.8       18.5        4.8        7.0        7.6:      5.4       6.0
Old  :     100.0:      16.4       24.7       16.3       10.0       20.3       10.7        5.8       18.5        4.8        7.0        7.6:      5.4       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        44         58         20         18         34         53         47         45         43         66         80:
Old  :       318:        44         58         20         18         34         53         47         45         43         66         80:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       26.0       39.8       35.5       12.2        7.7       18.8       12.5
Old  :                 27.4       26.0       39.8       35.5       12.2        7.7       18.8       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 4, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,382,526:   240,214    354,793    224,562    142,348    272,787    145,814     82,028    260,232     69,423     99,055     95,741:   73,753    75,542
Old  : 1,382,526:   240,214    354,793    224,562    142,348    272,787    145,814     82,028    260,232     69,423     99,055     95,741:   73,753    75,542
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 27, 2007                                                                :
     :   -21,902:   -13,375    -11,322      2,213     -6,936       -196    -20,101     -6,612      1,258      4,356      1,274     -2,054:    5,997     2,686
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.4       25.7       16.2       10.3       19.7       10.5        5.9       18.8        5.0        7.2        6.9:      5.3       5.5
Old  :     100.0:      17.4       25.7       16.2       10.3       19.7       10.5        5.9       18.8        5.0        7.2        6.9:      5.3       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       310:        44         58         20         17         33         50         45         47         43         66         78:
Old  :       310:        44         58         20         17         33         50         45         47         43         66         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       26.2       39.4       36.1       12.2        8.1       18.8       12.9
Old  :                 27.1       26.2       39.4       36.1       12.2        8.1       18.8       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,404,428:   253,589    366,115    222,349    149,284    272,983    165,915     88,640    258,974     65,067     97,781     97,795:   67,756    72,856
Old  : 1,404,428:   253,589    366,115    222,349    149,284    272,983    165,915     88,640    258,974     65,067     97,781     97,795:   67,756    72,856
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 20, 2007                                                                :
     :     6,444:     7,011     18,044     -5,515      9,603      1,318     -5,842        612     -1,865        798    -15,651      8,656:    1,883   -14,273
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.1       26.1       15.8       10.6       19.4       11.8        6.3       18.4        4.6        7.0        7.0:      4.8       5.2
Old  :     100.0:      18.1       26.1       15.8       10.6       19.4       11.8        6.3       18.4        4.6        7.0        7.0:      4.8       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        48         58         19         17         33         53         44         47         40         67         78:
Old  :       318:        48         58         19         17         33         53         44         47         40         67         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       26.4       39.4       36.6       12.3        7.9       18.4       13.0
Old  :                 27.5       26.4       39.4       36.6       12.3        7.9       18.4       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,397,984:   246,578    348,071    227,864    139,681    271,665    171,757     88,028    260,839     64,269    113,432     89,139:   65,873    87,129
Old  : 1,397,984:   246,578    348,071    227,864    139,681    271,665    171,757     88,028    260,839     64,269    113,432     89,139:   65,873    87,129
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 13, 2007                                                                :
     :   -47,178:   -21,602    -16,805     12,697     14,818    -19,601     13,728     12,764    -13,949     -2,934    -25,714     -6,715:   -8,802     8,024
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.6       24.9       16.3       10.0       19.4       12.3        6.3       18.7        4.6        8.1        6.4:      4.7       6.2
Old  :     100.0:      17.6       24.9       16.3       10.0       19.4       12.3        6.3       18.7        4.6        8.1        6.4:      4.7       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        46         58         19         17         33         53         44         45         40         70         74:
Old  :       318:        46         58         19         17         33         53         44         45         40         70         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       26.1       39.8       36.2       12.5        7.8       19.6       13.4
Old  :                 27.2       26.1       39.8       36.2       12.5        7.8       19.6       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,445,162:   268,180    364,876    215,167    124,863    291,266    158,029     75,264    274,788     67,203    139,146     95,854:   74,675    79,105
Old  : 1,445,162:   268,180    364,876    215,167    124,863    291,266    158,029     75,264    274,788     67,203    139,146     95,854:   74,675    79,105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2007                                                                 :
     :   -68,200:    13,092    -16,590     26,040     -4,859    -29,985    -10,850     -3,917     -3,615    -15,862     54,984    -55,330:    8,310    -8,888
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       25.2       14.9        8.6       20.2       10.9        5.2       19.0        4.7        9.6        6.6:      5.2       5.5
Old  :     100.0:      18.6       25.2       14.9        8.6       20.2       10.9        5.2       19.0        4.7        9.6        6.6:      5.2       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       316:        50         60         19         18         34         52         44         51         34         71         78:
Old  :       316:        50         60         19         18         34         52         44         51         34         71         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       24.4       38.1       33.6       12.0        7.4       18.9       12.8
Old  :                 25.8       24.4       38.1       33.6       12.0        7.4       18.9       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,513,362:   255,088    381,466    189,127    129,722    321,251    168,879     79,181    278,403     83,065     84,162    151,184:   66,365    87,993
Old  : 1,513,362:   255,088    381,466    189,127    129,722    321,251    168,879     79,181    278,403     83,065     84,162    151,184:   66,365    87,993
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 30, 2007                                                                 :
     :    65,248:     9,168     18,805      7,245      4,590     21,830      4,873     -4,328      8,107        729    -12,959     31,156:  -17,860    -1,953
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.9       25.2       12.5        8.6       21.2       11.2        5.2       18.4        5.5        5.6       10.0:      4.4       5.8
Old  :     100.0:      16.9       25.2       12.5        8.6       21.2       11.2        5.2       18.4        5.5        5.6       10.0:      4.4       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       347:        48         66         19         19         34         58         45         50         51         68         84:
Old  :       347:        48         66         19         19         34         58         45         50         51         68         84:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       23.1       35.7       32.6       11.3        7.2       16.5       12.1
Old  :                 24.4       23.1       35.7       32.6       11.3        7.2       16.5       12.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,448,114:   245,920    362,661    181,882    125,132    299,421    164,006     83,509    270,296     82,336     97,121    120,028:   84,225    89,946
Old  : 1,448,114:   245,920    362,661    181,882    125,132    299,421    164,006     83,509    270,296     82,336     97,121    120,028:   84,225    89,946
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 23, 2007                                                                 :
     :    40,042:     7,110     12,609     -8,601      3,774     20,607     -8,834       -287    -11,524     11,245    -20,572     18,923:   11,116    16,512
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       25.0       12.6        8.6       20.7       11.3        5.8       18.7        5.7        6.7        8.3:      5.8       6.2
Old  :     100.0:      17.0       25.0       12.6        8.6       20.7       11.3        5.8       18.7        5.7        6.7        8.3:      5.8       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       343:        46         66         18         19         33         55         46         52         58         66         78:
Old  :       343:        46         66         18         19         33         55         46         52         58         66         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       23.0       35.5       32.6       11.4        7.1       16.9       12.3
Old  :                 24.4       23.0       35.5       32.6       11.4        7.1       16.9       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,408,072:   238,810    350,052    190,483    121,358    278,814    172,840     83,796    281,820     71,091    117,693    101,105:   73,109    73,434
Old  : 1,408,072:   238,810    350,052    190,483    121,358    278,814    172,840     83,796    281,820     71,091    117,693    101,105:   73,109    73,434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 16, 2007                                                                 :
     :   -81,221:   -38,553    -52,468     -3,424     -5,835     -6,340     -3,857     -2,021     -5,887     -3,213     21,109     -8,604:  -11,343   -21,175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       24.9       13.5        8.6       19.8       12.3        6.0       20.0        5.0        8.4        7.2:      5.2       5.2
Old  :     100.0:      17.0       24.9       13.5        8.6       19.8       12.3        6.0       20.0        5.0        8.4        7.2:      5.2       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       341:        44         66         17         20         33         64         46         52         41         75         74:
Old  :       341:        44         66         17         20         33         64         46         52         41         75         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       23.4       36.0       32.3       11.7        7.2       17.9       12.5
Old  :                 24.6       23.4       36.0       32.3       11.7        7.2       17.9       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,489,293:   277,363    402,520    193,907    127,193    285,154    176,697     85,817    287,707     74,304     96,584    109,709:   84,452    94,609
Old  : 1,489,293:   277,363    402,520    193,907    127,193    285,154    176,697     85,817    287,707     74,304     96,584    109,709:   84,452    94,609
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2007                                                                  :
     :    48,369:    25,330     27,405     -3,023      3,371     11,829     -3,533     14,556    -13,439      7,301    -26,018     19,560:    4,344    11,105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       27.0       13.0        8.5       19.1       11.9        5.8       19.3        5.0        6.5        7.4:      5.7       6.4
Old  :     100.0:      18.6       27.0       13.0        8.5       19.1       11.9        5.8       19.3        5.0        6.5        7.4:      5.7       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       341:        45         65         17         21         34         65         45         55         37         76         77:
Old  :       341:        45         65         17         21         34         65         45         55         37         76         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       23.2       34.6       32.1       11.0        6.5       16.4       11.3
Old  :                 23.8       23.2       34.6       32.1       11.0        6.5       16.4       11.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,440,924:   252,033    375,115    196,930    123,822    273,325    180,230     71,261    301,146     67,003    122,602     90,149:   80,108    83,504
Old  : 1,440,924:   252,033    375,115    196,930    123,822    273,325    180,230     71,261    301,146     67,003    122,602     90,149:   80,108    83,504
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2007                                                                  :
     :    14,880:    10,793     16,110     -1,075       -944     -6,950      3,351      5,480     -8,643      4,632     -9,405     11,446:    1,326     7,786
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.5       26.0       13.7        8.6       19.0       12.5        4.9       20.9        4.7        8.5        6.3:      5.6       5.8
Old  :     100.0:      17.5       26.0       13.7        8.6       19.0       12.5        4.9       20.9        4.7        8.5        6.3:      5.6       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        44         63         17         20         33         59         42         50         30         67         71:
Old  :       318:        44         63         17         20         33         59         42         50         30         67         71:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       23.7       35.0       32.6       11.4        7.2       17.2       11.8
Old  :                 24.3       23.7       35.0       32.6       11.4        7.2       17.2       11.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 2, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,426,044:   241,240    359,005    198,005    124,766    280,275    176,879     65,781    309,789     62,371    132,007     78,703:   78,782    75,718
Old  : 1,426,044:   241,240    359,005    198,005    124,766    280,275    176,879     65,781    309,789     62,371    132,007     78,703:   78,782    75,718
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2007                                                               :
     :    16,424:     4,279     13,196      2,718      8,498     -4,151     -4,983    -15,391     16,267        775     -2,198     -4,870:    6,389     5,073
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.9       25.2       13.9        8.7       19.7       12.4        4.6       21.7        4.4        9.3        5.5:      5.5       5.3
Old  :     100.0:      16.9       25.2       13.9        8.7       19.7       12.4        4.6       21.7        4.4        9.3        5.5:      5.5       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        47         62         17         20         33         62         37         53         27         74         74:
Old  :       318:        47         62         17         20         33         62         37         53         27         74         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       23.1       35.1       32.4       11.4        7.4       17.5       12.2
Old  :                 24.1       23.1       35.1       32.4       11.4        7.4       17.5       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,409,620:   236,961    345,809    195,287    116,268    284,426    181,862     81,172    293,522     61,596    134,205     83,573:   72,393    70,645
Old  : 1,409,620:   236,961    345,809    195,287    116,268    284,426    181,862     81,172    293,522     61,596    134,205     83,573:   72,393    70,645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 18, 2007                                                               :
     :   -78,761:   -29,151    -44,888     -5,256     10,862    -26,332      4,670      7,190     -8,792        452      8,920     -6,624:   -7,728   -19,097
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.8       24.5       13.9        8.2       20.2       12.9        5.8       20.8        4.4        9.5        5.9:      5.1       5.0
Old  :     100.0:      16.8       24.5       13.9        8.2       20.2       12.9        5.8       20.8        4.4        9.5        5.9:      5.1       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       327:        46         68         18         19         31         64         44         52         25         72         76:
Old  :       327:        46         68         18         19         31         64         44         52         25         72         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       21.8       34.9       31.3       11.1        6.9       17.4       11.7
Old  :                 23.1       21.8       34.9       31.3       11.1        6.9       17.4       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 18, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,488,381:   266,112    390,697    200,543    105,406    310,758    177,192     73,982    302,314     61,144    125,285     90,197:   80,121    89,742
Old  : 1,488,381:   266,112    390,697    200,543    105,406    310,758    177,192     73,982    302,314     61,144    125,285     90,197:   80,121    89,742
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2007                                                               :
     :   -56,334:   -18,466     -2,488     11,412      6,843    -20,291     11,794    -13,143    -17,472     -4,701      7,776    -22,357:    3,747     4,798
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.9       26.2       13.5        7.1       20.9       11.9        5.0       20.3        4.1        8.4        6.1:      5.4       6.0
Old  :     100.0:      17.9       26.2       13.5        7.1       20.9       11.9        5.0       20.3        4.1        8.4        6.1:      5.4       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       327:        44         72         20         16         33         64         42         54         25         70         75:
Old  :       327:        44         72         20         16         33         64         42         54         25         70         75:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       21.9       34.3       31.1       10.5        6.1       17.0       10.3
Old  :                 23.0       21.9       34.3       31.1       10.5        6.1       17.0       10.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 11, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,544,715:   284,578    393,185    189,131     98,563    331,049    165,398     87,125    319,786     65,845    117,509    112,554:   76,374    84,944
Old  : 1,544,715:   284,578    393,185    189,131     98,563    331,049    165,398     87,125    319,786     65,845    117,509    112,554:   76,374    84,944
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2007                                                                :
     :    55,484:     9,871     10,853     -4,296     -3,687      2,643     13,896     13,699      9,775     -4,189      2,256     19,704:    8,080       241
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.4       25.5       12.2        6.4       21.4       10.7        5.6       20.7        4.3        7.6        7.3:      4.9       5.5
Old  :     100.0:      18.4       25.5       12.2        6.4       21.4       10.7        5.6       20.7        4.3        7.6        7.3:      4.9       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       335:        49         67         17         19         34         57         46         53         34         70         73:
Old  :       335:        49         67         17         19         34         57         46         53         34         70         73:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       21.5       33.1       30.8        9.9        5.8       15.6        9.8
Old  :                 22.6       21.5       33.1       30.8        9.9        5.8       15.6        9.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,489,231:   274,707    382,332    193,427    102,250    328,406    151,502     73,426    310,011     70,034    115,253     92,850:   68,294    84,703
Old  : 1,489,231:   274,707    382,332    193,427    102,250    328,406    151,502     73,426    310,011     70,034    115,253     92,850:   68,294    84,703
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 28, 2007                                                                  :
     :    56,508:    12,264     18,131      3,919      7,341     -2,000     17,410     -9,860     21,501      1,283      3,126      2,422:     -291    15,847
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.4       25.7       13.0        6.9       22.1       10.2        4.9       20.8        4.7        7.7        6.2:      4.6       5.7
Old  :     100.0:      18.4       25.7       13.0        6.9       22.1       10.2        4.9       20.8        4.7        7.7        6.2:      4.6       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       304:        45         62         18         18         33         60         32         52         33         61         69:
Old  :       304:        45         62         18         18         33         60         32         52         33         61         69:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       22.6       34.6       31.9       10.7        6.0       16.4       10.3
Old  :                 23.5       22.6       34.6       31.9       10.7        6.0       16.4       10.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 28, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,432,723:   262,443    364,201    189,508     94,909    330,406    134,092     83,286    288,510     68,751    112,127     90,428:   68,585    68,856
Old  : 1,432,723:   262,443    364,201    189,508     94,909    330,406    134,092     83,286    288,510     68,751    112,127     90,428:   68,585    68,856
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2007                                                                  :
     :    10,548:    -2,431    -21,854      4,275      6,145        919       -458      4,787      3,659     -3,676      6,456      5,298:    2,962     5,138
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.3       25.4       13.2        6.6       23.1        9.4        5.8       20.1        4.8        7.8        6.3:      4.8       4.8
Old  :     100.0:      18.3       25.4       13.2        6.6       23.1        9.4        5.8       20.1        4.8        7.8        6.3:      4.8       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       293:        44         61         17         19         33         48         39         49         31         60         65:
Old  :       293:        44         61         17         19         33         48         39         49         31         60         65:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       23.4       35.9       32.9       10.7        6.1       16.8       10.4
Old  :                 24.1       23.4       35.9       32.9       10.7        6.1       16.8       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 21, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,422,175:   264,874    386,055    185,233     88,764    329,487    134,550     78,499    284,851     72,427    105,671     85,130:   65,623    63,718
Old  : 1,422,175:   264,874    386,055    185,233     88,764    329,487    134,550     78,499    284,851     72,427    105,671     85,130:   65,623    63,718
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 14, 2007                                                                  :
     :   -94,788:   -12,009    -30,921     13,644    -13,303    -11,954     -5,371     10,682    -21,209     -8,237     19,010    -36,206:  -13,446   -10,887
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       27.1       13.0        6.2       23.2        9.5        5.5       20.0        5.1        7.4        6.0:      4.6       4.5
Old  :     100.0:      18.6       27.1       13.0        6.2       23.2        9.5        5.5       20.0        5.1        7.4        6.0:      4.6       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       295:        43         61         17         18         32         52         39         51         31         57         64:
Old  :       295:        43         61         17         18         32         52         39         51         31         57         64:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       23.7       36.1       33.2       10.8        6.4       16.8       10.4
Old  :                 24.4       23.7       36.1       33.2       10.8        6.4       16.8       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 14, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,516,963:   276,883    416,976    171,589    102,067    341,441    139,921     67,817    306,060     80,664     86,661    121,336:   79,069    74,605
Old  : 1,516,963:   276,883    416,976    171,589    102,067    341,441    139,921     67,817    306,060     80,664     86,661    121,336:   79,069    74,605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 7, 2007                                                                   :
     :    12,146:  -123,535   -157,640     14,155     -1,368      5,423    -14,402     19,481    120,363      1,419     10,351     14,705:   -5,982       831
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.3       27.5       11.3        6.7       22.5        9.2        4.5       20.2        5.3        5.7        8.0:      5.2       4.9
Old  :     100.0:      18.3       27.5       11.3        6.7       22.5        9.2        4.5       20.2        5.3        5.7        8.0:      5.2       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       315:        45         67         17         17         32         55         39         57         47         52         77:
Old  :       315:        45         67         17         17         32         55         39         57         47         52         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       22.7       33.2       31.9        9.2        6.7       14.6       10.4
Old  :                 22.4       22.7       33.2       31.9        9.2        6.7       14.6       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 7, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,504,817:   400,418    574,616    157,434    103,435    336,018    154,323     48,336    185,697     79,245     76,310    106,631:   85,051    73,774
Old  : 1,504,817:   400,418    574,616    157,434    103,435    336,018    154,323     48,336    185,697     79,245     76,310    106,631:   85,051    73,774
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 31, 2007                                                                    :
     :   -16,420:     6,700       -853     -5,512        428     -2,963    -38,710     -2,199      1,227      5,759    -10,059      7,826:    9,253    -9,827
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.6       38.2       10.5        6.9       22.3       10.3        3.2       12.3        5.3        5.1        7.1:      5.7       4.9
Old  :     100.0:      26.6       38.2       10.5        6.9       22.3       10.3        3.2       12.3        5.3        5.1        7.1:      5.7       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        47         65         16         18         32         56         39         54         44         54         77:
Old  :       318:        47         65         16         18         32         56         39         54         44         54         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       25.1       34.7       34.2        9.0        7.9       14.1       11.6
Old  :                 23.9       25.1       34.7       34.2        9.0        7.9       14.1       11.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 31, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,521,237:   393,718    575,469    162,946    103,007    338,981    193,033     50,535    184,470     73,486     86,369     98,805:   75,798    83,601
Old  : 1,521,237:   393,718    575,469    162,946    103,007    338,981    193,033     50,535    184,470     73,486     86,369     98,805:   75,798    83,601
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 24, 2007                                                                    :
     :    35,491:    17,246     12,586     -6,487      6,050      8,109      7,429     -4,870     -2,280      4,022     -2,388      4,441:    3,011    13,843
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.9       37.8       10.7        6.8       22.3       12.7        3.3       12.1        4.8        5.7        6.5:      5.0       5.5
Old  :     100.0:      25.9       37.8       10.7        6.8       22.3       12.7        3.3       12.1        4.8        5.7        6.5:      5.0       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       340:        47         67         19         17         33         71         36         52         46         60         85:
Old  :       340:        47         67         19         17         33         71         36         52         46         60         85:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       25.4       35.0       34.5        9.1        7.9       14.4       11.6
Old  :                 24.2       25.4       35.0       34.5        9.1        7.9       14.4       11.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 24, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,485,746:   376,472    562,883    169,433     96,957    330,872    185,604     55,405    186,750     69,464     88,757     94,364:   72,787    69,758
Old  : 1,485,746:   376,472    562,883    169,433     96,957    330,872    185,604     55,405    186,750     69,464     88,757     94,364:   72,787    69,758
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 17, 2007                                                                    :
     :   -63,679:   -28,840    -11,911     11,727      2,346    -12,177      8,269        780    -21,059     -2,169      5,961    -11,666:   -7,764   -15,953
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.3       37.9       11.4        6.5       22.3       12.5        3.7       12.6        4.7        6.0        6.4:      4.9       4.7
Old  :     100.0:      25.3       37.9       11.4        6.5       22.3       12.5        3.7       12.6        4.7        6.0        6.4:      4.9       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       328:        48         68         20         16         33         64         40         48         39         58         76:
Old  :       328:        48         68         20         16         33         64         40         48         39         58         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       25.6       36.1       34.7        9.6        8.1       15.2       12.5
Old  :                 25.3       25.6       36.1       34.7        9.6        8.1       15.2       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 17, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,549,425:   405,312    574,794    157,706     94,611    343,049    177,335     54,625    207,809     71,633     82,796    106,030:   80,551    85,711
Old  : 1,549,425:   405,312    574,794    157,706     94,611    343,049    177,335     54,625    207,809     71,633     82,796    106,030:   80,551    85,711
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 10, 2007                                                                    :
     :     3,053:   -13,353     -9,861      1,949     -8,225        133     10,292      1,042     11,555    -11,395       -379        380:    3,492     8,408
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       37.1       10.2        6.1       22.1       11.4        3.5       13.4        4.6        5.3        6.8:      5.2       5.5
Old  :     100.0:      26.2       37.1       10.2        6.1       22.1       11.4        3.5       13.4        4.6        5.3        6.8:      5.2       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       324:        54         67         22         14         33         62         42         53         46         52         75:
Old  :       324:        54         67         22         14         33         62         42         53         46         52         75:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       25.3       35.1       34.6        9.0        7.1       14.0       11.4
Old  :                 24.7       25.3       35.1       34.6        9.0        7.1       14.0       11.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,546,372:   418,665    584,655    155,757    102,836    342,916    167,043     53,583    196,254     83,028     83,175    105,650:   77,059    77,303
Old  : 1,546,372:   418,665    584,655    155,757    102,836    342,916    167,043     53,583    196,254     83,028     83,175    105,650:   77,059    77,303
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2007                                                                     :
     :    46,475:      -453     13,903     -2,319      1,866     17,526     18,640      1,098     11,000      2,787      4,389     -1,350:      644    -1,957
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.1       37.8       10.1        6.7       22.2       10.8        3.5       12.7        5.4        5.4        6.8:      5.0       5.0
Old  :     100.0:      27.1       37.8       10.1        6.7       22.2       10.8        3.5       12.7        5.4        5.4        6.8:      5.0       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       331:        52         65         21         15         32         62         40         50         49         58         78:
Old  :       331:        52         65         21         15         32         62         40         50         49         58         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       25.4       34.9       34.8        8.8        7.5       13.6       12.2
Old  :                 24.5       25.4       34.9       34.8        8.8        7.5       13.6       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 3, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,499,897:   419,118    570,752    158,076    100,970    325,390    148,403     52,485    185,254     80,241     78,786    107,000:   76,415    79,260
Old  : 1,499,897:   419,118    570,752    158,076    100,970    325,390    148,403     52,485    185,254     80,241     78,786    107,000:   76,415    79,260
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 26, 2007                                                                    :
     :    63,745:    21,366     31,435    -10,968      1,067     15,394     26,285     -1,366     29,511      4,866      2,308    -12,237:  -10,472    -2,367
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       38.1       10.5        6.7       21.7        9.9        3.5       12.4        5.3        5.3        7.1:      5.1       5.3
Old  :     100.0:      27.9       38.1       10.5        6.7       21.7        9.9        3.5       12.4        5.3        5.3        7.1:      5.1       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       331:        52         65         18         18         32         58         42         52         48         57         81:
Old  :       331:        52         65         18         18         32         58         42         52         48         57         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       25.2       35.6       33.9        9.2        7.0       13.9       11.8
Old  :                 25.0       25.2       35.6       33.9        9.2        7.0       13.9       11.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,436,152:   397,752    539,317    169,044     99,903    309,996    122,118     53,851    155,743     75,375     76,478    119,237:   86,887    81,627
Old  : 1,436,152:   397,752    539,317    169,044     99,903    309,996    122,118     53,851    155,743     75,375     76,478    119,237:   86,887    81,627
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 19, 2007                                                                    :
     :    13,335:    -3,717    -12,993    -13,943      1,553      9,407     -3,086      8,346     11,896       -193    -11,368      6,224:    6,747       270
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       37.6       11.8        7.0       21.6        8.5        3.7       10.8        5.2        5.3        8.3:      6.0       5.7
Old  :     100.0:      27.7       37.6       11.8        7.0       21.6        8.5        3.7       10.8        5.2        5.3        8.3:      6.0       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       327:        54         62         20         16         32         54         43         51         47         53         83:
Old  :       327:        54         62         20         16         32         54         43         51         47         53         83:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       24.6       36.6       32.7       10.4        7.1       15.0       11.7
Old  :                 25.7       24.6       36.6       32.7       10.4        7.1       15.0       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 19, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,422,817:   401,469    552,310    182,987     98,350    300,589    125,204     45,505    143,847     75,568     87,846    113,013:   80,140    81,357
Old  : 1,422,817:   401,469    552,310    182,987     98,350    300,589    125,204     45,505    143,847     75,568     87,846    113,013:   80,140    81,357
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 12, 2007                                                                    :
     :    -9,819:   -12,309     -4,681    -11,874     -1,197     14,384     17,814    -12,299     -1,415     -1,762     25,401    -22,835:    8,178    -7,177
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.2       38.8       12.9        6.9       21.1        8.8        3.2       10.1        5.3        6.2        7.9:      5.6       5.7
Old  :     100.0:      28.2       38.8       12.9        6.9       21.1        8.8        3.2       10.1        5.3        6.2        7.9:      5.6       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       323:        55         64         20         17         33         54         35         49         42         61         89:
Old  :       323:        55         64         20         17         33         54         35         49         42         61         89:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       25.2       37.5       33.9       10.8        7.2       15.5       12.4
Old  :                 26.7       25.2       37.5       33.9       10.8        7.2       15.5       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 12, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,432,636:   413,778    556,991    194,861     99,547    286,205    107,390     57,804    145,262     77,330     62,445    135,848:   71,962    88,534
Old  : 1,432,636:   413,778    556,991    194,861     99,547    286,205    107,390     57,804    145,262     77,330     62,445    135,848:   71,962    88,534
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2007                                                                     :
     :     8,875:    -1,758      4,664     10,388      1,743    -11,000      3,284     -3,410     -1,530        870     -1,992     17,689:   -9,068     2,711
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       38.9       13.6        6.9       20.0        7.5        4.0       10.1        5.4        4.4        9.5:      5.0       6.2
Old  :     100.0:      28.9       38.9       13.6        6.9       20.0        7.5        4.0       10.1        5.4        4.4        9.5:      5.0       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       328:        56         62         22         15         32         50         48         50         45         57         93:
Old  :       328:        56         62         22         15         32         50         48         50         45         57         93:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       25.8       37.2       33.9       11.0        7.5       15.8       12.0
Old  :                 27.1       25.8       37.2       33.9       11.0        7.5       15.8       12.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,423,761:   415,536    552,327    184,473     97,804    297,205    104,106     61,214    146,792     76,460     64,437    118,159:   81,030    85,823
Old  : 1,423,761:   415,536    552,327    184,473     97,804    297,205    104,106     61,214    146,792     76,460     64,437    118,159:   81,030    85,823
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2007                                                                     :
     :    35,171:     8,719     17,554     -7,006      1,581     17,335        904    -23,089      1,510       -805      3,517      3,418:   11,096    13,345
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.2       38.8       13.0        6.9       20.9        7.3        4.3       10.3        5.4        4.5        8.3:      5.7       6.0
Old  :     100.0:      29.2       38.8       13.0        6.9       20.9        7.3        4.3       10.3        5.4        4.5        8.3:      5.7       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       315:        56         63         20         17         33         44         43         51         47         46         87:
Old  :       315:        56         63         20         17         33         44         43         51         47         46         87:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       26.2       36.7       34.6       10.3        7.7       15.1       12.7
Old  :                 26.4       26.2       36.7       34.6       10.3        7.7       15.1       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 29, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,388,590:   406,817    534,773    191,479     96,223    279,870    103,202     84,303    145,282     77,265     60,920    114,741:   69,934    72,478
Old  : 1,388,590:   406,817    534,773    191,479     96,223    279,870    103,202     84,303    145,282     77,265     60,920    114,741:   69,934    72,478
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2007                                                                     :
     :    38,407:    23,587      3,808     -9,146     -1,046      8,840     -1,556     20,727        327      6,131      2,065      8,667:    1,557    -4,981
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       38.5       13.8        6.9       20.2        7.4        6.1       10.5        5.6        4.4        8.3:      5.0       5.2
Old  :     100.0:      29.3       38.5       13.8        6.9       20.2        7.4        6.1       10.5        5.6        4.4        8.3:      5.0       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       331:        54         63         19         18         34         43         52         48         55         49         86:
Old  :       331:        54         63         19         18         34         43         52         48         55         49         86:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       26.1       37.6       34.2       11.1        7.3       15.9       12.3
Old  :                 27.0       26.1       37.6       34.2       11.1        7.3       15.9       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 22, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,350,183:   383,230    530,965    200,625     97,269    271,030    104,758     63,576    144,955     71,134     58,855    106,074:   68,377    77,459
Old  : 1,350,183:   383,230    530,965    200,625     97,269    271,030    104,758     63,576    144,955     71,134     58,855    106,074:   68,377    77,459
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2007                                                                     :
     :   -98,714:   -53,293    -34,302     -6,336      4,718     -8,443      1,908    -28,393     -8,522    -18,290      3,122      5,166:  -10,904   -32,060
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       39.3       14.9        7.2       20.1        7.8        4.7       10.7        5.3        4.4        7.9:      5.1       5.7
Old  :     100.0:      28.4       39.3       14.9        7.2       20.1        7.8        4.7       10.7        5.3        4.4        7.9:      5.1       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       316:        53         60         19         18         34         47         44         45         42         56         81:
Old  :       316:        53         60         19         18         34         47         44         45         42         56         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       26.7       38.7       34.9       11.8        7.9       16.6       12.7
Old  :                 28.1       26.7       38.7       34.9       11.8        7.9       16.6       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,448,897:   436,523    565,267    206,961     92,551    279,473    102,850     91,969    153,477     89,424     55,733    100,908:   79,281   109,519
Old  : 1,448,897:   436,523    565,267    206,961     92,551    279,473    102,850     91,969    153,477     89,424     55,733    100,908:   79,281   109,519
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2007                                                                      :
     :    64,388:    14,181     12,022     33,805        444     -3,306     -3,138     19,137      6,702      6,914     -3,935        643:    8,587    32,681
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.1       39.0       14.3        6.4       19.3        7.1        6.3       10.6        6.2        3.8        7.0:      5.5       7.6
Old  :     100.0:      30.1       39.0       14.3        6.4       19.3        7.1        6.3       10.6        6.2        3.8        7.0:      5.5       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       333:        56         62         20         17         34         44         58         51         60         45         88:
Old  :       333:        56         62         20         17         34         44         58         51         60         45         88:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       24.7       36.9       32.8       11.3        7.5       16.4       11.7
Old  :                 26.7       24.7       36.9       32.8       11.3        7.5       16.4       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 8, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,384,509:   422,342    553,245    173,156     92,107    282,779    105,988     72,832    146,775     82,510     59,668    100,265:   70,694    76,838
Old  : 1,384,509:   422,342    553,245    173,156     92,107    282,779    105,988     72,832    146,775     82,510     59,668    100,265:   70,694    76,838
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 1, 2007                                                                      :
     :    42,702:    24,642     27,675      7,333     -5,733     15,745     -8,714     10,266        139      1,973     -6,882      1,808:     -224      -316
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       40.0       12.5        6.7       20.4        7.7        5.3       10.6        6.0        4.3        7.2:      5.1       5.5
Old  :     100.0:      30.5       40.0       12.5        6.7       20.4        7.7        5.3       10.6        6.0        4.3        7.2:      5.1       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       321:        55         61         19         18         35         39         56         49         55         46         83:
Old  :       321:        55         61         19         18         35         39         56         49         55         46         83:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       25.9       36.3       33.7       10.5        8.1       15.7       13.0
Old  :                 25.9       25.9       36.3       33.7       10.5        8.1       15.7       13.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, May 1, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,341,807:   397,700    525,570    165,823     97,840    267,034    114,702     62,566    146,636     80,537     66,550     98,457:   70,918    77,154
Old  : 1,341,807:   397,700    525,570    165,823     97,840    267,034    114,702     62,566    146,636     80,537     66,550     98,457:   70,918    77,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2007                                                                   :
     :    25,630:    17,163     18,310       -155     -2,223     10,700         53     -6,075      5,366     -4,317       -483       -346:   -2,834       381
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       39.2       12.4        7.3       19.9        8.5        4.7       10.9        6.0        5.0        7.3:      5.3       5.8
Old  :     100.0:      29.6       39.2       12.4        7.3       19.9        8.5        4.7       10.9        6.0        5.0        7.3:      5.3       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       320:        54         63         19         17         35         40         57         53         46         49         78:
Old  :       320:        54         63         19         17         35         40         57         53         46         49         78:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       25.7       35.6       33.6       10.3        8.5       15.6       13.7
Old  :                 24.8       25.7       35.6       33.6       10.3        8.5       15.6       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,316,177:   380,537    507,260    165,978    100,063    256,334    114,649     68,641    141,270     84,854     67,033     98,803:   73,752    76,773
Old  : 1,316,177:   380,537    507,260    165,978    100,063    256,334    114,649     68,641    141,270     84,854     67,033     98,803:   73,752    76,773
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2007                                                                   :
     :     6,644:     4,223     -4,948      5,834       -287      5,352     -5,279      5,013      4,986     -1,804      4,890     -6,740:       72    -1,622
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       38.5       12.6        7.6       19.5        8.7        5.2       10.7        6.4        5.1        7.5:      5.6       5.8
Old  :     100.0:      28.9       38.5       12.6        7.6       19.5        8.7        5.2       10.7        6.4        5.1        7.5:      5.6       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       317:        54         61         18         18         35         42         48         46         53         50         81:
Old  :       317:        54         61         18         18         35         42         48         46         53         50         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       26.3       36.1       34.5       10.6        8.4       15.8       13.8
Old  :                 25.4       26.3       36.1       34.5       10.6        8.4       15.8       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,309,533:   376,314    512,208    160,144    100,350    250,982    119,928     63,628    136,284     86,658     62,143    105,543:   73,680    78,395
Old  : 1,309,533:   376,314    512,208    160,144    100,350    250,982    119,928     63,628    136,284     86,658     62,143    105,543:   73,680    78,395
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 10, 2007                                                                   :
     :   -16,870:   -14,857        736      7,553     -3,951    -10,413     -2,568     10,735      3,901      6,787    -12,147     -2,911:   -4,362    -2,820
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       39.1       12.2        7.7       19.2        9.2        4.9       10.4        6.6        4.7        8.1:      5.6       6.0
Old  :     100.0:      28.7       39.1       12.2        7.7       19.2        9.2        4.9       10.4        6.6        4.7        8.1:      5.6       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       314:        57         56         18         17         34         48         48         53         53         47         81:
Old  :       314:        57         56         18         17         34         48         48         53         53         47         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       26.0       36.2       34.4       10.5        8.3       15.7       13.5
Old  :                 25.2       26.0       36.2       34.4       10.5        8.3       15.7       13.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 10, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,326,403:   391,171    511,472    152,591    104,301    261,395    122,496     52,893    132,383     79,871     74,290    108,454:   78,042    81,215
Old  : 1,326,403:   391,171    511,472    152,591    104,301    261,395    122,496     52,893    132,383     79,871     74,290    108,454:   78,042    81,215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 3, 2007                                                                    :
     :   -31,650:   -23,811    -21,497     -3,632      9,480    -33,086     -2,113     -5,697       -760      8,151      3,226     12,211:   11,390     4,473
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.5       38.6       11.5        7.9       19.7        9.2        4.0       10.0        6.0        5.6        8.2:      5.9       6.1
Old  :     100.0:      29.5       38.6       11.5        7.9       19.7        9.2        4.0       10.0        6.0        5.6        8.2:      5.9       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       317:        59         57         16         19         34         50         43         51         49         47         82:
Old  :       317:        59         57         16         19         34         50         43         51         49         47         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       25.5       35.8       34.3       10.7        8.8       15.4       14.2
Old  :                 24.1       25.5       35.8       34.3       10.7        8.8       15.4       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, April 3, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,358,053:   414,982    532,969    156,223     94,821    294,481    124,609     58,590    133,143     71,720     71,064     96,243:   66,652    76,742
Old  : 1,358,053:   414,982    532,969    156,223     94,821    294,481    124,609     58,590    133,143     71,720     71,064     96,243:   66,652    76,742
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2007                                                                   :
     :    27,574:    35,840     37,966    -23,721      3,759     -3,582     12,702    -10,214      9,176      3,982        402     -6,489:     -334    -3,444
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       39.2       11.5        7.0       21.7        9.2        4.3        9.8        5.3        5.2        7.1:      4.9       5.7
Old  :     100.0:      30.6       39.2       11.5        7.0       21.7        9.2        4.3        9.8        5.3        5.2        7.1:      4.9       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       317:        56         60         16         18         31         51         43         52         45         52         75:
Old  :       317:        56         60         16         18         31         51         43         52         45         52         75:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       26.6       37.6       35.2       10.6        8.5       15.2       13.5
Old  :                 25.8       26.6       37.6       35.2       10.6        8.5       15.2       13.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 27, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,330,479:   379,142    495,003    179,944     91,062    298,063    111,907     68,804    123,967     67,738     70,662    102,732:   66,986    80,186
Old  : 1,330,479:   379,142    495,003    179,944     91,062    298,063    111,907     68,804    123,967     67,738     70,662    102,732:   66,986    80,186
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2007                                                                   :
     :    17,971:    -1,041     -8,022       -616      1,360      7,101      6,302     -7,640        558      2,361     20,490      2,433:      873     1,691
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       37.2       13.5        6.8       22.4        8.4        5.2        9.3        5.1        5.3        7.7:      5.0       6.0
Old  :     100.0:      28.5       37.2       13.5        6.8       22.4        8.4        5.2        9.3        5.1        5.3        7.7:      5.0       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       306:        54         60         19         15         30         40         48         49         37         57         79:
Old  :       306:        54         60         19         15         30         40         48         49         37         57         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       27.1       39.5       35.7       10.9        8.6       16.1       13.3
Old  :                 26.8       27.1       39.5       35.7       10.9        8.6       16.1       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 20, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,312,508:   380,183    503,025    180,560     89,702    290,962    105,605     76,444    123,409     65,377     50,172    100,299:   66,113    78,495
Old  : 1,312,508:   380,183    503,025    180,560     89,702    290,962    105,605     76,444    123,409     65,377     50,172    100,299:   66,113    78,495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2007                                                                   :
     :    -9,734:     5,669      5,752     -3,832      6,753      7,926     -5,155     15,836     -3,403      3,750    -24,493     -9,163:   -5,526    -8,942
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       38.3       13.8        6.8       22.2        8.0        5.8        9.4        5.0        3.8        7.6:      5.0       6.0
Old  :     100.0:      29.0       38.3       13.8        6.8       22.2        8.0        5.8        9.4        5.0        3.8        7.6:      5.0       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       308:        56         61         20         14         29         41         50         44         40         55         69:
Old  :       308:        56         61         20         14         29         41         50         44         40         55         69:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       28.3       40.4       37.4       11.5        9.0       16.7       12.9
Old  :                 27.7       28.3       40.4       37.4       11.5        9.0       16.7       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,322,242:   374,514    497,273    184,392     82,949    283,036    110,760     60,608    126,812     61,627     74,665    109,462:   71,639    87,437
Old  : 1,322,242:   374,514    497,273    184,392     82,949    283,036    110,760     60,608    126,812     61,627     74,665    109,462:   71,639    87,437
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2007                                                                    :
     :    47,048:    20,746     21,020       -595        895      8,139       -270     -3,189      7,254        575      2,703       -918:   12,117    11,144
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       37.6       13.9        6.3       21.4        8.4        4.6        9.6        4.7        5.6        8.3:      5.4       6.6
Old  :     100.0:      28.3       37.6       13.9        6.3       21.4        8.4        4.6        9.6        4.7        5.6        8.3:      5.4       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       314:        62         66         22         12         30         38         49         50         34         65         77:
Old  :       314:        62         66         22         12         30         38         49         50         34         65         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       26.4       39.2       35.2       11.3        8.2       16.6       11.8
Old  :                 26.1       26.4       39.2       35.2       11.3        8.2       16.6       11.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,275,194:   353,768    476,253    184,987     82,054    274,897    111,030     63,797    119,558     61,052     71,962    110,380:   59,522    76,293
Old  : 1,275,194:   353,768    476,253    184,987     82,054    274,897    111,030     63,797    119,558     61,052     71,962    110,380:   59,522    76,293
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 27, 2007                                                                :
     :     5,986:    -2,922     -1,832     -8,134        130     15,414     -4,033     -7,437      6,908     -1,928     -8,808     10,288:   -9,607    -8,677
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       37.3       14.5        6.4       21.6        8.7        5.0        9.4        4.8        5.6        8.7:      4.7       6.0
Old  :     100.0:      27.7       37.3       14.5        6.4       21.6        8.7        5.0        9.4        4.8        5.6        8.7:      4.7       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       306:        54         61         21         13         31         39         50         48         32         66         77:
Old  :       306:        54         61         21         13         31         39         50         48         32         66         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       25.7       39.5       34.3       12.3        8.9       18.0       12.9
Old  :                 26.0       25.7       39.5       34.3       12.3        8.9       18.0       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,269,208:   356,690    478,085    193,121     81,924    259,483    115,063     71,234    112,650     62,980     80,770    100,092:   69,129    84,970
Old  : 1,269,208:   356,690    478,085    193,121     81,924    259,483    115,063     71,234    112,650     62,980     80,770    100,092:   69,129    84,970
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 20, 2007                                                                :
     :    41,721:    24,641     28,535     -7,906      6,528      1,262      9,391         39       -774        318     -8,507      4,959:    9,830     9,679
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.1       37.7       15.2        6.5       20.4        9.1        5.6        8.9        5.0        6.4        7.9:      5.4       6.7
Old  :     100.0:      28.1       37.7       15.2        6.5       20.4        9.1        5.6        8.9        5.0        6.4        7.9:      5.4       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       300:        51         62         20         14         29         37         48         47         36         64         73:
Old  :       300:        51         62         20         14         29         37         48         47         36         64         73:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       24.9       39.3       34.2       12.9        8.8       19.0       12.8
Old  :                 26.1       24.9       39.3       34.2       12.9        8.8       19.0       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,227,487:   332,049    449,550    201,027     75,396    258,221    105,672     71,195    113,424     62,662     89,277     95,133:   59,299    75,291
Old  : 1,227,487:   332,049    449,550    201,027     75,396    258,221    105,672     71,195    113,424     62,662     89,277     95,133:   59,299    75,291
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 13, 2007                                                                :
     :   -95,307:   -37,619    -35,487    -11,237        -52     -6,102     -8,081      1,749    -16,003      4,263    -20,642    -19,217:   -1,311       447
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.1       36.6       16.4        6.1       21.0        8.6        5.8        9.2        5.1        7.3        7.8:      4.8       6.1
Old  :     100.0:      27.1       36.6       16.4        6.1       21.0        8.6        5.8        9.2        5.1        7.3        7.8:      4.8       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       300:        47         65         17         17         31         36         47         42         36         61         71:
Old  :       300:        47         65         17         17         31         36         47         42         36         61         71:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       25.5       40.4       34.1       13.8        8.8       20.4       12.8
Old  :                 27.1       25.5       40.4       34.1       13.8        8.8       20.4       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,322,794:   369,668    485,037    212,264     75,448    264,323    113,753     69,446    129,427     58,399    109,919    114,350:   60,610    74,844
Old  : 1,322,794:   369,668    485,037    212,264     75,448    264,323    113,753     69,446    129,427     58,399    109,919    114,350:   60,610    74,844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 6, 2007                                                                 :
     :    24,338:    24,710     40,978      1,489      2,490     -2,928     18,230     -4,703    -10,282      1,176      9,998     -5,921:   -2,136    -5,294
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       36.7       16.0        5.7       20.0        8.6        5.2        9.8        4.4        8.3        8.6:      4.6       5.7
Old  :     100.0:      27.9       36.7       16.0        5.7       20.0        8.6        5.2        9.8        4.4        8.3        8.6:      4.6       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       323:        56         67         17         18         31         41         49         51         36         68         77:
Old  :       323:        56         67         17         18         31         41         49         51         36         68         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       24.3       39.6       32.3       12.9        8.1       19.1       11.5
Old  :                 26.6       24.3       39.6       32.3       12.9        8.1       19.1       11.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,298,456:   344,958    444,059    210,775     72,958    267,251     95,523     74,149    139,709     57,223     99,921    120,271:   62,746    80,138
Old  : 1,298,456:   344,958    444,059    210,775     72,958    267,251     95,523     74,149    139,709     57,223     99,921    120,271:   62,746    80,138
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 30, 2007                                                                 :
     :    -8,540:       886     -6,532      5,205     -5,869     -1,384    -11,361     -3,013      2,050     -2,471     -3,837     13,183:  -14,648    -3,138
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.6       34.2       16.2        5.6       20.6        7.4        5.7       10.8        4.4        7.7        9.3:      4.8       6.2
Old  :     100.0:      26.6       34.2       16.2        5.6       20.6        7.4        5.7       10.8        4.4        7.7        9.3:      4.8       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       323:        61         68         18         16         30         35         52         45         37         62         80:
Old  :       323:        61         68         18         16         30         35         52         45         37         62         80:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       24.2       40.1       32.3       12.6        7.7       19.0       10.9
Old  :                 26.4       24.2       40.1       32.3       12.6        7.7       19.0       10.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,306,996:   344,072    450,591    205,570     78,827    268,635    106,884     77,162    137,659     59,694    103,758    107,088:   77,394    83,276
Old  : 1,306,996:   344,072    450,591    205,570     78,827    268,635    106,884     77,162    137,659     59,694    103,758    107,088:   77,394    83,276
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 23, 2007                                                                 :
     :    37,398:    15,764     15,494      5,248     -5,555     13,483     -3,627     -9,591      4,213     -1,087     10,720        838:    2,566     7,796
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.3       34.5       15.7        6.0       20.6        8.2        5.9       10.5        4.6        7.9        8.2:      5.9       6.4
Old  :     100.0:      26.3       34.5       15.7        6.0       20.6        8.2        5.9       10.5        4.6        7.9        8.2:      5.9       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       320:        61         69         18         16         29         40         50         48         35         61         75:
Old  :       320:        61         69         18         16         29         40         50         48         35         61         75:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       24.6       39.0       32.5       12.6        7.7       19.0       11.4
Old  :                 25.2       24.6       39.0       32.5       12.6        7.7       19.0       11.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,269,598:   328,308    435,097    200,322     84,382    255,152    110,511     86,753    133,446     60,781     93,038    106,250:   74,828    75,480
Old  : 1,269,598:   328,308    435,097    200,322     84,382    255,152    110,511     86,753    133,446     60,781     93,038    106,250:   74,828    75,480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 16, 2007                                                                 :
     :   -47,782:   -39,855    -24,619      2,847    -19,230     21,430        203     -5,705    -12,174     -5,134      7,241    -13,997:   -1,102      -728
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.9       34.3       15.8        6.6       20.1        8.7        6.8       10.5        4.8        7.3        8.4:      5.9       5.9
Old  :     100.0:      25.9       34.3       15.8        6.6       20.1        8.7        6.8       10.5        4.8        7.3        8.4:      5.9       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       319:        57         68         17         16         29         39         51         42         38         64         76:
Old  :       319:        57         68         17         16         29         39         51         42         38         64         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       24.7       38.8       32.7       12.9        8.1       19.5       11.7
Old  :                 25.1       24.7       38.8       32.7       12.9        8.1       19.5       11.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,317,380:   368,163    459,716    197,475    103,612    233,722    110,308     92,458    145,620     65,915     85,797    120,247:   75,930    76,208
Old  : 1,317,380:   368,163    459,716    197,475    103,612    233,722    110,308     92,458    145,620     65,915     85,797    120,247:   75,930    76,208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 9, 2007                                                                  :
     :    37,088:     3,295      8,061     -9,188      8,362     17,305      4,509    -11,826      6,684      7,380      3,389      7,015:       88    -1,902
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       34.9       15.0        7.9       17.7        8.4        7.0       11.1        5.0        6.5        9.1:      5.8       5.8
Old  :     100.0:      27.9       34.9       15.0        7.9       17.7        8.4        7.0       11.1        5.0        6.5        9.1:      5.8       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       338:        62         66         17         16         30         47         53         48         41         65         76:
Old  :       338:        62         66         17         16         30         47         53         48         41         65         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       24.0       36.7       31.5       11.8        7.7       18.1       11.2
Old  :                 24.5       24.0       36.7       31.5       11.8        7.7       18.1       11.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,280,292:   364,868    451,655    206,663     95,250    216,417    105,799    104,284    138,936     58,535     82,408    113,232:   75,842    78,110
Old  : 1,280,292:   364,868    451,655    206,663     95,250    216,417    105,799    104,284    138,936     58,535     82,408    113,232:   75,842    78,110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2007                                                                  :
     :    53,651:       702     16,617     21,861     -8,915     11,345        426      5,955      6,722     -3,817     15,206      8,684:    7,728    -1,963
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       35.3       16.1        7.4       16.9        8.3        8.1       10.9        4.6        6.4        8.8:      5.9       6.1
Old  :     100.0:      28.5       35.3       16.1        7.4       16.9        8.3        8.1       10.9        4.6        6.4        8.8:      5.9       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       329:        62         64         16         16         30         41         55         41         31         68         79:
Old  :       329:        62         64         16         16         30         41         55         41         31         68         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       23.4       38.8       31.3       12.5        6.9       19.0       10.6
Old  :                 26.3       23.4       38.8       31.3       12.5        6.9       19.0       10.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, January 3, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,226,641:   364,166    435,038    184,802    104,165    205,072    105,373     98,329    132,214     62,352     67,202    104,548:   68,114    80,073
Old  : 1,226,641:   364,166    435,038    184,802    104,165    205,072    105,373     98,329    132,214     62,352     67,202    104,548:   68,114    80,073
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 26, 2006                                                                :
     :    46,748:    19,466      4,589       -935        422     11,434        -97     17,711      7,578      7,513      7,359     -1,402:    3,191      -943
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       35.5       15.1        8.5       16.7        8.6        8.0       10.8        5.1        5.5        8.5:      5.6       6.5
Old  :     100.0:      29.7       35.5       15.1        8.5       16.7        8.6        8.0       10.8        5.1        5.5        8.5:      5.6       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       315:        58         59         16         16         29         42         60         41         33         53         72:
Old  :       315:        58         59         16         16         29         42         60         41         33         53         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       21.5       36.9       31.1       12.0        7.0       17.6       11.1
Old  :                 24.8       21.5       36.9       31.1       12.0        7.0       17.6       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,179,893:   344,700    430,449    185,737    103,743    193,638    105,470     80,618    124,636     54,839     59,843    105,950:   64,923    81,016
Old  : 1,179,893:   344,700    430,449    185,737    103,743    193,638    105,470     80,618    124,636     54,839     59,843    105,950:   64,923    81,016
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 19, 2006                                                                :
     :    17,948:     5,600      6,908        -24        761      5,458        343     11,671      3,808      2,296    -10,033     -3,580:    4,047     2,955
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.2       36.5       15.7        8.8       16.4        8.9        6.8       10.6        4.6        5.1        9.0:      5.5       6.9
Old  :     100.0:      29.2       36.5       15.7        8.8       16.4        8.9        6.8       10.6        4.6        5.1        9.0:      5.5       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        54         60         17         14         28         41         49         37         33         50         70:
Old  :       297:        54         60         17         14         28         41         49         37         33         50         70:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       24.7       38.7       33.4       12.4        7.3       18.2       11.8
Old  :                 26.7       24.7       38.7       33.4       12.4        7.3       18.2       11.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,161,945:   339,100    423,541    185,761    102,982    188,180    105,127     68,947    120,828     52,543     69,876    109,530:   60,876    78,061
Old  : 1,161,945:   339,100    423,541    185,761    102,982    188,180    105,127     68,947    120,828     52,543     69,876    109,530:   60,876    78,061
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 12, 2006                                                                :
     :   -60,563:   -14,424    -16,352        -15     -3,182     -1,959     -7,312     -4,358     -6,693     -2,115    -11,458    -15,002:  -13,043    -1,559
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.2       36.5       16.0        8.9       16.2        9.0        5.9       10.4        4.5        6.0        9.4:      5.2       6.7
Old  :     100.0:      29.2       36.5       16.0        8.9       16.2        9.0        5.9       10.4        4.5        6.0        9.4:      5.2       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       294:        54         61         16         15         27         42         42         36         38         51         72:
Old  :       294:        54         61         16         15         27         42         42         36         38         51         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       24.5       39.1       33.5       12.7        7.5       18.7       12.5
Old  :                 27.2       24.5       39.1       33.5       12.7        7.5       18.7       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,222,508:   353,524    439,893    185,776    106,164    190,139    112,439     73,305    127,521     54,658     81,334    124,532:   73,919    79,620
Old  : 1,222,508:   353,524    439,893    185,776    106,164    190,139    112,439     73,305    127,521     54,658     81,334    124,532:   73,919    79,620
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 5, 2006                                                                 :
     :     3,828:    10,572     17,073      2,156      4,141     -2,596      5,655      6,952     -3,821     -6,336     -1,080     -9,102:    7,300    -7,739
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       36.0       15.2        8.7       15.6        9.2        6.0       10.4        4.5        6.7       10.2:      6.0       6.5
Old  :     100.0:      28.9       36.0       15.2        8.7       15.6        9.2        6.0       10.4        4.5        6.7       10.2:      6.0       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       311:        58         62         15         16         28         48         40         37         38         61         82:
Old  :       311:        58         62         15         16         28         48         40         37         38         61         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       23.9       37.4       32.6       12.5        7.8       18.6       12.2
Old  :                 25.9       23.9       37.4       32.6       12.5        7.8       18.6       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, December 5, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,218,680:   342,952    422,820    183,620    102,023    192,735    106,784     66,353    131,342     60,994     82,414    133,634:   66,619    87,359
Old  : 1,218,680:   342,952    422,820    183,620    102,023    192,735    106,784     66,353    131,342     60,994     82,414    133,634:   66,619    87,359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 28, 2006                                                                :
     :    46,225:    10,213      6,892      2,734      1,712      6,276      3,756    -16,873     14,136     -5,850      7,582      9,865:    5,095    16,635
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.1       34.7       15.1        8.4       15.8        8.8        5.4       10.8        5.0        6.8       11.0:      5.5       7.2
Old  :     100.0:      28.1       34.7       15.1        8.4       15.8        8.8        5.4       10.8        5.0        6.8       11.0:      5.5       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       315:        54         59         16         14         27         49         43         40         40         65         81:
Old  :       315:        54         59         16         14         27         49         43         40         40         65         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       24.2       37.1       32.9       12.2        8.1       18.0       12.3
Old  :                 25.7       24.2       37.1       32.9       12.2        8.1       18.0       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,172,455:   332,739    415,928    180,886    100,311    186,459    103,028     83,226    117,206     66,844     74,832    123,769:   61,524    70,724
Old  : 1,172,455:   332,739    415,928    180,886    100,311    186,459    103,028     83,226    117,206     66,844     74,832    123,769:   61,524    70,724
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 21, 2006                                                                :
     :    19,586:     6,708     -7,073       -649      5,044      3,101        489     -2,023       -635      4,427      7,562     10,417:   -4,272     3,193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       35.5       15.4        8.6       15.9        8.8        7.1       10.0        5.7        6.4       10.6:      5.2       6.0
Old  :     100.0:      28.4       35.5       15.4        8.6       15.9        8.8        7.1       10.0        5.7        6.4       10.6:      5.2       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       328:        56         63         18         14         30         46         48         36         51         59         82:
Old  :       328:        56         63         18         14         30         46         48         36         51         59         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       24.7       37.2       33.3       12.2        8.3       17.9       12.6
Old  :                 25.9       24.7       37.2       33.3       12.2        8.3       17.9       12.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,152,869:   326,031    423,001    181,535     95,267    183,358    102,539     85,249    117,841     62,417     67,270    113,352:   65,796    67,531
Old  : 1,152,869:   326,031    423,001    181,535     95,267    183,358    102,539     85,249    117,841     62,417     67,270    113,352:   65,796    67,531
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2006                                                                :
     :   -67,605:   -39,977    -26,261     -6,380     -8,679     -4,749     -2,955       -564     -9,750      2,654      5,179     -9,315:    2,867   -13,466
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       36.7       15.7        8.3       15.9        8.9        7.4       10.2        5.4        5.8        9.8:      5.7       5.9
Old  :     100.0:      28.3       36.7       15.7        8.3       15.9        8.9        7.4       10.2        5.4        5.8        9.8:      5.7       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       321:        55         62         19         14         30         47         46         37         51         56         76:
Old  :       321:        55         62         19         14         30         47         46         37         51         56         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       25.2       37.5       33.7       12.3        8.2       17.9       12.7
Old  :                 26.3       25.2       37.5       33.7       12.3        8.2       17.9       12.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,220,474:   366,008    449,262    187,915    103,946    188,107    105,494     85,813    127,591     59,763     62,091    122,667:   62,929    80,997
Old  : 1,220,474:   366,008    449,262    187,915    103,946    188,107    105,494     85,813    127,591     59,763     62,091    122,667:   62,929    80,997
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 7, 2006                                                                 :
     :    59,641:    39,571     41,365     12,282     23,006     -8,593     -6,466     -1,145     11,403        594    -26,874     17,983:   -7,133     2,496
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.0       36.8       15.4        8.5       15.4        8.6        7.0       10.5        4.9        5.1       10.1:      5.2       6.6
Old  :     100.0:      30.0       36.8       15.4        8.5       15.4        8.6        7.0       10.5        4.9        5.1       10.1:      5.2       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       319:        62         68         16         16         29         41         57         42         46         53         84:
Old  :       319:        62         68         16         16         29         41         57         42         46         53         84:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       23.3       34.9       32.7       12.1        7.6       16.7       11.3
Old  :                 24.1       23.3       34.9       32.7       12.1        7.6       16.7       11.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,160,833:   326,437    407,897    175,633     80,940    196,700    111,960     86,958    116,188     59,169     88,965    104,684:   70,062    78,501
Old  : 1,160,833:   326,437    407,897    175,633     80,940    196,700    111,960     86,958    116,188     59,169     88,965    104,684:   70,062    78,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 31, 2006                                                                 :
     :     2,221:     4,061      3,121     -4,152      1,909      5,851      4,473    -12,493      2,112      3,862     14,311     -5,558:   -8,428    -7,032
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.1       35.1       15.1        7.0       16.9        9.6        7.5       10.0        5.1        7.7        9.0:      6.0       6.8
Old  :     100.0:      28.1       35.1       15.1        7.0       16.9        9.6        7.5       10.0        5.1        7.7        9.0:      6.0       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       326:        62         65         19         13         30         44         51         40         52         58         81:
Old  :       326:        62         65         19         13         30         44         51         40         52         58         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       22.2       33.4       30.6       12.6        7.4       16.9       11.8
Old  :                 22.2       22.2       33.4       30.6       12.6        7.4       16.9       11.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 31, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,158,612:   322,376    404,776    179,785     79,031    190,849    107,487     99,451    114,076     55,307     74,654    110,242:   78,490    85,533
Old  : 1,158,612:   322,376    404,776    179,785     79,031    190,849    107,487     99,451    114,076     55,307     74,654    110,242:   78,490    85,533
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 24, 2006                                                                 :
     :    24,823:   -13,075    -19,939     -4,313      1,354     15,737     13,068     11,289      4,098     -9,903     -1,838      6,194:   13,017     7,928
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       34.9       15.5        6.8       16.5        9.3        8.6        9.8        4.8        6.4        9.5:      6.8       7.4
Old  :     100.0:      27.8       34.9       15.5        6.8       16.5        9.3        8.6        9.8        4.8        6.4        9.5:      6.8       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       325:        67         69         22         11         30         42         54         36         41         61         79:
Old  :       325:        67         69         22         11         30         42         54         36         41         61         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       22.2       33.5       30.8       12.7        7.9       16.9       11.8
Old  :                 22.1       22.2       33.5       30.8       12.7        7.9       16.9       11.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 24, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,133,789:   335,451    424,715    184,098     77,677    175,112     94,419     88,162    109,978     65,210     76,492    104,048:   65,473    77,605
Old  : 1,133,789:   335,451    424,715    184,098     77,677    175,112     94,419     88,162    109,978     65,210     76,492    104,048:   65,473    77,605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 17, 2006                                                                 :
     :   -52,381:    -4,311       -525       -231     -4,131    -27,729     -6,581     -5,736    -17,507     13,239     14,723     -6,994:   -2,267    -4,482
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       37.5       16.2        6.9       15.4        8.3        7.8        9.7        5.8        6.7        9.2:      5.8       6.8
Old  :     100.0:      29.6       37.5       16.2        6.9       15.4        8.3        7.8        9.7        5.8        6.7        9.2:      5.8       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       313:        59         65         20         12         29         41         51         35         41         58         72:
Old  :       313:        59         65         20         12         29         41         51         35         41         58         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       23.2       35.4       32.3       12.8        7.8       17.7       12.4
Old  :                 23.3       23.2       35.4       32.3       12.8        7.8       17.7       12.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,186,170:   339,762    425,240    184,329     81,808    202,841    101,000     93,898    127,485     51,971     61,769    111,042:   67,740    82,087
Old  : 1,186,170:   339,762    425,240    184,329     81,808    202,841    101,000     93,898    127,485     51,971     61,769    111,042:   67,740    82,087
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 10, 2006                                                                 :
     :    -7,251:    -3,822      9,410      7,106     -5,482      3,325       -231     -2,266     -4,716     -6,157     -1,125     -6,301:    3,545       -96
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.6       35.8       15.5        6.9       17.1        8.5        7.9       10.7        4.4        5.2        9.4:      5.7       6.9
Old  :     100.0:      28.6       35.8       15.5        6.9       17.1        8.5        7.9       10.7        4.4        5.2        9.4:      5.7       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       308:        62         66         19         12         28         42         52         40         37         58         82:
Old  :       308:        62         66         19         12         28         42         52         40         37         58         82:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       22.8       35.0       31.8       12.4        7.0       17.3       11.2
Old  :                 23.4       22.8       35.0       31.8       12.4        7.0       17.3       11.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 10, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,193,421:   343,584    415,830    177,223     87,290    199,516    101,231     96,164    132,201     58,128     62,894    117,343:   64,195    82,183
Old  : 1,193,421:   343,584    415,830    177,223     87,290    199,516    101,231     96,164    132,201     58,128     62,894    117,343:   64,195    82,183
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 3, 2006                                                                  :
     :    19,791:    14,357      6,440     -1,986      1,731     -3,283      2,274     -3,088       -388     -2,150      3,042      9,853:    1,114     5,484
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       34.8       14.8        7.3       16.7        8.5        8.1       11.1        4.9        5.3        9.8:      5.4       6.9
Old  :     100.0:      28.8       34.8       14.8        7.3       16.7        8.5        8.1       11.1        4.9        5.3        9.8:      5.4       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       311:        57         66         17         13         27         40         56         40         34         61         79:
Old  :       311:        57         66         17         13         27         40         56         40         34         61         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       22.9       34.2       31.9       12.4        6.5       16.8       10.4
Old  :                 22.8       22.9       34.2       31.9       12.4        6.5       16.8       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,173,630:   329,227    409,390    179,209     85,559    202,799     98,957     99,252    132,589     60,278     59,852    107,490:   63,081    76,699
Old  : 1,173,630:   329,227    409,390    179,209     85,559    202,799     98,957     99,252    132,589     60,278     59,852    107,490:   63,081    76,699
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 26, 2006                                                               :
     :    24,792:    24,516     19,063      3,793     -1,485    -10,441     -7,190      8,623      7,978        -35     -2,294      2,668:    3,503       680
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.1       34.9       15.3        7.3       17.3        8.4        8.5       11.3        5.1        5.1        9.2:      5.4       6.5
Old  :     100.0:      28.1       34.9       15.3        7.3       17.3        8.4        8.5       11.3        5.1        5.1        9.2:      5.4       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       318:        56         65         18         13         27         39         60         41         40         65         81:
Old  :       318:        56         65         18         13         27         39         60         41         40         65         81:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       23.2       35.7       32.8       12.6        6.2       17.5       10.3
Old  :                 23.5       23.2       35.7       32.8       12.6        6.2       17.5       10.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,148,838:   304,711    390,327    175,416     87,044    213,240    106,147     90,629    124,611     60,313     62,146    104,822:   59,578    76,019
Old  : 1,148,838:   304,711    390,327    175,416     87,044    213,240    106,147     90,629    124,611     60,313     62,146    104,822:   59,578    76,019
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 19, 2006                                                               :
     :   -28,571:   -24,398    -18,106     14,881      3,916    -14,608      4,745       -835     -6,820        180     14,573      6,892:   -9,443   -13,583
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       34.0       15.3        7.6       18.6        9.2        7.9       10.8        5.2        5.4        9.1:      5.2       6.6
Old  :     100.0:      26.5       34.0       15.3        7.6       18.6        9.2        7.9       10.8        5.2        5.4        9.1:      5.2       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       309:        54         62         17         13         27         40         54         43         41         63         79:
Old  :       309:        54         62         17         13         27         40         54         43         41         63         79:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       23.4       36.1       32.4       12.3        7.0       17.7       11.2
Old  :                 23.5       23.4       36.1       32.4       12.3        7.0       17.7       11.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 19, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,177,409:   329,109    408,433    160,535     83,128    227,848    101,402     91,464    131,431     60,133     47,573     97,930:   69,021    89,602
Old  : 1,177,409:   329,109    408,433    160,535     83,128    227,848    101,402     91,464    131,431     60,133     47,573     97,930:   69,021    89,602
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 12, 2006                                                               :
     :   -36,531:   -19,630    -18,268     18,130     -3,141    -11,809     -7,766     -5,159     -1,277     -7,746      4,169     -6,769:      336     5,723
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.0       34.7       13.6        7.1       19.4        8.6        7.8       11.2        5.1        4.0        8.3:      5.9       7.6
Old  :     100.0:      28.0       34.7       13.6        7.1       19.4        8.6        7.8       11.2        5.1        4.0        8.3:      5.9       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       300:        52         65         17         13         27         34         55         42         42         57         80:
Old  :       300:        52         65         17         13         27         34         55         42         42         57         80:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       24.4       37.0       33.2       11.6        6.9       16.1       10.5
Old  :                 24.0       24.4       37.0       33.2       11.6        6.9       16.1       10.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,213,940:   348,739    426,701    142,405     86,269    239,657    109,168     96,623    132,708     67,879     43,404    104,699:   68,685    83,879
Old  : 1,213,940:   348,739    426,701    142,405     86,269    239,657    109,168     96,623    132,708     67,879     43,404    104,699:   68,685    83,879
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 5, 2006                                                                :
     :    43,674:    18,082     16,792      5,241     -7,136      7,288      1,997      3,449      4,118     -3,967      4,878       -847:   11,762    15,132
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       35.2       11.7        7.1       19.7        9.0        8.0       10.9        5.6        3.6        8.6:      5.7       6.9
Old  :     100.0:      28.7       35.2       11.7        7.1       19.7        9.0        8.0       10.9        5.6        3.6        8.6:      5.7       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       320:        54         66         17         13         26         39         55         44         47         63         85:
Old  :       320:        54         66         17         13         26         39         55         44         47         63         85:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       24.8       36.5       33.1       11.0        6.6       15.3       10.2
Old  :                 23.7       24.8       36.5       33.1       11.0        6.6       15.3       10.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, September 5, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,170,266:   330,657    409,909    137,164     93,405    232,369    107,171     93,174    128,590     71,846     38,526    105,546:   56,923    68,747
Old  : 1,170,266:   330,657    409,909    137,164     93,405    232,369    107,171     93,174    128,590     71,846     38,526    105,546:   56,923    68,747
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 29, 2006                                                                  :
     :    20,596:    13,244      7,579      3,203     -5,152      6,921       -818      8,502     -4,594        154      4,378      5,788:   -3,302    -2,826
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       35.0       11.7        8.0       19.9        9.2        8.0       11.0        6.1        3.3        9.0:      4.9       5.9
Old  :     100.0:      28.3       35.0       11.7        8.0       19.9        9.2        8.0       11.0        6.1        3.3        9.0:      4.9       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       299:        52         64         12         16         23         39         45         44         50         52         83:
Old  :       299:        52         64         12         16         23         39         45         44         50         52         83:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       25.2       37.6       33.8       11.5        6.9       16.2       10.8
Old  :                 24.1       25.2       37.6       33.8       11.5        6.9       16.2       10.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 29, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,149,670:   317,413    402,330    133,961     98,557    225,448    107,989     84,672    133,184     71,692     34,148     99,758:   60,225    71,573
Old  : 1,149,670:   317,413    402,330    133,961     98,557    225,448    107,989     84,672    133,184     71,692     34,148     99,758:   60,225    71,573
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 22, 2006                                                                  :
     :    26,715:    17,861     15,164     -1,920    -13,701     19,899     -1,199     -1,048     -6,804     -2,443      5,460     -2,573:    3,894    10,318
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       35.0       11.7        8.6       19.6        9.4        7.4       11.6        6.2        3.0        8.7:      5.2       6.2
Old  :     100.0:      27.6       35.0       11.7        8.6       19.6        9.4        7.4       11.6        6.2        3.0        8.7:      5.2       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       288:        50         63         13         15         24         42         39         41         49         47         71:
Old  :       288:        50         63         13         15         24         42         39         41         49         47         71:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       24.5       37.4       33.6       11.4        7.6       16.4       11.9
Old  :                 23.4       24.5       37.4       33.6       11.4        7.6       16.4       11.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 22, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,122,955:   299,552    387,166    135,881    112,258    205,549    109,188     85,720    139,988     74,135     28,688    102,331:   56,331    61,255
Old  : 1,122,955:   299,552    387,166    135,881    112,258    205,549    109,188     85,720    139,988     74,135     28,688    102,331:   56,331    61,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2006                                                                  :
     :   -86,995:   -34,697    -44,763       -887     -1,671    -13,642    -10,095      5,559     -5,454     -2,883     -3,658    -15,431:   -3,906    -7,935
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       34.5       12.1       10.0       18.3        9.7        7.6       12.5        6.6        2.6        9.1:      5.0       5.5
Old  :     100.0:      26.7       34.5       12.1       10.0       18.3        9.7        7.6       12.5        6.6        2.6        9.1:      5.0       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       290:        50         66         14         14         25         40         43         44         47         45         66:
Old  :       290:        50         66         14         14         25         40         43         44         47         45         66:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       23.7       36.9       33.0       11.6        8.1       17.4       13.1
Old  :                 23.5       23.7       36.9       33.0       11.6        8.1       17.4       13.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 15, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,209,950:   334,249    431,929    136,768    113,929    219,191    119,283     80,161    145,442     77,018     32,346    117,762:   60,237    69,190
Old  : 1,209,950:   334,249    431,929    136,768    113,929    219,191    119,283     80,161    145,442     77,018     32,346    117,762:   60,237    69,190
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 8, 2006                                                                   :
     :    45,001:    31,037     33,259       -544      3,648     11,751    -14,613      1,270        383     13,302    -15,845      5,961:   -2,276     4,574
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       35.7       11.3        9.4       18.1        9.9        6.6       12.0        6.4        2.7        9.7:      5.0       5.7
Old  :     100.0:      27.6       35.7       11.3        9.4       18.1        9.9        6.6       12.0        6.4        2.7        9.7:      5.0       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       299:        58         64         15         13         25         50         34         45         45         56         77:
Old  :       299:        58         64         15         13         25         50         34         45         45         56         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       23.3       36.2       33.6       10.8        7.9       15.6       12.6
Old  :                 23.3       23.3       36.2       33.6       10.8        7.9       15.6       12.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 8, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,164,949:   303,212    398,670    137,312    110,281    207,440    133,896     78,891    145,059     63,716     48,191    111,801:   62,513    64,616
Old  : 1,164,949:   303,212    398,670    137,312    110,281    207,440    133,896     78,891    145,059     63,716     48,191    111,801:   62,513    64,616
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2006                                                                   :
     :    55,111:    31,048     28,825     -5,337      1,720     11,284      8,503       -895      2,207       -115      4,848      4,927:    2,594     2,195
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.0       34.2       11.8        9.5       17.8       11.5        6.8       12.5        5.5        4.1        9.6:      5.4       5.5
Old  :     100.0:      26.0       34.2       11.8        9.5       17.8       11.5        6.8       12.5        5.5        4.1        9.6:      5.4       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       307:        60         64         15         13         24         62         26         43         41         61         76:
Old  :       307:        60         64         15         13         24         62         26         43         41         61         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       22.7       34.7       32.6       11.4        8.0       16.2       12.9
Old  :                 21.4       22.7       34.7       32.6       11.4        8.0       16.2       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, August 1, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,109,838:   272,164    369,845    142,649    108,561    196,156    125,393     79,786    142,852     63,831     43,343    106,874:   59,919    62,421
Old  : 1,109,838:   272,164    369,845    142,649    108,561    196,156    125,393     79,786    142,852     63,831     43,343    106,874:   59,919    62,421
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 25, 2006                                                                    :
     :    58,487:    24,632     34,347     -1,044     -1,455     16,934      6,557     -2,609      7,975     -2,425        931      6,535:     -677    -4,171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.5       33.3       12.9        9.8       17.7       11.3        7.2       12.9        5.8        3.9        9.6:      5.4       5.6
Old  :     100.0:      24.5       33.3       12.9        9.8       17.7       11.3        7.2       12.9        5.8        3.9        9.6:      5.4       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       298:        57         62         15         14         23         56         28         42         46         59         70:
Old  :       298:        57         62         15         14         23         56         28         42         46         59         70:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       22.6       34.8       31.9       12.1        8.6       17.0       13.7
Old  :                 22.3       22.6       34.8       31.9       12.1        8.6       17.0       13.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 25, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,051,351:   247,532    335,498    143,693    110,016    179,222    118,836     82,395    134,877     66,256     42,412    100,339:   60,596    66,592
Old  : 1,051,351:   247,532    335,498    143,693    110,016    179,222    118,836     82,395    134,877     66,256     42,412    100,339:   60,596    66,592
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2006                                                                    :
     :   -35,411:   -22,398    -34,145     -3,928      5,651        293    -15,335      1,744     -1,070      8,608    -11,987      6,982:   -8,563    -2,879
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.5       31.9       13.7       10.5       17.0       11.3        7.8       12.8        6.3        4.0        9.5:      5.8       6.3
Old  :     100.0:      23.5       31.9       13.7       10.5       17.0       11.3        7.8       12.8        6.3        4.0        9.5:      5.8       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        55         65         15         14         23         51         32         39         44         59         70:
Old  :       297:        55         65         15         14         23         51         32         39         44         59         70:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       21.2       34.6       31.3       12.8        9.4       18.1       14.9
Old  :                 22.3       21.2       34.6       31.3       12.8        9.4       18.1       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 18, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,086,762:   269,930    369,643    147,621    104,365    178,929    134,171     80,651    135,947     57,648     54,399     93,357:   69,159    69,471
Old  : 1,086,762:   269,930    369,643    147,621    104,365    178,929    134,171     80,651    135,947     57,648     54,399     93,357:   69,159    69,471
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 11, 2006                                                                    :
     :    25,331:    18,258     27,104      3,138      3,802     -3,369      6,804      3,928      8,566     -8,188     -4,315     -5,743:    5,865    -4,642
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       34.0       13.6        9.6       16.5       12.3        7.4       12.5        5.3        5.0        8.6:      6.4       6.4
Old  :     100.0:      24.8       34.0       13.6        9.6       16.5       12.3        7.4       12.5        5.3        5.0        8.6:      6.4       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       295:        55         65         15         13         25         57         33         41         33         60         64:
Old  :       295:        55         65         15         13         25         57         33         41         33         60         64:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       19.8       34.4       29.7       12.3        9.1       18.3       14.4
Old  :                 22.1       19.8       34.4       29.7       12.3        9.1       18.3       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,061,431:   251,672    342,539    144,483    100,563    182,298    127,367     76,723    127,381     65,836     58,714     99,100:   63,294    74,113
Old  : 1,061,431:   251,672    342,539    144,483    100,563    182,298    127,367     76,723    127,381     65,836     58,714     99,100:   63,294    74,113
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2006                                                                     :
     :    47,908:    17,985     14,565    -10,526      6,356      7,801      8,419      5,504      8,203      8,618       -955      4,707:    2,701     1,727
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.7       32.3       13.6        9.5       17.2       12.0        7.2       12.0        6.2        5.5        9.3:      6.0       7.0
Old  :     100.0:      23.7       32.3       13.6        9.5       17.2       12.0        7.2       12.0        6.2        5.5        9.3:      6.0       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       305:        55         66         15         13         25         56         34         41         43         59         65:
Old  :       305:        55         66         15         13         25         56         34         41         43         59         65:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       19.4       34.2       30.3       12.7        8.7       18.3       13.8
Old  :                 21.0       19.4       34.2       30.3       12.7        8.7       18.3       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, July 3, 2006                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,013,523:   233,687    327,974    155,009     94,207    174,497    118,948     71,219    119,178     57,218     59,669     94,393:   60,593    72,386
Old  : 1,013,523:   233,687    327,974    155,009     94,207    174,497    118,948     71,219    119,178     57,218     59,669     94,393:   60,593    72,386
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 27, 2006                                                                    :
     :    22,023:     1,441      6,973      1,220      5,057        965     11,554     -9,642      2,679     -6,759      5,973      6,234:    4,689     3,784
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.1       32.4       15.3        9.3       17.2       11.7        7.0       11.8        5.6        5.9        9.3:      6.0       7.1
Old  :     100.0:      23.1       32.4       15.3        9.3       17.2       11.7        7.0       11.8        5.6        5.9        9.3:      6.0       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       294:        56         66         14         13         23         56         30         43         31         66         59:
Old  :       294:        56         66         14         13         23         56         30         43         31         66         59:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       19.4       35.3       30.1       13.5        8.8       19.0       14.3
Old  :                 22.1       19.4       35.3       30.1       13.5        8.8       19.0       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  :   991,500:   232,246    321,001    153,789     89,150    173,532    107,394     80,861    116,499     63,977     53,696     88,159:   55,904    68,602
Old  :   991,500:   232,246    321,001    153,789     89,150    173,532    107,394     80,861    116,499     63,977     53,696     88,159:   55,904    68,602
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2006                                                                    :
     :    22,881:     6,820     -5,816     -7,221     16,427     -3,253      6,897    -17,123      6,364      2,759     16,711      6,328:    4,187     3,243
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       32.4       15.5        9.0       17.5       10.8        8.2       11.7        6.5        5.4        8.9:      5.6       6.9
Old  :     100.0:      23.4       32.4       15.5        9.0       17.5       10.8        8.2       11.7        6.5        5.4        8.9:      5.6       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       294:        53         67         15         12         23         51         36         44         33         61         63:
Old  :       294:        53         67         15         12         23         51         36         44         33         61         63:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       19.5       35.1       30.4       13.9        9.0       19.5       14.6
Old  :                 21.8       19.5       35.1       30.4       13.9        9.0       19.5       14.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  :   968,619:   225,426    326,817    161,010     72,723    176,785    100,497     97,984    110,135     61,218     36,985     81,831:   51,717    65,359
Old  :   968,619:   225,426    326,817    161,010     72,723    176,785    100,497     97,984    110,135     61,218     36,985     81,831:   51,717    65,359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 13, 2006                                                                    :
     :   -75,657:   -33,203    -20,939      4,079    -19,735     -4,998     -4,658      2,527    -13,148     -6,694     -3,073    -15,439:   -1,596      -852
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       33.7       16.6        7.5       18.3       10.4       10.1       11.4        6.3        3.8        8.4:      5.3       6.7
Old  :     100.0:      23.3       33.7       16.6        7.5       18.3       10.4       10.1       11.4        6.3        3.8        8.4:      5.3       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       284:        50         64         15         12         24         41         44         41         40         47         58:
Old  :       284:        50         64         15         12         24         41         44         41         40         47         58:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       18.9       35.6       30.2       14.4       10.1       20.3       16.1
Old  :                 21.6       18.9       35.6       30.2       14.4       10.1       20.3       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                                      Code-067651
Disaggregated Commitments of Traders - Futures Only, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 1,000 BARRELS)                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,044,276:   258,629    347,756    156,931     92,458    181,783    105,155     95,457    123,283     67,912     40,058     97,270:   53,313    66,211
Old  : 1,044,276:   258,629    347,756    156,931     92,458    181,783    105,155     95,457    123,283     67,912     40,058     97,270:   53,313    66,211
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:                                                                                        :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       33.3       15.0        8.9       17.4       10.1        9.1       11.8        6.5        3.8        9.3:      5.1       6.3
Old  :     100.0:      24.8       33.3       15.0        8.9       17.4       10.1        9.1       11.8        6.5        3.8        9.3:      5.1       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       300:        58         68         14         13         25         50         40         46         44         49         66:
Old  :       300:        58         68         14         13         25         50         40         46         44         49         66:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       19.2       32.8       30.1       13.9        9.2       19.9       14.8
Old  :                 20.3       19.2       32.8       30.1       13.9        9.2       19.9       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, August 25, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,791:    72,167    160,571     38,740      1,882     12,806     48,020      7,750     12,442     13,842      6,981      5,067:   14,707    10,292
Old  :   217,791:    72,167    160,571     38,740      1,882     12,806     48,020      7,750     12,442     13,842      6,981      5,067:   14,707    10,292
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :    -5,423:    -1,474     -6,585       -122        219        510     -4,113       -359        -88        479        949        198:     -813      -267
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       73.7       17.8        0.9        5.9       22.0        3.6        5.7        6.4        3.2        2.3:      6.8       4.7
Old  :     100.0:      33.1       73.7       17.8        0.9        5.9       22.0        3.6        5.7        6.4        3.2        2.3:      6.8       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        53         69         18          6         14         42         11         16         18         12         25:
Old  :       182:        53         69         18          6         14         42         11         16         18         12         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       22.2       31.3       35.2       12.9       13.5       20.8       20.5
Old  :                 20.2       22.2       31.3       35.2       12.9       13.5       20.8       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,214:    73,641    167,156     38,862      1,663     12,296     52,133      8,109     12,530     13,363      6,032      4,869:   15,520    10,559
Old  :   223,214:    73,641    167,156     38,862      1,663     12,296     52,133      8,109     12,530     13,363      6,032      4,869:   15,520    10,559
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :     7,657:    10,661      1,381        -26       -310      1,612     -3,898      4,873       -431        724       -121        244:   -1,229       409
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.0       74.9       17.4        0.7        5.5       23.4        3.6        5.6        6.0        2.7        2.2:      7.0       4.7
Old  :     100.0:      33.0       74.9       17.4        0.7        5.5       23.4        3.6        5.6        6.0        2.7        2.2:      7.0       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        50         70         18          5         17         41         10         18         16         12         24:
Old  :       179:        50         70         18          5         17         41         10         18         16         12         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       24.4       33.1       37.8       12.7       14.3       20.1       21.9
Old  :                 21.1       24.4       33.1       37.8       12.7       14.3       20.1       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, August 11, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,557:    62,980    165,775     38,888      1,973     10,684     56,031      3,236     12,961     12,639      6,153      4,625:   16,749    10,150
Old  :   215,557:    62,980    165,775     38,888      1,973     10,684     56,031      3,236     12,961     12,639      6,153      4,625:   16,749    10,150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :     4,477:     3,130      7,678     -1,133       -955     -2,569      4,275      1,179        618        -49        325       -146:      351    -1,653
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.2       76.9       18.0        0.9        5.0       26.0        1.5        6.0        5.9        2.9        2.1:      7.8       4.7
Old  :     100.0:      29.2       76.9       18.0        0.9        5.0       26.0        1.5        6.0        5.9        2.9        2.1:      7.8       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       183:        52         76         16          6         15         44          9         18         14         13         21:
Old  :       183:        52         76         16          6         15         44          9         18         14         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       24.3       32.3       37.2       14.6       16.2       22.4       23.8
Old  :                 20.4       24.3       32.3       37.2       14.6       16.2       22.4       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,080:    59,850    158,097     40,021      2,928     13,253     51,756      2,057     12,343     12,688      5,828      4,771:   16,398    11,803
Old  :   211,080:    59,850    158,097     40,021      2,928     13,253     51,756      2,057     12,343     12,688      5,828      4,771:   16,398    11,803
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :     6,104:    -1,218      6,496        993         47     -1,161      4,934       -102      1,848       -621      2,025        -30:    1,359    -3,019
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       74.9       19.0        1.4        6.3       24.5        1.0        5.8        6.0        2.8        2.3:      7.8       5.6
Old  :     100.0:      28.4       74.9       19.0        1.4        6.3       24.5        1.0        5.8        6.0        2.8        2.3:      7.8       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       184:        50         72         16          9         19         42          9         17         14         13         22:
Old  :       184:        50         72         16          9         19         42          9         17         14         13         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       25.3       32.6       38.0       14.5       17.5       22.9       24.8
Old  :                 20.6       25.3       32.6       38.0       14.5       17.5       22.9       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   204,976:    61,068    151,601     39,028      2,881     14,414     46,822      2,159     10,495     13,309      3,803      4,801:   15,039    14,822
Old  :   204,976:    61,068    151,601     39,028      2,881     14,414     46,822      2,159     10,495     13,309      3,803      4,801:   15,039    14,822
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 21, 2009                                                                    :
     :     1,145:    -7,244      4,462        203      1,102       -264      8,273     -4,592        999       -413        205       -579:      170      -188
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       74.0       19.0        1.4        7.0       22.8        1.1        5.1        6.5        1.9        2.3:      7.3       7.2
Old  :     100.0:      29.8       74.0       19.0        1.4        7.0       22.8        1.1        5.1        6.5        1.9        2.3:      7.3       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       183:        57         69         16          8         18         40         10         17         21         10         24:
Old  :       183:        57         69         16          8         18         40         10         17         21         10         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       25.1       32.6       37.6       14.2       17.5       22.5       24.2
Old  :                 21.4       25.1       32.6       37.6       14.2       17.5       22.5       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, July 21, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,831:    68,312    147,139     38,825      1,779     14,678     38,549      6,751      9,496     13,722      3,598      5,380:   14,869    15,010
Old  :   203,831:    68,312    147,139     38,825      1,779     14,678     38,549      6,751      9,496     13,722      3,598      5,380:   14,869    15,010
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 14, 2009                                                                    :
     :     7,024:       725      6,744       -687       -184        992      5,199      1,581     -2,147        522        160        326:    2,094      -448
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.5       72.2       19.0        0.9        7.2       18.9        3.3        4.7        6.7        1.8        2.6:      7.3       7.4
Old  :     100.0:      33.5       72.2       19.0        0.9        7.2       18.9        3.3        4.7        6.7        1.8        2.6:      7.3       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       178:        60         71         16          5         16         32         18         19         18         11         21:
Old  :       178:        60         71         16          5         16         32         18         19         18         11         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       24.6       33.6       36.7       14.2       18.0       21.6       23.9
Old  :                 22.3       24.6       33.6       36.7       14.2       18.0       21.6       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   196,807:    67,587    140,395     39,512      1,963     13,686     33,350      5,170     11,643     13,200      3,438      5,054:   12,775    15,458
Old  :   196,807:    67,587    140,395     39,512      1,963     13,686     33,350      5,170     11,643     13,200      3,438      5,054:   12,775    15,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 7, 2009                                                                     :
     :       573:     7,829     -1,707     -1,270       -350      1,179     -7,225       -662      2,097       -604     -1,626        185:   -1,618     1,457
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       71.3       20.1        1.0        7.0       16.9        2.6        5.9        6.7        1.7        2.6:      6.5       7.9
Old  :     100.0:      34.3       71.3       20.1        1.0        7.0       16.9        2.6        5.9        6.7        1.7        2.6:      6.5       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        54         71         17          6         18         30         16         22         18         11         23:
Old  :       176:        54         71         17          6         18         30         16         22         18         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       26.0       35.5       37.9       15.0       18.8       22.5       24.9
Old  :                 24.0       26.0       35.5       37.9       15.0       18.8       22.5       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, July 7, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   196,234:    59,758    142,102     40,782      2,313     12,507     40,575      5,832      9,546     13,804      5,064      4,869:   14,393    14,001
Old  :   196,234:    59,758    142,102     40,782      2,313     12,507     40,575      5,832      9,546     13,804      5,064      4,869:   14,393    14,001
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 30, 2009                                                                    :
     :     2,035:     9,658     -1,335        447        188        516     -7,954      1,356        813          8     -1,219       -424:   -1,029     2,140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       72.4       20.8        1.2        6.4       20.7        3.0        4.9        7.0        2.6        2.5:      7.3       7.1
Old  :     100.0:      30.5       72.4       20.8        1.2        6.4       20.7        3.0        4.9        7.0        2.6        2.5:      7.3       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       180:        54         68         18          5         17         39         12         17         22          9         24:
Old  :       180:        54         68         18          5         17         39         12         17         22          9         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       27.5       35.6       39.6       15.0       18.8       22.6       25.7
Old  :                 24.2       27.5       35.6       39.6       15.0       18.8       22.6       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   194,199:    50,100    143,437     40,335      2,125     11,991     48,529      4,476      8,733     13,796      6,283      5,293:   15,422    11,861
Old  :   194,199:    50,100    143,437     40,335      2,125     11,991     48,529      4,476      8,733     13,796      6,283      5,293:   15,422    11,861
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2009                                                                    :
     :   -21,039:   -11,281    -15,171       -578       -978     -1,445     -4,325        694     -2,032      1,091       -247        767:   -3,236    -2,627
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.8       73.9       20.8        1.1        6.2       25.0        2.3        4.5        7.1        3.2        2.7:      7.9       6.1
Old  :     100.0:      25.8       73.9       20.8        1.1        6.2       25.0        2.3        4.5        7.1        3.2        2.7:      7.9       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        47         70         18          5         16         41         12         21         22          8         22:
Old  :       182:        47         70         18          5         16         41         12         21         22          8         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       28.5       32.3       40.6       14.8       21.0       22.9       29.5
Old  :                 20.9       28.5       32.3       40.6       14.8       21.0       22.9       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,238:    61,381    158,608     40,913      3,103     13,436     52,854      3,782     10,765     12,705      6,530      4,526:   18,658    14,488
Old  :   215,238:    61,381    158,608     40,913      3,103     13,436     52,854      3,782     10,765     12,705      6,530      4,526:   18,658    14,488
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 16, 2009                                                                    :
     :   -12,084:    -2,481    -12,230       -659       -108      1,971     -6,378       -577     -1,234       -371        972       -670:   -2,262      -208
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       73.7       19.0        1.4        6.2       24.6        1.8        5.0        5.9        3.0        2.1:      8.7       6.7
Old  :     100.0:      28.5       73.7       19.0        1.4        6.2       24.6        1.8        5.0        5.9        3.0        2.1:      8.7       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       178:        52         68         19          6         20         44          8         22         18          9         20:
Old  :       178:        52         68         19          6         20         44          8         22         18          9         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       28.5       32.4       40.7       13.6       20.1       21.6       28.0
Old  :                 20.6       28.5       32.4       40.7       13.6       20.1       21.6       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,322:    63,862    170,838     41,572      3,211     11,465     59,232      4,359     11,999     13,076      5,558      5,196:   20,920    14,696
Old  :   227,322:    63,862    170,838     41,572      3,211     11,465     59,232      4,359     11,999     13,076      5,558      5,196:   20,920    14,696
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2009                                                                     :
     :    12,693:     9,122     10,893        816        467        736       -928       -550      1,987       -687       -480        508:    1,139      -868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.1       75.2       18.3        1.4        5.0       26.1        1.9        5.3        5.8        2.4        2.3:      9.2       6.5
Old  :     100.0:      28.1       75.2       18.3        1.4        5.0       26.1        1.9        5.3        5.8        2.4        2.3:      9.2       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       188:        56         67         19          6         16         45         11         21         20         10         25:
Old  :       188:        56         67         19          6         16         45         11         21         20         10         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       27.2       28.2       39.1       13.7       20.7       22.5       28.6
Old  :                 17.0       27.2       28.2       39.1       13.7       20.7       22.5       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,629:    54,740    159,945     40,756      2,744     10,729     60,160      4,909     10,012     13,763      6,038      4,688:   19,781    15,564
Old  :   214,629:    54,740    159,945     40,756      2,744     10,729     60,160      4,909     10,012     13,763      6,038      4,688:   19,781    15,564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 2, 2009                                                                     :
     :     4,219:      -292      2,926       -348       -503        677      2,786        -64        459         64        926       -143:    1,016       -59
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.5       74.5       19.0        1.3        5.0       28.0        2.3        4.7        6.4        2.8        2.2:      9.2       7.3
Old  :     100.0:      25.5       74.5       19.0        1.3        5.0       28.0        2.3        4.7        6.4        2.8        2.2:      9.2       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       185:        56         67         19          5         17         44         11         17         23         10         23:
Old  :       185:        56         67         19          5         17         44         11         17         23         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       28.8       28.4       40.0       14.8       22.3       24.2       31.4
Old  :                 17.6       28.8       28.4       40.0       14.8       22.3       24.2       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   210,410:    55,032    157,019     41,104      3,247     10,052     57,374      4,973      9,553     13,699      5,112      4,831:   18,765    15,623
Old  :   210,410:    55,032    157,019     41,104      3,247     10,052     57,374      4,973      9,553     13,699      5,112      4,831:   18,765    15,623
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2009                                                                     :
     :   -16,537:   -12,477    -15,159       -766        235       -902       -267      1,331     -1,545        837       -492       -446:     -971       441
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       74.6       19.5        1.5        4.8       27.3        2.4        4.5        6.5        2.4        2.3:      8.9       7.4
Old  :     100.0:      26.2       74.6       19.5        1.5        4.8       27.3        2.4        4.5        6.5        2.4        2.3:      8.9       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       190:        56         66         19          6         18         42         13         15         23         10         25:
Old  :       190:        56         66         19          6         18         42         13         15         23         10         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       27.3       28.8       38.2       14.3       21.2       23.7       28.7
Old  :                 17.8       27.3       28.8       38.2       14.3       21.2       23.7       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, May 26, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,947:    67,509    172,178     41,870      3,012     10,954     57,641      3,642     11,098     12,862      5,604      5,277:   19,736    15,182
Old  :   226,947:    67,509    172,178     41,870      3,012     10,954     57,641      3,642     11,098     12,862      5,604      5,277:   19,736    15,182
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 19, 2009                                                                     :
     :    -3,540:    -3,378     -2,326     -3,439        736       -356      3,282       -335        250      1,440       -126     -2,159:      820       776
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       75.9       18.4        1.3        4.8       25.4        1.6        4.9        5.7        2.5        2.3:      8.7       6.7
Old  :     100.0:      29.7       75.9       18.4        1.3        4.8       25.4        1.6        4.9        5.7        2.5        2.3:      8.7       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       190:        58         72         18          6         18         47          8         19         20         11         23:
Old  :       190:        58         72         18          6         18         47          8         19         20         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       28.8       28.7       39.8       13.2       20.4       22.2       27.9
Old  :                 18.4       28.8       28.7       39.8       13.2       20.4       22.2       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, May 19, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   230,487:    70,887    174,504     45,309      2,276     11,310     54,359      3,977     10,848     11,422      5,730      7,436:   18,916    14,406
Old  :   230,487:    70,887    174,504     45,309      2,276     11,310     54,359      3,977     10,848     11,422      5,730      7,436:   18,916    14,406
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 12, 2009                                                                     :
     :    18,835:    10,484     11,999        308        -17        684      1,451        752      2,275       -405        297      2,765:    1,273        80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.8       75.7       19.7        1.0        4.9       23.6        1.7        4.7        5.0        2.5        3.2:      8.2       6.3
Old  :     100.0:      30.8       75.7       19.7        1.0        4.9       23.6        1.7        4.7        5.0        2.5        3.2:      8.2       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       187:        55         72         18          5         16         44          8         19         17         14         25:
Old  :       187:        55         72         18          5         16         44          8         19         17         14         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       29.7       31.4       40.4       13.7       20.0       22.0       27.3
Old  :                 20.3       29.7       31.4       40.4       13.7       20.0       22.0       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,652:    60,403    162,505     45,001      2,293     10,626     52,908      3,225      8,573     11,827      5,433      4,671:   17,643    14,326
Old  :   211,652:    60,403    162,505     45,001      2,293     10,626     52,908      3,225      8,573     11,827      5,433      4,671:   17,643    14,326
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2009                                                                      :
     :     2,982:     1,494      3,664        449        578     -1,356      4,147       -586       -317         41        949        189:   -1,665      -139
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       76.8       21.3        1.1        5.0       25.0        1.5        4.1        5.6        2.6        2.2:      8.3       6.8
Old  :     100.0:      28.5       76.8       21.3        1.1        5.0       25.0        1.5        4.1        5.6        2.6        2.2:      8.3       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        55         68         18          5         16         41          7         20         17         13         22:
Old  :       179:        55         68         18          5         16         41          7         20         17         13         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       31.2       32.3       42.9       14.9       22.0       23.6       29.6
Old  :                 20.3       31.2       32.3       42.9       14.9       22.0       23.6       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   208,670:    58,909    158,841     44,552      1,715     11,982     48,761      3,811      8,890     11,786      4,484      4,482:   19,308    14,465
Old  :   208,670:    58,909    158,841     44,552      1,715     11,982     48,761      3,811      8,890     11,786      4,484      4,482:   19,308    14,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2009                                                                   :
     :       935:    -3,926      7,227     -1,080       -181     -1,573      7,506     -4,799       -699       -925      2,039       -929:    2,561      -150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.2       76.1       21.4        0.8        5.7       23.4        1.8        4.3        5.6        2.1        2.1:      9.3       6.9
Old  :     100.0:      28.2       76.1       21.4        0.8        5.7       23.4        1.8        4.3        5.6        2.1        2.1:      9.3       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        52         68         18          4         16         39         11         19         18         13         22:
Old  :       179:        52         68         18          4         16         39         11         19         18         13         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       29.7       31.5       41.2       15.0       21.8       23.8       28.9
Old  :                 19.8       29.7       31.5       41.2       15.0       21.8       23.8       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-111659
Disaggregated Commitments of Traders - Futures Only, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   207,735:    62,835    151,614     45,632      1,896     13,555     41,255      8,610      9,589     12,711      2,445      5,411:   16,747    14,615
Old  :   207,735:    62,835    151,614     45,632      1,896     13,555     41,255      8,610      9,589     12,711      2,445      5,411:   16,747    14,615
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2009                                                                   :
     :    -2,927:    -1,881     -6,798        340         13        689     -1,644      2,817       -423       -789         36        712:       69        27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       73.0       22.0        0.9        6.5       19.9        4.1        4.6        6.1        1.2        2.6:      8.1       7.0
Old  :     100.0:      30.2       73.0       22.0        0.9        6.5       19.9        4.1        4.6        6.1        1.2        2.6:      8.1       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        54         66         19          4         15         38         12         20         22          8         26:
Old  :       182:        54         66         19          4         15         38         12         20         22          8         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       27.9       32.2       38.9       15.5       21.1       24.1       27.4
Old  :                 20.5       27.9       32.2       38.9       15.5       21.1       24.1       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   210,662:    64,716    158,412     45,292      1,883     12,866     42,899      5,793     10,012     13,500      2,409      4,699:   16,678    14,588
Old  :   210,662:    64,716    158,412     45,292      1,883     12,866     42,899      5,793     10,012     13,500      2,409      4,699:   16,678    14,588
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 14, 2009                                                                   :
     :     5,104:     3,759        527        232        -93        618      1,205      2,394        863        389         54       -267:   -1,695     1,008
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       75.2       21.5        0.9        6.1       20.4        2.7        4.8        6.4        1.1        2.2:      7.9       6.9
Old  :     100.0:      30.7       75.2       21.5        0.9        6.1       20.4        2.7        4.8        6.4        1.1        2.2:      7.9       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        55         68         18          4         16         39         10         21         20          8         22:
Old  :       179:        55         68         18          4         16         39         10         21         20          8         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       27.4       31.6       39.5       15.3       20.8       24.0       26.8
Old  :                 19.9       27.4       31.6       39.5       15.3       20.8       24.0       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 14, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   205,558:    60,957    157,885     45,060      1,976     12,248     41,694      3,399      9,149     13,111      2,355      4,966:   18,373    13,580
Old  :   205,558:    60,957    157,885     45,060      1,976     12,248     41,694      3,399      9,149     13,111      2,355      4,966:   18,373    13,580
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 7, 2009                                                                    :
     :     6,389:     6,135      1,341       -828         62      1,959     -2,888       -219      2,948        209         82       -335:     -811       551
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       76.8       21.9        1.0        6.0       20.3        1.7        4.5        6.4        1.1        2.4:      8.9       6.6
Old  :     100.0:      29.7       76.8       21.9        1.0        6.0       20.3        1.7        4.5        6.4        1.1        2.4:      8.9       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       178:        55         69         18          4         16         38          9         18         22          9         25:
Old  :       178:        55         69         18          4         16         38          9         18         22          9         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       28.1       31.8       39.5       16.0       21.3       24.3       28.4
Old  :                 20.6       28.1       31.8       39.5       16.0       21.3       24.3       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 7, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   199,169:    54,822    156,544     45,888      1,914     10,289     44,582      3,618      6,201     12,902      2,273      5,301:   19,184    13,029
Old  :   199,169:    54,822    156,544     45,888      1,914     10,289     44,582      3,618      6,201     12,902      2,273      5,301:   19,184    13,029
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 31, 2009                                                                   :
     :       783:      -583       -115     -2,232       -490       -192        442       -482        460        331        -90     -1,550:    4,107     3,242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       78.6       23.0        1.0        5.2       22.4        1.8        3.1        6.5        1.1        2.7:      9.6       6.5
Old  :     100.0:      27.5       78.6       23.0        1.0        5.2       22.4        1.8        3.1        6.5        1.1        2.7:      9.6       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       171:        50         66         16          5         15         37          9         17         22          9         22:
Old  :       171:        50         66         16          5         15         37          9         17         22          9         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       30.1       34.8       41.5       17.3       22.3       26.9       30.4
Old  :                 22.7       30.1       34.8       41.5       17.3       22.3       26.9       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   198,386:    55,405    156,659     48,120      2,404     10,481     44,140      4,100      5,741     12,571      2,363      6,851:   15,077     9,787
Old  :   198,386:    55,405    156,659     48,120      2,404     10,481     44,140      4,100      5,741     12,571      2,363      6,851:   15,077     9,787
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 24, 2009                                                                   :
     :   -11,904:    -2,494    -10,352        534        699       -914     -8,162        848       -611        821       -563        540:   -1,618    -1,551
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       79.0       24.3        1.2        5.3       22.2        2.1        2.9        6.3        1.2        3.5:      7.6       4.9
Old  :     100.0:      27.9       79.0       24.3        1.2        5.3       22.2        2.1        2.9        6.3        1.2        3.5:      7.6       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        51         69         18          4         15         37         10         15         22          9         23:
Old  :       179:        51         69         18          4         15         37         10         15         22          9         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       31.8       35.2       41.7       17.9       23.9       27.6       31.5
Old  :                 23.1       31.8       35.2       41.7       17.9       23.9       27.6       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   210,290:    57,899    167,011     47,586      1,705     11,395     52,302      3,252      6,352     11,750      2,926      6,311:   16,695    11,338
Old  :   210,290:    57,899    167,011     47,586      1,705     11,395     52,302      3,252      6,352     11,750      2,926      6,311:   16,695    11,338
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 17, 2009                                                                   :
     :     5,035:    -2,285      3,753        806       -184      1,066      2,941        -73        187      1,984        -56        296:       40        46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       79.4       22.6        0.8        5.4       24.9        1.5        3.0        5.6        1.4        3.0:      7.9       5.4
Old  :     100.0:      27.5       79.4       22.6        0.8        5.4       24.9        1.5        3.0        5.6        1.4        3.0:      7.9       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       174:        56         71         17          .         16         40          7         18         15         13         21:
Old  :       174:        56         71         17          .         16         40          7         18         15         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       29.3       34.7       39.6       17.4       22.4       27.3       30.0
Old  :                 22.5       29.3       34.7       39.6       17.4       22.4       27.3       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   205,255:    60,184    163,258     46,780      1,889     10,329     49,361      3,325      6,165      9,766      2,982      6,015:   16,655    11,292
Old  :   205,255:    60,184    163,258     46,780      1,889     10,329     49,361      3,325      6,165      9,766      2,982      6,015:   16,655    11,292
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 10, 2009                                                                   :
     :    10,111:     5,481     11,324        925       -192         25      1,209         -9        106        737        263       -173:    1,801    -1,233
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       79.5       22.8        0.9        5.0       24.0        1.6        3.0        4.8        1.5        2.9:      8.1       5.5
Old  :     100.0:      29.3       79.5       22.8        0.9        5.0       24.0        1.6        3.0        4.8        1.5        2.9:      8.1       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       174:        54         66         18          .         16         35         11         20         15         14         25:
Old  :       174:        54         66         18          .         16         35         11         20         15         14         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       29.3       36.1       40.3       18.2       23.3       28.0       30.8
Old  :                 23.4       29.3       36.1       40.3       18.2       23.3       28.0       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 10, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   195,144:    54,703    151,934     45,855      2,081     10,304     48,152      3,334      6,059      9,029      2,719      6,188:   14,854    12,525
Old  :   195,144:    54,703    151,934     45,855      2,081     10,304     48,152      3,334      6,059      9,029      2,719      6,188:   14,854    12,525
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 3, 2009                                                                    :
     :    14,391:    10,697     11,449      1,280        492       -916        774       -103      1,666       -347       -132      1,768:     -531       167
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.0       77.9       23.5        1.1        5.3       24.7        1.7        3.1        4.6        1.4        3.2:      7.6       6.4
Old  :     100.0:      28.0       77.9       23.5        1.1        5.3       24.7        1.7        3.1        4.6        1.4        3.2:      7.6       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       173:        49         66         16          .         13         40          7         18         18         11         25:
Old  :       173:        49         66         16          .         13         40          7         18         18         11         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       29.2       37.4       41.6       18.8       22.8       28.6       30.3
Old  :                 25.2       29.2       37.4       41.6       18.8       22.8       28.6       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 3, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   180,753:    44,006    140,485     44,575      1,589     11,220     47,378      3,437      4,393      9,376      2,851      4,420:   15,385    12,358
Old  :   180,753:    44,006    140,485     44,575      1,589     11,220     47,378      3,437      4,393      9,376      2,851      4,420:   15,385    12,358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 24, 2009                                                                :
     :    -7,333:   -10,166      1,485      2,802       -533        439      1,471     -5,996       -756        524       -573     -1,318:     -329       -81
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.3       77.7       24.7        0.9        6.2       26.2        1.9        2.4        5.2        1.6        2.4:      8.5       6.8
Old  :     100.0:      24.3       77.7       24.7        0.9        6.2       26.2        1.9        2.4        5.2        1.6        2.4:      8.5       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       165:        43         66         17          .         13         37          8         14         20          9         20:
Old  :       165:        43         66         17          .         13         37          8         14         20          9         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       27.6       38.4       40.2       19.8       21.0       30.8       29.5
Old  :                 25.8       27.6       38.4       40.2       19.8       21.0       30.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 24, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   188,086:    54,172    139,000     41,773      2,122     10,781     45,907      9,433      5,149      8,852      3,424      5,738:   15,714    12,439
Old  :   188,086:    54,172    139,000     41,773      2,122     10,781     45,907      9,433      5,149      8,852      3,424      5,738:   15,714    12,439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 17, 2009                                                                :
     :    -3,426:    -4,461     -6,206     -1,137       -394      1,017      3,064      3,708     -1,802       -605         52        829:     -331      -630
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       73.9       22.2        1.1        5.7       24.4        5.0        2.7        4.7        1.8        3.1:      8.4       6.6
Old  :     100.0:      28.8       73.9       22.2        1.1        5.7       24.4        5.0        2.7        4.7        1.8        3.1:      8.4       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        60         70         19          4         15         35         15         13         21          8         22:
Old  :       179:        60         70         19          4         15         35         15         13         21          8         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       24.8       37.0       36.2       18.7       17.1       29.0       24.7
Old  :                 25.0       24.8       37.0       36.2       18.7       17.1       29.0       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 17, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   191,512:    58,633    145,206     42,910      2,516      9,764     42,843      5,725      6,951      9,457      3,372      4,909:   16,045    13,069
Old  :   191,512:    58,633    145,206     42,910      2,516      9,764     42,843      5,725      6,951      9,457      3,372      4,909:   16,045    13,069
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 10, 2009                                                                :
     :     3,918:     2,795       -581      1,173         77       -168       -747      3,648       -683        986        852        465:       97       308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       75.8       22.4        1.3        5.1       22.4        3.0        3.6        4.9        1.8        2.6:      8.4       6.8
Old  :     100.0:      30.6       75.8       22.4        1.3        5.1       22.4        3.0        3.6        4.9        1.8        2.6:      8.4       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       177:        60         69         19          5         15         33         12         15         16         11         20:
Old  :       177:        60         69         19          5         15         33         12         15         16         11         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       23.5       35.7       35.8       18.1       15.7       28.1       23.0
Old  :                 23.6       23.5       35.7       35.8       18.1       15.7       28.1       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 10, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   187,594:    55,838    145,787     41,737      2,439      9,932     43,590      2,077      7,634      8,471      2,520      4,444:   15,948    12,761
Old  :   187,594:    55,838    145,787     41,737      2,439      9,932     43,590      2,077      7,634      8,471      2,520      4,444:   15,948    12,761
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 3, 2009                                                                 :
     :     6,661:     5,850      7,683       -207        338       -440      2,653       -669       -885       -455        519     -1,210:    1,355     1,325
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       77.7       22.2        1.3        5.3       23.2        1.1        4.1        4.5        1.3        2.4:      8.5       6.8
Old  :     100.0:      29.8       77.7       22.2        1.3        5.3       23.2        1.1        4.1        4.5        1.3        2.4:      8.5       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       166:        54         68         17          4         14         35          7         14         14         13         19:
Old  :       166:        54         68         17          4         14         35          7         14         14         13         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       24.5       36.4       37.1       17.9       15.9       28.1       24.1
Old  :                 24.2       24.5       36.4       37.1       17.9       15.9       28.1       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   180,933:    49,988    138,104     41,944      2,101     10,372     40,937      2,746      8,519      8,926      2,001      5,654:   14,593    11,436
Old  :   180,933:    49,988    138,104     41,944      2,101     10,372     40,937      2,746      8,519      8,926      2,001      5,654:   14,593    11,436
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2009                                                                 :
     :    -5,312:    -2,895     -5,221        741       -276     -1,178       -663        734         52       -306        342        102:   -1,165       133
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       76.3       23.2        1.2        5.7       22.6        1.5        4.7        4.9        1.1        3.1:      8.1       6.3
Old  :     100.0:      27.6       76.3       23.2        1.2        5.7       22.6        1.5        4.7        4.9        1.1        3.1:      8.1       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       164:        52         66         17          5         15         32         10         14         14         14         21:
Old  :       164:        52         66         17          5         15         32         10         14         14         14         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       25.1       38.4       36.6       18.5       15.0       29.1       23.0
Old  :                 25.6       25.1       38.4       36.6       18.5       15.0       29.1       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   186,245:    52,883    143,325     41,203      2,377     11,550     41,600      2,012      8,467      9,232      1,659      5,552:   15,758    11,303
Old  :   186,245:    52,883    143,325     41,203      2,377     11,550     41,600      2,012      8,467      9,232      1,659      5,552:   15,758    11,303
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 20, 2009                                                                 :
     :   -15,084:    -7,540    -10,244       -252        111       -625     -2,755        497     -2,162        575       -470       -619:   -1,706    -1,572
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       77.0       22.1        1.3        6.2       22.3        1.1        4.5        5.0        0.9        3.0:      8.5       6.1
Old  :     100.0:      28.4       77.0       22.1        1.3        6.2       22.3        1.1        4.5        5.0        0.9        3.0:      8.5       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       164:        57         71         13          6         13         34          8         14         15         10         20:
Old  :       164:        57         71         13          6         13         34          8         14         15         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       25.9       36.6       36.4       16.5       13.9       26.5       22.3
Old  :                 24.1       25.9       36.6       36.4       16.5       13.9       26.5       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   201,329:    60,423    153,569     41,455      2,266     12,175     44,355      1,515     10,629      8,657      2,129      6,171:   17,464    12,875
Old  :   201,329:    60,423    153,569     41,455      2,266     12,175     44,355      1,515     10,629      8,657      2,129      6,171:   17,464    12,875
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 13, 2009                                                                 :
     :     5,001:     3,512      2,229        534       -181      1,196     -1,475       -122      3,252     -1,022        -52     -1,094:       98      -227
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.0       76.3       20.6        1.1        6.0       22.0        0.8        5.3        4.3        1.1        3.1:      8.7       6.4
Old  :     100.0:      30.0       76.3       20.6        1.1        6.0       22.0        0.8        5.3        4.3        1.1        3.1:      8.7       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       165:        57         72         13          6         13         34          8         19         14         12         19:
Old  :       165:        57         72         13          6         13         34          8         19         14         12         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       24.3       36.0       36.6       15.5       12.8       26.1       21.0
Old  :                 23.5       24.3       36.0       36.6       15.5       12.8       26.1       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   196,328:    56,911    151,340     40,921      2,447     10,979     45,830      1,637      7,377      9,679      2,181      7,265:   17,366    13,102
Old  :   196,328:    56,911    151,340     40,921      2,447     10,979     45,830      1,637      7,377      9,679      2,181      7,265:   17,366    13,102
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 6, 2009                                                                  :
     :     3,400:    -1,110      1,085      4,861        223        195       -846     -1,086     -1,252     -1,323        658      1,406:    1,469     2,171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       77.1       20.8        1.2        5.6       23.3        0.8        3.8        4.9        1.1        3.7:      8.8       6.7
Old  :     100.0:      29.0       77.1       20.8        1.2        5.6       23.3        0.8        3.8        4.9        1.1        3.7:      8.8       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       162:        55         70         13          6         13         32          8         14         16         12         19:
Old  :       162:        55         70         13          6         13         32          8         14         16         12         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       25.5       36.1       36.6       15.6       14.4       26.5       22.3
Old  :                 23.7       25.5       36.1       36.6       15.6       14.4       26.5       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 6, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   192,928:    58,021    150,255     36,060      2,224     10,784     46,676      2,723      8,629     11,002      1,523      5,859:   15,897    10,931
Old  :   192,928:    58,021    150,255     36,060      2,224     10,784     46,676      2,723      8,629     11,002      1,523      5,859:   15,897    10,931
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 30, 2008                                                                :
     :    -1,536:    -2,832      1,097        767       -621       -279       -672     -1,860      1,900        -68         22       -577:      225    -1,218
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.1       77.9       18.7        1.2        5.6       24.2        1.4        4.5        5.7        0.8        3.0:      8.2       5.7
Old  :     100.0:      30.1       77.9       18.7        1.2        5.6       24.2        1.4        4.5        5.7        0.8        3.0:      8.2       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       154:        51         68         15          6         15         29         10         16         14          7         15:
Old  :       154:        51         68         15          6         15         29         10         16         14          7         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       26.5       37.6       38.5       15.5       15.4       26.5       23.6
Old  :                 24.7       26.5       37.6       38.5       15.5       15.4       26.5       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 30, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   194,464:    60,853    149,158     35,293      2,845     11,063     47,348      4,583      6,729     11,070      1,501      6,436:   15,672    12,149
Old  :   194,464:    60,853    149,158     35,293      2,845     11,063     47,348      4,583      6,729     11,070      1,501      6,436:   15,672    12,149
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2008                                                                :
     :    -7,195:    -6,858     -6,279       -774        288       -245        638       -198       -707       -302     -1,015        -19:    1,072       980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.3       76.7       18.1        1.5        5.7       24.3        2.4        3.5        5.7        0.8        3.3:      8.1       6.2
Old  :     100.0:      31.3       76.7       18.1        1.5        5.7       24.3        2.4        3.5        5.7        0.8        3.3:      8.1       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        55         67         14          6         15         27          8         12         14          9         18:
Old  :       151:        55         67         14          6         15         27          8         12         14          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       26.2       36.8       38.2       16.7       14.6       27.8       22.1
Old  :                 23.6       26.2       36.8       38.2       16.7       14.6       27.8       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   201,659:    67,711    155,437     36,067      2,557     11,308     46,710      4,781      7,436     11,372      2,516      6,455:   14,600    11,169
Old  :   201,659:    67,711    155,437     36,067      2,557     11,308     46,710      4,781      7,436     11,372      2,516      6,455:   14,600    11,169
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 16, 2008                                                                :
     :      -734:    -3,417     -1,291      3,532         -2       -130     -1,531      1,298       -215      1,576       -533          9:     -558       130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.6       77.1       17.9        1.3        5.6       23.2        2.4        3.7        5.6        1.2        3.2:      7.2       5.5
Old  :     100.0:      33.6       77.1       17.9        1.3        5.6       23.2        2.4        3.7        5.6        1.2        3.2:      7.2       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       155:        59         68         15          7         17         27          9         13         13         11         18:
Old  :       155:        59         68         15          7         17         27          9         13         13         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       26.7       36.0       38.6       15.8       15.3       25.6       22.3
Old  :                 23.4       26.7       36.0       38.6       15.8       15.3       25.6       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 16, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   202,393:    71,128    156,728     32,535      2,559     11,438     48,241      3,483      7,651      9,796      3,049      6,446:   15,158    11,039
Old  :   202,393:    71,128    156,728     32,535      2,559     11,438     48,241      3,483      7,651      9,796      3,049      6,446:   15,158    11,039
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 9, 2008                                                                 :
     :    12,198:    10,007     14,675      2,135       -455      2,006       -263     -1,221     -3,479         32        354        211:    1,549       107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.1       77.4       16.1        1.3        5.7       23.8        1.7        3.8        4.8        1.5        3.2:      7.5       5.5
Old  :     100.0:      35.1       77.4       16.1        1.3        5.7       23.8        1.7        3.8        4.8        1.5        3.2:      7.5       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       161:        56         71         15          7         18         27          9         15         14         13         20:
Old  :       161:        56         71         15          7         18         27          9         15         14         13         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       28.3       36.0       39.8       15.7       16.2       25.3       23.1
Old  :                 22.6       28.3       36.0       39.8       15.7       16.2       25.3       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 9, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   190,195:    61,121    142,053     30,400      3,014      9,432     48,504      4,704     11,130      9,764      2,695      6,235:   13,609    10,932
Old  :   190,195:    61,121    142,053     30,400      3,014      9,432     48,504      4,704     11,130      9,764      2,695      6,235:   13,609    10,932
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 2, 2008                                                                 :
     :    14,521:     4,762     14,429      2,383        259       -537      5,247       -257      1,017        585          9        561:      503      -960
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.1       74.7       16.0        1.6        5.0       25.5        2.5        5.9        5.1        1.4        3.3:      7.2       5.7
Old  :     100.0:      32.1       74.7       16.0        1.6        5.0       25.5        2.5        5.9        5.1        1.4        3.3:      7.2       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       158:        50         68         16          8         18         25         12         12         13         11         18:
Old  :       158:        50         68         16          8         18         25         12         12         13         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       28.1       37.5       40.0       17.1       15.9       26.4       23.1
Old  :                 23.7       28.1       37.5       40.0       17.1       15.9       26.4       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 2, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   175,674:    56,359    127,624     28,017      2,755      9,969     43,257      4,961     10,113      9,179      2,686      5,674:   13,106    11,892
Old  :   175,674:    56,359    127,624     28,017      2,755      9,969     43,257      4,961     10,113      9,179      2,686      5,674:   13,106    11,892
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 25, 2008                                                                :
     :      -977:    -3,939      2,271      2,514         30       -827        767     -1,003        399        627       -318       -846:      328      -683
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.1       72.6       15.9        1.6        5.7       24.6        2.8        5.8        5.2        1.5        3.2:      7.5       6.8
Old  :     100.0:      32.1       72.6       15.9        1.6        5.7       24.6        2.8        5.8        5.2        1.5        3.2:      7.5       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       155:        48         63         16          9         17         25         13         14         10         12         17:
Old  :       155:        48         63         16          9         17         25         13         14         10         12         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       29.9       37.1       42.0       16.9       16.8       25.1       23.7
Old  :                 24.1       29.9       37.1       42.0       16.9       16.8       25.1       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 25, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   176,651:    60,298    125,353     25,503      2,725     10,796     42,490      5,964      9,714      8,552      3,004      6,520:   12,778    12,575
Old  :   176,651:    60,298    125,353     25,503      2,725     10,796     42,490      5,964      9,714      8,552      3,004      6,520:   12,778    12,575
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 18, 2008                                                                :
     :    -7,337:    -6,411     -5,987       -129       -221        846      2,440       -797      1,079     -1,305        -52       -659:   -3,198    -1,546
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.1       71.0       14.4        1.5        6.1       24.1        3.4        5.5        4.8        1.7        3.7:      7.2       7.1
Old  :     100.0:      34.1       71.0       14.4        1.5        6.1       24.1        3.4        5.5        4.8        1.7        3.7:      7.2       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        49         64         15          8         16         26         12         15         10         15         19:
Old  :       153:        49         64         15          8         16         26         12         15         10         15         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       28.7       36.5       40.1       15.3       14.6       23.1       21.8
Old  :                 23.7       28.7       36.5       40.1       15.3       14.6       23.1       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 18, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   183,988:    66,709    131,340     25,632      2,946      9,950     40,050      6,761      8,635      9,857      3,056      7,179:   15,976    14,121
Old  :   183,988:    66,709    131,340     25,632      2,946      9,950     40,050      6,761      8,635      9,857      3,056      7,179:   15,976    14,121
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 11, 2008                                                                :
     :    18,713:    10,410     15,299       -117         16      2,071      2,960       -890        206        647        202        277:    2,259     1,532
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.3       71.4       13.9        1.6        5.4       21.8        3.7        4.7        5.4        1.7        3.9:      8.7       7.7
Old  :     100.0:      36.3       71.4       13.9        1.6        5.4       21.8        3.7        4.7        5.4        1.7        3.9:      8.7       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       158:        51         64         15          7         17         28         10         17         11         15         22:
Old  :       158:        51         64         15          7         17         28         10         17         11         15         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       28.8       33.5       41.1       13.7       15.3       20.4       24.3
Old  :                 21.9       28.8       33.5       41.1       13.7       15.3       20.4       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 11, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   165,275:    56,299    116,041     25,749      2,930      7,879     37,090      7,651      8,429      9,210      2,854      6,902:   13,717    12,589
Old  :   165,275:    56,299    116,041     25,749      2,930      7,879     37,090      7,651      8,429      9,210      2,854      6,902:   13,717    12,589
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 4, 2008                                                                 :
     :     6,101:     3,456      2,705        515        -20       -825     -1,104         21      1,280       -322     -1,429      2,621:      480     1,748
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.1       70.2       15.6        1.8        4.8       22.4        4.6        5.1        5.6        1.7        4.2:      8.3       7.6
Old  :     100.0:      34.1       70.2       15.6        1.8        4.8       22.4        4.6        5.1        5.6        1.7        4.2:      8.3       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        46         61         15          7         16         28         10         15         11         15         20:
Old  :       152:        46         61         15          7         16         28         10         15         11         15         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       29.9       36.0       41.6       14.1       16.5       21.5       25.6
Old  :                 23.7       29.9       36.0       41.6       14.1       16.5       21.5       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 4, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   159,174:    52,843    113,336     25,234      2,950      8,704     38,194      7,630      7,149      9,532      4,283      4,281:   13,237    10,841
Old  :   159,174:    52,843    113,336     25,234      2,950      8,704     38,194      7,630      7,149      9,532      4,283      4,281:   13,237    10,841
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 28, 2008                                                                 :
     :    -2,425:    -5,973       -169      1,731       -121       -826      3,693        484       -464        735       -976       -823:     -498       470
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.2       71.2       15.9        1.9        5.5       24.0        4.8        4.5        6.0        2.7        2.7:      8.3       6.8
Old  :     100.0:      33.2       71.2       15.9        1.9        5.5       24.0        4.8        4.5        6.0        2.7        2.7:      8.3       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       156:        45         60         15          6         13         32          9         15         11         17         17:
Old  :       156:        45         60         15          6         13         32          9         15         11         17         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       30.7       36.5       43.4       13.7       16.9       21.6       26.0
Old  :                 24.5       30.7       36.5       43.4       13.7       16.9       21.6       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 28, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   161,599:    58,816    113,505     23,503      3,071      9,530     34,501      7,146      7,613      8,797      5,259      5,104:   13,735    10,371
Old  :   161,599:    58,816    113,505     23,503      3,071      9,530     34,501      7,146      7,613      8,797      5,259      5,104:   13,735    10,371
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 21, 2008                                                                 :
     :      -586:    -4,620        929        416        -44        232      2,597     -1,255        441       -943     -1,772        219:    1,072       664
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.4       70.2       14.5        1.9        5.9       21.3        4.4        4.7        5.4        3.3        3.2:      8.5       6.4
Old  :     100.0:      36.4       70.2       14.5        1.9        5.9       21.3        4.4        4.7        5.4        3.3        3.2:      8.5       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        50         61         16          5         15         27          6         14         11         18         20:
Old  :       150:        50         61         16          5         15         27          6         14         11         18         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       30.6       35.0       42.6       11.4       14.6       19.2       23.4
Old  :                 24.3       30.6       35.0       42.6       11.4       14.6       19.2       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 21, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   162,185:    63,436    112,576     23,087      3,115      9,298     31,904      8,401      7,172      9,740      7,031      4,885:   12,663     9,707
Old  :   162,185:    63,436    112,576     23,087      3,115      9,298     31,904      8,401      7,172      9,740      7,031      4,885:   12,663     9,707
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 14, 2008                                                                 :
     :      -143:    -1,620      2,616       -354        384       -136      1,423     -2,669     -1,328      1,069        432      1,074:     -271      -516
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.1       69.4       14.2        1.9        5.7       19.7        5.2        4.4        6.0        4.3        3.0:      7.8       6.0
Old  :     100.0:      39.1       69.4       14.2        1.9        5.7       19.7        5.2        4.4        6.0        4.3        3.0:      7.8       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         61         16          5         14         25          6         13         13         17         22:
Old  :       152:        48         61         16          5         14         25          6         13         13         17         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       29.9       35.1       42.8       10.4       14.2       18.1       23.4
Old  :                 24.9       29.9       35.1       42.8       10.4       14.2       18.1       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 14, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   162,328:    65,056    109,960     23,441      2,731      9,434     30,481     11,070      8,500      8,671      6,599      3,811:   12,934    10,223
Old  :   162,328:    65,056    109,960     23,441      2,731      9,434     30,481     11,070      8,500      8,671      6,599      3,811:   12,934    10,223
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 7, 2008                                                                  :
     :      -913:     2,512      3,886      2,116         81     -2,388      1,530        151     -2,926       -261        812        592:   -2,088    -1,121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.1       67.7       14.4        1.7        5.8       18.8        6.8        5.2        5.3        4.1        2.3:      8.0       6.3
Old  :     100.0:      40.1       67.7       14.4        1.7        5.8       18.8        6.8        5.2        5.3        4.1        2.3:      8.0       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        48         57         19          .         15         26         10         17         13         17         20:
Old  :       153:        48         57         19          .         15         26         10         17         13         17         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       30.9       34.7       43.9       10.0       15.1       17.8       23.8
Old  :                 24.2       30.9       34.7       43.9       10.0       15.1       17.8       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 7, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   163,241:    62,544    106,074     21,325      2,650     11,822     28,951     10,919     11,426      8,932      5,787      3,219:   15,022    11,344
Old  :   163,241:    62,544    106,074     21,325      2,650     11,822     28,951     10,919     11,426      8,932      5,787      3,219:   15,022    11,344
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 30, 2008                                                               :
     :    -7,460:    -2,142     -3,991     -2,043        159     -1,357     -1,835        -25     -2,969      2,267        359        447:      172       -83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.3       65.0       13.1        1.6        7.2       17.7        6.7        7.0        5.5        3.5        2.0:      9.2       6.9
Old  :     100.0:      38.3       65.0       13.1        1.6        7.2       17.7        6.7        7.0        5.5        3.5        2.0:      9.2       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        50         54         17          .         14         25         10         12         13         15         18:
Old  :       143:        50         54         17          .         14         25         10         12         13         15         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       31.8       36.3       45.8        9.8       15.1       16.7       24.1
Old  :                 26.4       31.8       36.3       45.8        9.8       15.1       16.7       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 30, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   170,701:    64,686    110,065     23,368      2,491     13,179     30,786     10,944     14,395      6,665      5,428      2,772:   14,850    11,427
Old  :   170,701:    64,686    110,065     23,368      2,491     13,179     30,786     10,944     14,395      6,665      5,428      2,772:   14,850    11,427
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2008                                                               :
     :   -30,433:   -19,232    -20,643      1,642       -171     -1,797     -3,884        467        272     -3,490     -2,284       -968:   -2,976    -5,309
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.9       64.5       13.7        1.5        7.7       18.0        6.4        8.4        3.9        3.2        1.6:      8.7       6.7
Old  :     100.0:      37.9       64.5       13.7        1.5        7.7       18.0        6.4        8.4        3.9        3.2        1.6:      8.7       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        45         51         15          4         14         35          6         13         12         10         15:
Old  :       141:        45         51         15          4         14         35          6         13         12         10         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       31.1       36.8       46.1        9.5       16.0       16.3       24.9
Old  :                 27.2       31.1       36.8       46.1        9.5       16.0       16.3       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 23, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   201,134:    83,918    130,708     21,726      2,662     14,976     34,670     10,477     14,123     10,155      7,712      3,740:   17,826    16,736
Old  :   201,134:    83,918    130,708     21,726      2,662     14,976     34,670     10,477     14,123     10,155      7,712      3,740:   17,826    16,736
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 16, 2008                                                               :
     :     1,066:    14,816      1,296      1,563       -136     -4,371     -6,543      3,868     -6,554       -286        317       -346:    2,787     6,992
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.7       65.0       10.8        1.3        7.4       17.2        5.2        7.0        5.0        3.8        1.9:      8.9       8.3
Old  :     100.0:      41.7       65.0       10.8        1.3        7.4       17.2        5.2        7.0        5.0        3.8        1.9:      8.9       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       155:        57         60         14          5         15         34          7         13         15         10         21:
Old  :       155:        57         60         14          5         15         34          7         13         15         10         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       30.4       37.0       43.8        8.5       13.5       14.8       21.3
Old  :                 25.5       30.4       37.0       43.8        8.5       13.5       14.8       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 16, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   200,068:    69,102    129,412     20,163      2,798     19,347     41,213      6,609     20,677     10,441      7,395      4,086:   15,039     9,744
Old  :   200,068:    69,102    129,412     20,163      2,798     19,347     41,213      6,609     20,677     10,441      7,395      4,086:   15,039     9,744
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 9, 2008                                                                :
     :      -585:    -6,552    -10,491     -1,816       -588        758     -5,917     -1,443     12,528      2,293        614        357:   -2,236    -2,320
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.5       64.7       10.1        1.4        9.7       20.6        3.3       10.3        5.2        3.7        2.0:      7.5       4.9
Old  :     100.0:      34.5       64.7       10.1        1.4        9.7       20.6        3.3       10.3        5.2        3.7        2.0:      7.5       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       158:        53         60         14          7         16         37          4         20         19          9         20:
Old  :       158:        53         60         14          7         16         37          4         20         19          9         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       31.7       36.6       43.9        8.5       13.3       14.3       21.6
Old  :                 26.1       31.7       36.6       43.9        8.5       13.3       14.3       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 9, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   200,653:    75,654    139,903     21,979      3,386     18,589     47,130      8,052      8,149      8,148      6,781      3,729:   17,275    12,064
Old  :   200,653:    75,654    139,903     21,979      3,386     18,589     47,130      8,052      8,149      8,148      6,781      3,729:   17,275    12,064
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 2, 2008                                                                :
     :    -6,738:     1,067     -4,164        610          1     -1,901     -2,516      2,498       -399       -139        920       -813:   -2,647    -2,880
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.7       69.7       11.0        1.7        9.3       23.5        4.0        4.1        4.1        3.4        1.9:      8.6       6.0
Old  :     100.0:      37.7       69.7       11.0        1.7        9.3       23.5        4.0        4.1        4.1        3.4        1.9:      8.6       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       163:        56         60         14          7         15         37          8         14         15         13         20:
Old  :       163:        56         60         14          7         15         37          8         14         15         13         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       35.4       36.8       49.0       11.1       15.7       18.3       24.1
Old  :                 25.2       35.4       36.8       49.0       11.1       15.7       18.3       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 2, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   207,391:    74,587    144,067     21,369      3,385     20,490     49,646      5,554      8,548      8,287      5,861      4,542:   19,922    14,944
Old  :   207,391:    74,587    144,067     21,369      3,385     20,490     49,646      5,554      8,548      8,287      5,861      4,542:   19,922    14,944
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 26, 2008                                                                  :
     :   -12,653:    -5,945     -3,661     -3,864     -2,590       -628      3,977        857     -5,172     -1,101        261     -2,255:    2,335       535
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.0       69.5       10.3        1.6        9.9       23.9        2.7        4.1        4.0        2.8        2.2:      9.6       7.2
Old  :     100.0:      36.0       69.5       10.3        1.6        9.9       23.9        2.7        4.1        4.0        2.8        2.2:      9.6       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       166:        49         59         14          9         18         40          7         14         15         14         19:
Old  :       166:        49         59         14          9         18         40          7         14         15         14         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       36.5       35.4       47.6       11.7       16.9       18.7       24.0
Old  :                 22.9       36.5       35.4       47.6       11.7       16.9       18.7       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   220,044:    80,532    147,728     25,233      5,975     21,118     45,669      4,697     13,720      9,388      5,600      6,797:   17,587    14,409
Old  :   220,044:    80,532    147,728     25,233      5,975     21,118     45,669      4,697     13,720      9,388      5,600      6,797:   17,587    14,409
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 19, 2008                                                                  :
     :    -6,297:    -3,916     -5,659        138      1,666        637     -4,788     -1,724      1,189        854     -1,481     -1,158:      747       233
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.6       67.1       11.5        2.7        9.6       20.8        2.1        6.2        4.3        2.5        3.1:      8.0       6.5
Old  :     100.0:      36.6       67.1       11.5        2.7        9.6       20.8        2.1        6.2        4.3        2.5        3.1:      8.0       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       167:        55         63         15          8         17         41          4         18         17         15         23:
Old  :       167:        55         63         15          8         17         41          4         18         17         15         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       33.1       32.4       44.0       10.8       13.7       17.5       20.6
Old  :                 21.5       33.1       32.4       44.0       10.8       13.7       17.5       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 19, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,341:    84,448    153,387     25,095      4,309     20,481     50,457      6,421     12,531      8,534      7,081      7,955:   16,840    14,176
Old  :   226,341:    84,448    153,387     25,095      4,309     20,481     50,457      6,421     12,531      8,534      7,081      7,955:   16,840    14,176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 12, 2008                                                                  :
     :     7,073:     6,818      5,875     -1,793     -1,944      1,940      1,031       -169      1,752        179        451       -649:   -2,205      -183
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.3       67.8       11.1        1.9        9.0       22.3        2.8        5.5        3.8        3.1        3.5:      7.4       6.3
Old  :     100.0:      37.3       67.8       11.1        1.9        9.0       22.3        2.8        5.5        3.8        3.1        3.5:      7.4       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       167:        51         61         14          9         17         38          7         17         12         20         22:
Old  :       167:        51         61         14          9         17         38          7         17         12         20         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       30.8       32.2       43.4       11.0       12.6       18.1       19.6
Old  :                 20.9       30.8       32.2       43.4       11.0       12.6       18.1       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 12, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,268:    77,630    147,512     26,888      6,253     18,541     49,426      6,590     10,779      8,355      6,630      8,604:   19,045    14,359
Old  :   219,268:    77,630    147,512     26,888      6,253     18,541     49,426      6,590     10,779      8,355      6,630      8,604:   19,045    14,359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2008                                                                   :
     :     1,143:      -315     -2,494       -604       -214      1,437       -805     -1,924        146       -507      1,419     -1,316:    3,107     4,089
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.4       67.3       12.3        2.9        8.5       22.5        3.0        4.9        3.8        3.0        3.9:      8.7       6.5
Old  :     100.0:      35.4       67.3       12.3        2.9        8.5       22.5        3.0        4.9        3.8        3.0        3.9:      8.7       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       168:        49         63         14          8         15         35          9         16         13         20         23:
Old  :       168:        49         63         14          8         15         35          9         16         13         20         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       31.2       33.0       43.4       12.0       12.0       19.8       19.6
Old  :                 21.3       31.2       33.0       43.4       12.0       12.0       19.8       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,125:    77,945    150,006     27,492      6,467     17,104     50,231      8,514     10,633      8,862      5,211      9,920:   15,938    10,270
Old  :   218,125:    77,945    150,006     27,492      6,467     17,104     50,231      8,514     10,633      8,862      5,211      9,920:   15,938    10,270
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 29, 2008                                                                    :
     :    -4,669:    -3,723       -963        -65        274     -1,284      2,095     -1,119     -1,500      1,168        807      1,662:   -3,022    -2,546
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       68.8       12.6        3.0        7.8       23.0        3.9        4.9        4.1        2.4        4.5:      7.3       4.7
Old  :     100.0:      35.7       68.8       12.6        3.0        7.8       23.0        3.9        4.9        4.1        2.4        4.5:      7.3       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       169:        48         61         14          7         16         38          6         15         14         20         25:
Old  :       169:        48         61         14          7         16         38          6         15         14         20         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       29.5       33.7       41.7       12.6       12.3       20.4       20.0
Old  :                 21.6       29.5       33.7       41.7       12.6       12.3       20.4       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,794:    81,668    150,969     27,557      6,193     18,388     48,136      9,633     12,133      7,694      4,404      8,258:   18,960    12,816
Old  :   222,794:    81,668    150,969     27,557      6,193     18,388     48,136      9,633     12,133      7,694      4,404      8,258:   18,960    12,816
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 22, 2008                                                                    :
     :   -13,390:   -12,082    -16,066       -764        597        855        172     -1,829     -1,240       -403        483      1,709:   -1,637     2,101
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.7       67.8       12.4        2.8        8.3       21.6        4.3        5.4        3.5        2.0        3.7:      8.5       5.8
Old  :     100.0:      36.7       67.8       12.4        2.8        8.3       21.6        4.3        5.4        3.5        2.0        3.7:      8.5       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       177:        59         64         13         10         17         41          8         17         14         21         26:
Old  :       177:        59         64         13         10         17         41          8         17         14         21         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       26.9       32.8       38.7       12.9       10.6       19.7       17.7
Old  :                 20.9       26.9       32.8       38.7       12.9       10.6       19.7       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   236,184:    93,750    167,035     28,321      5,596     17,533     47,964     11,462     13,373      8,097      3,921      6,549:   20,597    10,715
Old  :   236,184:    93,750    167,035     28,321      5,596     17,533     47,964     11,462     13,373      8,097      3,921      6,549:   20,597    10,715
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2008                                                                    :
     :    -7,977:     1,737     -7,053     -1,757      1,066        156     -4,637     -1,092       -140       -984        156       -535:   -1,817      -535
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.7       70.7       12.0        2.4        7.4       20.3        4.9        5.7        3.4        1.7        2.8:      8.7       4.5
Old  :     100.0:      39.7       70.7       12.0        2.4        7.4       20.3        4.9        5.7        3.4        1.7        2.8:      8.7       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       172:        55         65         12          9         17         37         12         18         19         14         24:
Old  :       172:        55         65         12          9         17         37         12         18         19         14         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       27.2       33.9       40.3       12.7        9.1       19.1       16.3
Old  :                 20.8       27.2       33.9       40.3       12.7        9.1       19.1       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   244,161:    92,013    174,088     30,078      4,530     17,377     52,601     12,554     13,513      9,081      3,765      7,084:   22,414    11,250
Old  :   244,161:    92,013    174,088     30,078      4,530     17,377     52,601     12,554     13,513      9,081      3,765      7,084:   22,414    11,250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 8, 2008                                                                     :
     :    -2,209:    -2,114     -2,290      3,724      1,349       -261     -2,138     -1,369     -1,259       -666        733        795:     -290        93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.7       71.3       12.3        1.9        7.1       21.5        5.1        5.5        3.7        1.5        2.9:      9.2       4.6
Old  :     100.0:      37.7       71.3       12.3        1.9        7.1       21.5        5.1        5.5        3.7        1.5        2.9:      9.2       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        55         67         14          8         18         42         12         17         20         12         22:
Old  :       181:        55         67         14          8         18         42         12         17         20         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       29.0       34.2       41.1       12.3        9.7       18.8       17.5
Old  :                 21.8       29.0       34.2       41.1       12.3        9.7       18.8       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 8, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   246,370:    94,127    176,378     26,354      3,181     17,638     54,739     13,923     14,772      9,747      3,032      6,289:   22,704    11,157
Old  :   246,370:    94,127    176,378     26,354      3,181     17,638     54,739     13,923     14,772      9,747      3,032      6,289:   22,704    11,157
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 1, 2008                                                                     :
     :    -1,309:     4,932     -3,961      1,676       -618       -191     -5,823      6,830     -3,671        230       -230        531:    1,007         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.2       71.6       10.7        1.3        7.2       22.2        5.7        6.0        4.0        1.2        2.6:      9.2       4.5
Old  :     100.0:      38.2       71.6       10.7        1.3        7.2       22.2        5.7        6.0        4.0        1.2        2.6:      9.2       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       172:        51         66         14          8         17         41          9         16         20          9         21:
Old  :       172:        51         66         14          8         17         41          9         16         20          9         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       30.1       35.3       43.0       11.3       11.0       17.7       18.6
Old  :                 23.9       30.1       35.3       43.0       11.3       11.0       17.7       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 1, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   247,679:    89,195    180,339     24,678      3,799     17,829     60,562      7,093     18,443      9,517      3,262      5,758:   21,697    11,156
Old  :   247,679:    89,195    180,339     24,678      3,799     17,829     60,562      7,093     18,443      9,517      3,262      5,758:   21,697    11,156
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 24, 2008                                                                    :
     :   -18,492:   -12,275     -7,877       -346      1,052     -2,782      3,092     -1,105     -3,297        489     -1,778     -2,232:   -1,141      -473
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.0       72.8       10.0        1.5        7.2       24.5        2.9        7.4        3.8        1.3        2.3:      8.8       4.5
Old  :     100.0:      36.0       72.8       10.0        1.5        7.2       24.5        2.9        7.4        3.8        1.3        2.3:      8.8       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       178:        51         68         13          9         16         49          5         14         18         11         17:
Old  :       178:        51         68         13          9         16         49          5         14         18         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       30.3       36.8       45.4       11.7       11.1       18.1       19.0
Old  :                 24.4       30.3       36.8       45.4       11.7       11.1       18.1       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   266,171:   101,470    188,216     25,024      2,747     20,611     57,470      8,198     21,740      9,028      5,040      7,990:   22,838    11,629
Old  :   266,171:   101,470    188,216     25,024      2,747     20,611     57,470      8,198     21,740      9,028      5,040      7,990:   22,838    11,629
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 17, 2008                                                                    :
     :     8,285:     6,916      4,815       -913         41        793      1,648         66        693       -541        490      1,403:   -1,714       -16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.1       70.7        9.4        1.0        7.7       21.6        3.1        8.2        3.4        1.9        3.0:      8.6       4.4
Old  :     100.0:      38.1       70.7        9.4        1.0        7.7       21.6        3.1        8.2        3.4        1.9        3.0:      8.6       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        60         69         13         10         19         46          4         15         17         15         26:
Old  :       181:        60         69         13         10         19         46          4         15         17         15         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       29.6       36.2       44.8       10.4       11.4       17.1       19.3
Old  :                 24.6       29.6       36.2       44.8       10.4       11.4       17.1       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 17, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   257,886:    94,554    183,401     25,937      2,706     19,818     55,822      8,132     21,047      9,569      4,550      6,587:   24,552    11,645
Old  :   257,886:    94,554    183,401     25,937      2,706     19,818     55,822      8,132     21,047      9,569      4,550      6,587:   24,552    11,645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 10, 2008                                                                    :
     :     9,400:     5,180      6,654         57        106      1,649       -923     -1,143      2,981        494        127     -1,703:    1,665       729
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.7       71.1       10.1        1.0        7.7       21.6        3.2        8.2        3.7        1.8        2.6:      9.5       4.5
Old  :     100.0:      36.7       71.1       10.1        1.0        7.7       21.6        3.2        8.2        3.7        1.8        2.6:      9.5       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       180:        54         70         13          9         18         44          5         15         21         11         24:
Old  :       180:        54         70         13          9         18         44          5         15         21         11         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       29.6       37.6       45.1       10.9       11.9       17.7       19.5
Old  :                 26.2       29.6       37.6       45.1       10.9       11.9       17.7       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 10, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   248,486:    89,374    176,747     25,880      2,600     18,169     56,745      9,275     18,066      9,075      4,423      8,290:   22,887    10,916
Old  :   248,486:    89,374    176,747     25,880      2,600     18,169     56,745      9,275     18,066      9,075      4,423      8,290:   22,887    10,916
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 3, 2008                                                                     :
     :    -6,015:     3,415     -6,812     -1,032       -400       -129     -8,062      3,734     -1,771        416        135       -705:    1,853       -67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.0       71.1       10.4        1.0        7.3       22.8        3.7        7.3        3.7        1.8        3.3:      9.2       4.4
Old  :     100.0:      36.0       71.1       10.4        1.0        7.3       22.8        3.7        7.3        3.7        1.8        3.3:      9.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       183:        54         73         12          7         15         43          9         16         20         12         26:
Old  :       183:        54         73         12          7         15         43          9         16         20         12         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       29.7       37.5       44.9       11.7       12.4       18.7       20.6
Old  :                 26.5       29.7       37.5       44.9       11.7       12.4       18.7       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   254,501:    85,959    183,559     26,912      3,000     18,298     64,807      5,541     19,837      8,659      4,288      8,995:   21,034    10,983
Old  :   254,501:    85,959    183,559     26,912      3,000     18,298     64,807      5,541     19,837      8,659      4,288      8,995:   21,034    10,983
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2008                                                                     :
     :   -15,953:   -11,037    -11,888     -2,162      1,081     -1,178      2,136     -1,400       -370       -543      1,013        132:   -2,931    -3,343
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       72.1       10.6        1.2        7.2       25.5        2.2        7.8        3.4        1.7        3.5:      8.3       4.3
Old  :     100.0:      33.8       72.1       10.6        1.2        7.2       25.5        2.2        7.8        3.4        1.7        3.5:      8.3       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       190:        53         73         12          9         16         51          4         16         19         13         23:
Old  :       190:        53         73         12          9         16         51          4         16         19         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       29.8       35.8       45.2       11.6       12.2       18.3       20.5
Old  :                 24.1       29.8       35.8       45.2       11.6       12.2       18.3       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 27, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   270,454:    96,996    195,447     29,074      1,919     19,476     62,671      6,941     20,207      9,202      3,275      8,863:   23,965    14,326
Old  :   270,454:    96,996    195,447     29,074      1,919     19,476     62,671      6,941     20,207      9,202      3,275      8,863:   23,965    14,326
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 20, 2008                                                                     :
     :    -4,918:     2,448     -5,533       -397       -181      2,588     -5,606      1,199     -2,154       -487        506       -409:     -901      -934
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.9       72.3       10.8        0.7        7.2       23.2        2.6        7.5        3.4        1.2        3.3:      8.9       5.3
Old  :     100.0:      35.9       72.3       10.8        0.7        7.2       23.2        2.6        7.5        3.4        1.2        3.3:      8.9       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       190:        55         72         15          9         21         48          7         18         19         12         22:
Old  :       190:        55         72         15          9         21         48          7         18         19         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       30.0       34.2       46.3       10.8       12.5       17.7       20.1
Old  :                 22.8       30.0       34.2       46.3       10.8       12.5       17.7       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   275,372:    94,548    200,980     29,471      2,100     16,888     68,277      5,742     22,361      9,689      2,769      9,272:   24,866    15,260
Old  :   275,372:    94,548    200,980     29,471      2,100     16,888     68,277      5,742     22,361      9,689      2,769      9,272:   24,866    15,260
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 13, 2008                                                                     :
     :    12,809:     5,705      8,616        839       -201        280        539       -797      2,773      1,224         25        520:      929     1,593
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       73.0       10.7        0.8        6.1       24.8        2.1        8.1        3.5        1.0        3.4:      9.0       5.5
Old  :     100.0:      34.3       73.0       10.7        0.8        6.1       24.8        2.1        8.1        3.5        1.0        3.4:      9.0       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       200:        54         70         15          8         19         53          7         16         23         11         25:
Old  :       200:        54         70         15          8         19         53          7         16         23         11         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       31.9       34.9       46.9       10.3       14.3       17.0       23.3
Old  :                 23.4       31.9       34.9       46.9       10.3       14.3       17.0       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   262,563:    88,843    192,364     28,632      2,301     16,608     67,738      6,539     19,588      8,465      2,744      8,752:   23,937    13,667
Old  :   262,563:    88,843    192,364     28,632      2,301     16,608     67,738      6,539     19,588      8,465      2,744      8,752:   23,937    13,667
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 6, 2008                                                                      :
     :       256:    -5,846     -4,356     -3,082        258      2,350      7,824        522       -156        173        297      1,002:   -2,009       339
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       73.3       10.9        0.9        6.3       25.8        2.5        7.5        3.2        1.0        3.3:      9.1       5.2
Old  :     100.0:      33.8       73.3       10.9        0.9        6.3       25.8        2.5        7.5        3.2        1.0        3.3:      9.1       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       195:        51         70         15          9         19         55          7         15         17         14         22:
Old  :       195:        51         70         15          9         19         55          7         15         17         14         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       33.4       36.3       47.5       10.7       14.6       17.7       23.6
Old  :                 24.6       33.4       36.3       47.5       10.7       14.6       17.7       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   262,307:    94,689    196,720     31,714      2,043     14,258     59,914      6,017     19,744      8,292      2,447      7,750:   25,946    13,328
Old  :   262,307:    94,689    196,720     31,714      2,043     14,258     59,914      6,017     19,744      8,292      2,447      7,750:   25,946    13,328
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 29, 2008                                                                   :
     :     4,218:     2,603        915       -979        393       -436       -940     -1,393      2,848       -648       -334        -92:    1,862     2,317
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.1       75.0       12.1        0.8        5.4       22.8        2.3        7.5        3.2        0.9        3.0:      9.9       5.1
Old  :     100.0:      36.1       75.0       12.1        0.8        5.4       22.8        2.3        7.5        3.2        0.9        3.0:      9.9       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       193:        56         75         18          6         20         51          8         15         15         13         21:
Old  :       193:        56         75         18          6         20         51          8         15         15         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       34.5       38.6       49.4       10.4       14.5       16.8       22.9
Old  :                 27.3       34.5       38.6       49.4       10.4       14.5       16.8       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 29, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   258,089:    92,086    195,805     32,693      1,650     14,694     60,854      7,410     16,896      8,940      2,781      7,842:   24,084    11,011
Old  :   258,089:    92,086    195,805     32,693      1,650     14,694     60,854      7,410     16,896      8,940      2,781      7,842:   24,084    11,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 22, 2008                                                                   :
     :   -16,568:   -12,416    -13,876        260       -995       -778     -3,111       -233      2,126       -250       -777        373:   -2,772    -2,408
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       75.9       12.7        0.6        5.7       23.6        2.9        6.5        3.5        1.1        3.0:      9.3       4.3
Old  :     100.0:      35.7       75.9       12.7        0.6        5.7       23.6        2.9        6.5        3.5        1.1        3.0:      9.3       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       196:        57         75         17          6         19         51          9         16         17         17         22:
Old  :       196:        57         75         17          6         19         51          9         16         17         17         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       33.3       37.9       49.0       11.5       15.9       17.9       23.4
Old  :                 25.9       33.3       37.9       49.0       11.5       15.9       17.9       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 22, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   274,657:   104,502    209,681     32,433      2,645     15,472     63,965      7,643     14,770      9,190      3,558      7,469:   26,856    13,419
Old  :   274,657:   104,502    209,681     32,433      2,645     15,472     63,965      7,643     14,770      9,190      3,558      7,469:   26,856    13,419
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 15, 2008                                                                   :
     :    28,962:    17,792     26,973        186        789      2,022      8,547       -786     -1,825       -848        776      1,605:    1,483      -592
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       76.3       11.8        1.0        5.6       23.3        2.8        5.4        3.3        1.3        2.7:      9.8       4.9
Old  :     100.0:      38.0       76.3       11.8        1.0        5.6       23.3        2.8        5.4        3.3        1.3        2.7:      9.8       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       193:        61         75         16          6         19         51          8         15         15         14         23:
Old  :       193:        61         75         16          6         19         51          8         15         15         14         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       33.3       37.0       48.4       10.9       14.9       17.0       22.3
Old  :                 24.3       33.3       37.0       48.4       10.9       14.9       17.0       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 15, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   245,695:    86,710    182,708     32,247      1,856     13,450     55,418      8,429     16,595     10,038      2,782      5,864:   25,373    14,011
Old  :   245,695:    86,710    182,708     32,247      1,856     13,450     55,418      8,429     16,595     10,038      2,782      5,864:   25,373    14,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 8, 2008                                                                    :
     :    12,966:     3,952     10,189     -1,353        727        690      7,429     -1,121      1,772       -237        231         99:      614       379
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       74.4       13.1        0.8        5.5       22.6        3.4        6.8        4.1        1.1        2.4:     10.3       5.7
Old  :     100.0:      35.3       74.4       13.1        0.8        5.5       22.6        3.4        6.8        4.1        1.1        2.4:     10.3       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       188:        55         70         16          5         19         51          9         18         19         11         23:
Old  :       188:        55         70         16          5         19         51          9         18         19         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       29.7       35.5       44.9       11.2       15.7       17.7       23.1
Old  :                 24.3       29.7       35.5       44.9       11.2       15.7       17.7       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 8, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   232,729:    82,758    172,519     33,600      1,129     12,760     47,989      9,550     14,823     10,275      2,551      5,765:   24,759    13,632
Old  :   232,729:    82,758    172,519     33,600      1,129     12,760     47,989      9,550     14,823     10,275      2,551      5,765:   24,759    13,632
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 1, 2008                                                                    :
     :     3,864:       548      4,631       -871       -510         72      1,229     -1,496       -584         45        568      1,058:    2,367       125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.6       74.1       14.4        0.5        5.5       20.6        4.1        6.4        4.4        1.1        2.5:     10.6       5.9
Old  :     100.0:      35.6       74.1       14.4        0.5        5.5       20.6        4.1        6.4        4.4        1.1        2.5:     10.6       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        51         68         16          .         16         49          8         14         20         11         23:
Old  :       182:        51         68         16          .         16         49          8         14         20         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       31.1       37.6       46.4       11.2       16.6       18.3       24.8
Old  :                 27.1       31.1       37.6       46.4       11.2       16.6       18.3       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 1, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,865:    82,210    167,888     34,471      1,639     12,688     46,760     11,046     15,407     10,230      1,983      4,707:   22,392    13,507
Old  :   228,865:    82,210    167,888     34,471      1,639     12,688     46,760     11,046     15,407     10,230      1,983      4,707:   22,392    13,507
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 25, 2008                                                                   :
     :   -14,602:   -13,261    -11,646     -1,956       -402     -1,556      3,809      1,915         17       -784     -1,421     -1,013:      142      -496
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.9       73.4       15.1        0.7        5.5       20.4        4.8        6.7        4.5        0.9        2.1:      9.8       5.9
Old  :     100.0:      35.9       73.4       15.1        0.7        5.5       20.4        4.8        6.7        4.5        0.9        2.1:      9.8       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        54         69         16          .         16         50          9         16         16         10         18:
Old  :       182:        54         69         16          .         16         50          9         16         16         10         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       31.1       38.3       46.1       11.4       16.2       18.2       23.8
Old  :                 27.8       31.1       38.3       46.1       11.4       16.2       18.2       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 25, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   243,467:    95,471    179,534     36,427      2,041     14,244     42,951      9,131     15,390     11,014      3,404      5,720:   22,250    14,003
Old  :   243,467:    95,471    179,534     36,427      2,041     14,244     42,951      9,131     15,390     11,014      3,404      5,720:   22,250    14,003
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 18, 2008                                                                   :
     :    -2,205:     3,335      1,208      2,786     -1,819     -1,719     -3,927        438     -1,234       -694        505       -208:     -544       624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.2       73.7       15.0        0.8        5.9       17.6        3.8        6.3        4.5        1.4        2.3:      9.1       5.8
Old  :     100.0:      39.2       73.7       15.0        0.8        5.9       17.6        3.8        6.3        4.5        1.4        2.3:      9.1       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       187:        67         73         16          7         20         43         11         17         17         11         21:
Old  :       187:        67         73         16          7         20         43         11         17         17         11         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       29.9       37.4       44.8       10.8       15.1       17.2       21.3
Old  :                 27.3       29.9       37.4       44.8       10.8       15.1       17.2       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 18, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   245,672:    92,136    178,326     33,641      3,860     15,963     46,878      8,693     16,624     11,708      2,899      5,928:   22,794    13,379
Old  :   245,672:    92,136    178,326     33,641      3,860     15,963     46,878      8,693     16,624     11,708      2,899      5,928:   22,794    13,379
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 11, 2008                                                                   :
     :     5,828:    17,639     12,186     -3,900     -1,970      2,108     -9,611     -4,610     -2,633       -496     -1,316      2,036:      685        27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       72.6       13.7        1.6        6.5       19.1        3.5        6.8        4.8        1.2        2.4:      9.3       5.4
Old  :     100.0:      37.5       72.6       13.7        1.6        6.5       19.1        3.5        6.8        4.8        1.2        2.4:      9.3       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       189:        65         77         16          7         18         40         10         19         18         10         22:
Old  :       189:        65         77         16          7         18         40         10         19         18         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       28.1       37.1       42.8       11.8       16.3       17.8       23.0
Old  :                 26.6       28.1       37.1       42.8       11.8       16.3       17.8       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   239,844:    74,497    166,140     37,541      5,830     13,855     56,489     13,303     19,257     12,204      4,215      3,892:   22,109    13,352
Old  :   239,844:    74,497    166,140     37,541      5,830     13,855     56,489     13,303     19,257     12,204      4,215      3,892:   22,109    13,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 4, 2008                                                                    :
     :     8,920:     1,499      6,288      1,784       -366       -145      5,712        769      1,614        713        -69       -618:   -1,639     1,447
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       69.3       15.7        2.4        5.8       23.6        5.5        8.0        5.1        1.8        1.6:      9.2       5.6
Old  :     100.0:      31.1       69.3       15.7        2.4        5.8       23.6        5.5        8.0        5.1        1.8        1.6:      9.2       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       190:        58         75         15          8         19         47          9         16         19          9         21:
Old  :       190:        58         75         15          8         19         47          9         16         19          9         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       23.1       37.0       39.6       13.9       15.9       21.0       23.4
Old  :                 23.7       23.1       37.0       39.6       13.9       15.9       21.0       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 4, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   230,924:    72,998    159,852     35,757      6,196     14,000     50,777     12,534     17,643     11,491      4,284      4,510:   23,748    11,905
Old  :   230,924:    72,998    159,852     35,757      6,196     14,000     50,777     12,534     17,643     11,491      4,284      4,510:   23,748    11,905
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2008                                                                :
     :   -20,391:    -3,758    -14,416     -6,013      3,742       -374     -2,790      1,957       -113      2,209     -5,358       -979:   -8,573    -4,850
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       69.2       15.5        2.7        6.1       22.0        5.4        7.6        5.0        1.9        2.0:     10.3       5.2
Old  :     100.0:      31.6       69.2       15.5        2.7        6.1       22.0        5.4        7.6        5.0        1.9        2.0:     10.3       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       193:        55         78         15          9         20         44         12         14         20         10         20:
Old  :       193:        55         78         15          9         20         44         12         14         20         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       22.0       34.4       37.1       10.9       15.1       17.5       22.9
Old  :                 23.3       22.0       34.4       37.1       10.9       15.1       17.5       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 26, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   251,315:    76,756    174,268     41,770      2,454     14,374     53,567     10,577     17,756      9,282      9,642      5,489:   32,321    16,755
Old  :   251,315:    76,756    174,268     41,770      2,454     14,374     53,567     10,577     17,756      9,282      9,642      5,489:   32,321    16,755
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2008                                                                :
     :    -7,321:   -11,595     -7,852     -2,241        136         36      8,017      2,991     -3,633       -464      1,524     -1,452:    4,011       929
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       69.3       16.6        1.0        5.7       21.3        4.2        7.1        3.7        3.8        2.2:     12.9       6.7
Old  :     100.0:      30.5       69.3       16.6        1.0        5.7       21.3        4.2        7.1        3.7        3.8        2.2:     12.9       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        67         83         15          8         19         47         13         19         18         12         22:
Old  :       203:        67         83         15          8         19         47         13         19         18         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       22.2       30.2       36.0       10.9       13.9       17.9       21.9
Old  :                 18.3       22.2       30.2       36.0       10.9       13.9       17.9       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   258,636:    88,351    182,120     44,011      2,318     14,338     45,550      7,586     21,389      9,746      8,118      6,941:   28,310    15,826
Old  :   258,636:    88,351    182,120     44,011      2,318     14,338     45,550      7,586     21,389      9,746      8,118      6,941:   28,310    15,826
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 12, 2008                                                                :
     :       965:    -6,445      5,883        971        332      1,139      7,467     -1,819     -3,062     -1,107       -744        656:    1,346    -1,420
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       70.4       17.0        0.9        5.5       17.6        2.9        8.3        3.8        3.1        2.7:     10.9       6.1
Old  :     100.0:      34.2       70.4       17.0        0.9        5.5       17.6        2.9        8.3        3.8        3.1        2.7:     10.9       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       195:        65         79         16          7         20         46         11         20         19         13         23:
Old  :       195:        65         79         16          7         20         46         11         20         19         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       23.0       31.8       37.1       10.9       13.4       17.5       21.0
Old  :                 19.4       23.0       31.8       37.1       10.9       13.4       17.5       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 12, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   257,671:    94,796    176,237     43,040      1,986     13,199     38,083      9,405     24,451     10,853      8,862      6,285:   26,964    17,246
Old  :   257,671:    94,796    176,237     43,040      1,986     13,199     38,083      9,405     24,451     10,853      8,862      6,285:   26,964    17,246
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 5, 2008                                                                 :
     :    10,650:    -2,016      8,155       -404        237        576      8,205     -2,530      2,320       -949        600        454:    2,464       838
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.8       68.4       16.7        0.8        5.1       14.8        3.7        9.5        4.2        3.4        2.4:     10.5       6.7
Old  :     100.0:      36.8       68.4       16.7        0.8        5.1       14.8        3.7        9.5        4.2        3.4        2.4:     10.5       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       197:        69         82         16          5         17         45         12         21         19         12         20:
Old  :       197:        69         82         16          5         17         45         12         21         19         12         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       20.9       32.8       36.7       10.0       12.8       15.9       19.6
Old  :                 20.7       20.9       32.8       36.7       10.0       12.8       15.9       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   247,021:    96,812    168,082     43,444      1,749     12,623     29,878     11,935     22,131     11,802      8,262      5,831:   24,500    16,408
Old  :   247,021:    96,812    168,082     43,444      1,749     12,623     29,878     11,935     22,131     11,802      8,262      5,831:   24,500    16,408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2008                                                                 :
     :     4,793:      -338     -4,299     -1,140     -1,359        680     -2,493      4,222      5,020      1,509        274      1,276:      279    -1,021
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.2       68.0       17.6        0.7        5.1       12.1        4.8        9.0        4.8        3.3        2.4:      9.9       6.6
Old  :     100.0:      39.2       68.0       17.6        0.7        5.1       12.1        4.8        9.0        4.8        3.3        2.4:      9.9       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       187:        63         74         14          4         15         39         20         19         22         10         21:
Old  :       187:        63         74         14          4         15         39         20         19         22         10         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       22.0       35.0       37.0       10.8       13.6       17.1       20.1
Old  :                 22.6       22.0       35.0       37.0       10.8       13.6       17.1       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   242,228:    97,150    172,381     44,584      3,108     11,943     32,371      7,713     17,111     10,293      7,988      4,555:   24,221    17,429
Old  :   242,228:    97,150    172,381     44,584      3,108     11,943     32,371      7,713     17,111     10,293      7,988      4,555:   24,221    17,429
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 22, 2008                                                                 :
     :     2,791:    -1,474     -1,638      1,380       -473        137      1,208       -606      1,233       -379      3,332       -163:      849       969
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.1       71.2       18.4        1.3        4.9       13.4        3.2        7.1        4.2        3.3        1.9:     10.0       7.2
Old  :     100.0:      40.1       71.2       18.4        1.3        4.9       13.4        3.2        7.1        4.2        3.3        1.9:     10.0       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       188:        66         78         14          5         15         44         14         19         17         12         18:
Old  :       188:        66         78         14          5         15         44         14         19         17         12         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       23.2       32.1       37.5       11.6       13.4       18.0       20.4
Old  :                 20.4       23.2       32.1       37.5       11.6       13.4       18.0       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 22, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   239,437:    98,624    174,019     43,204      3,581     11,806     31,163      8,319     15,878     10,672      4,656      4,718:   23,372    16,460
Old  :   239,437:    98,624    174,019     43,204      3,581     11,806     31,163      8,319     15,878     10,672      4,656      4,718:   23,372    16,460
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2008                                                                 :
     :    14,414:    12,671     13,801      1,322        736      1,371     -2,829     -5,851      2,499       -247        888        365:     -738       605
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.2       72.7       18.0        1.5        4.9       13.0        3.5        6.6        4.5        1.9        2.0:      9.8       6.9
Old  :     100.0:      41.2       72.7       18.0        1.5        4.9       13.0        3.5        6.6        4.5        1.9        2.0:      9.8       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       186:        68         76         14          5         15         49          8         20         17          9         19:
Old  :       186:        68         76         14          5         15         49          8         20         17          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       25.3       31.7       39.4       11.6       12.4       17.5       19.4
Old  :                 20.3       25.3       31.7       39.4       11.6       12.4       17.5       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 15, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,023:    85,953    160,218     41,882      2,845     10,435     33,992     14,170     13,379     10,919      3,768      4,353:   24,110    15,855
Old  :   225,023:    85,953    160,218     41,882      2,845     10,435     33,992     14,170     13,379     10,919      3,768      4,353:   24,110    15,855
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2008                                                                  :
     :     8,734:    13,781     -2,381      6,479       -486        338    -13,779      6,943        467      1,343      3,168      1,264:   -1,159      -579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.2       71.2       18.6        1.3        4.6       15.1        6.3        5.9        4.9        1.7        1.9:     10.7       7.0
Old  :     100.0:      38.2       71.2       18.6        1.3        4.6       15.1        6.3        5.9        4.9        1.7        1.9:     10.7       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       180:        63         74         14          .         13         45         13         23         19          7         20:
Old  :       180:        63         74         14          .         13         45         13         23         19          7         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       23.9       29.9       39.1       12.0       14.4       18.2       22.4
Old  :                 19.3       23.9       29.9       39.1       12.0       14.4       18.2       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   216,289:    72,172    162,599     35,403      3,331     10,097     47,771      7,227     12,912      9,576        600      3,089:   25,269    16,434
Old  :   216,289:    72,172    162,599     35,403      3,331     10,097     47,771      7,227     12,912      9,576        600      3,089:   25,269    16,434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2007                                                                :
     :    11,899:     8,845     10,918      3,457       -342     -1,015     -4,151      3,045       -764      1,884     -2,108        224:    3,419     1,941
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.4       75.2       16.4        1.5        4.7       22.1        3.3        6.0        4.4        0.3        1.4:     11.7       7.6
Old  :     100.0:      33.4       75.2       16.4        1.5        4.7       22.1        3.3        6.0        4.4        0.3        1.4:     11.7       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        60         73         13          4         14         57          6         16         21          2         13:
Old  :       182:        60         73         13          4         14         57          6         16         21          2         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       27.0       28.8       41.2       12.2       16.1       17.6       23.9
Old  :                 17.6       27.0       28.8       41.2       12.2       16.1       17.6       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   204,390:    63,327    151,681     31,946      3,673     11,112     51,922      4,182     13,676      7,692      2,708      2,865:   21,850    14,493
Old  :   204,390:    63,327    151,681     31,946      3,673     11,112     51,922      4,182     13,676      7,692      2,708      2,865:   21,850    14,493
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2007                                                                :
     :   -10,702:   -14,738     -2,033      2,370       -239     -2,041      4,741     -1,606        368      1,096       -581       -876:   -1,622    -3,694
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.0       74.2       15.6        1.8        5.4       25.4        2.0        6.7        3.8        1.3        1.4:     10.7       7.1
Old  :     100.0:      31.0       74.2       15.6        1.8        5.4       25.4        2.0        6.7        3.8        1.3        1.4:     10.7       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        56         72         13          5         15         54          6         12         15          6         15:
Old  :       176:        56         72         13          5         15         54          6         12         15          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       26.0       29.5       39.7       12.4       15.1       18.7       23.7
Old  :                 18.3       26.0       29.5       39.7       12.4       15.1       18.7       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,092:    78,065    153,714     29,576      3,912     13,153     47,181      5,788     13,308      6,596      3,289      3,741:   23,472    18,187
Old  :   215,092:    78,065    153,714     29,576      3,912     13,153     47,181      5,788     13,308      6,596      3,289      3,741:   23,472    18,187
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 18, 2007                                                                :
     :     2,195:    -2,702      2,879      1,550       -328       -671      3,654        627     -1,390       -560        777       -402:    2,716       703
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.3       71.5       13.8        1.8        6.1       21.9        2.7        6.2        3.1        1.5        1.7:     10.9       8.5
Old  :     100.0:      36.3       71.5       13.8        1.8        6.1       21.9        2.7        6.2        3.1        1.5        1.7:     10.9       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       177:        59         72         13          5         15         53          5         14         12         11         16:
Old  :       177:        59         72         13          5         15         53          5         14         12         11         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       25.4       28.3       37.7       10.7       13.5       16.1       20.7
Old  :                 17.4       25.4       28.3       37.7       10.7       13.5       16.1       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,897:    80,767    150,835     28,026      4,240     13,824     43,527      5,161     14,698      7,156      2,512      4,143:   20,756    17,484
Old  :   212,897:    80,767    150,835     28,026      4,240     13,824     43,527      5,161     14,698      7,156      2,512      4,143:   20,756    17,484
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 11, 2007                                                                :
     :     8,677:     5,077      6,276     -1,454       -449      1,526      4,793     -1,167        675     -1,143       -132        184:     -981     1,764
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.9       70.8       13.2        2.0        6.5       20.4        2.4        6.9        3.4        1.2        1.9:      9.7       8.2
Old  :     100.0:      37.9       70.8       13.2        2.0        6.5       20.4        2.4        6.9        3.4        1.2        1.9:      9.7       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        61         71         13          5         15         55          5         17         14          9         18:
Old  :       179:        61         71         13          5         15         55          5         17         14          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       27.1       28.0       39.3        9.9       14.2       15.1       20.7
Old  :                 18.1       27.1       28.0       39.3        9.9       14.2       15.1       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 11, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   204,220:    75,690    144,559     29,480      4,689     12,298     38,734      6,328     14,023      8,299      2,644      3,959:   21,737    15,720
Old  :   204,220:    75,690    144,559     29,480      4,689     12,298     38,734      6,328     14,023      8,299      2,644      3,959:   21,737    15,720
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 4, 2007                                                                 :
     :     8,565:     5,707      2,568       -255       -454        471       -982      1,020      4,668     -1,534         65       -519:    1,009       746
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.1       70.8       14.4        2.3        6.0       19.0        3.1        6.9        4.1        1.3        1.9:     10.6       7.7
Old  :     100.0:      37.1       70.8       14.4        2.3        6.0       19.0        3.1        6.9        4.1        1.3        1.9:     10.6       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        62         74         13          5         14         46          6         21         13         10         14:
Old  :       176:        62         74         13          5         14         46          6         21         13         10         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       26.5       30.3       39.9       10.2       15.4       16.1       23.5
Old  :                 19.9       26.5       30.3       39.9       10.2       15.4       16.1       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 4, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   195,655:    69,983    141,991     29,735      5,143     11,827     39,716      5,308      9,355      9,833      2,579      4,478:   20,728    14,974
Old  :   195,655:    69,983    141,991     29,735      5,143     11,827     39,716      5,308      9,355      9,833      2,579      4,478:   20,728    14,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 27, 2007                                                                :
     :   -11,976:    -2,759    -13,728        741        687       -695     -9,035      1,100      1,495       -331     -1,535     -1,720:      328     2,420
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.8       72.6       15.2        2.6        6.0       20.3        2.7        4.8        5.0        1.3        2.3:     10.6       7.7
Old  :     100.0:      35.8       72.6       15.2        2.6        6.0       20.3        2.7        4.8        5.0        1.3        2.3:     10.6       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       175:        59         75         13          6         15         47          4         15         16          8         13:
Old  :       175:        59         75         13          6         15         47          4         15         16          8         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       27.5       30.0       42.7       11.0       17.9       17.1       26.2
Old  :                 19.2       27.5       30.0       42.7       11.0       17.9       17.1       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   207,631:    72,742    155,719     28,994      4,456     12,522     48,751      4,208      7,860     10,164      4,114      6,198:   20,400    12,554
Old  :   207,631:    72,742    155,719     28,994      4,456     12,522     48,751      4,208      7,860     10,164      4,114      6,198:   20,400    12,554
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 20, 2007                                                                :
     :    -3,550:    -3,498     -3,250        944         28       -930     -2,109       -458        759     -1,401        -52      1,660:    1,025    -1,307
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.0       75.0       14.0        2.1        6.0       23.5        2.0        3.8        4.9        2.0        3.0:      9.8       6.0
Old  :     100.0:      35.0       75.0       14.0        2.1        6.0       23.5        2.0        3.8        4.9        2.0        3.0:      9.8       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        64         75         12          7         16         47          6         11         15         11         15:
Old  :       179:        64         75         12          7         16         47          6         11         15         11         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       29.3       28.5       44.2       12.4       17.9       18.1       26.1
Old  :                 16.5       29.3       28.5       44.2       12.4       17.9       18.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,181:    76,240    158,969     28,050      4,428     13,452     50,860      4,666      7,101     11,565      4,166      4,538:   19,375    13,861
Old  :   211,181:    76,240    158,969     28,050      4,428     13,452     50,860      4,666      7,101     11,565      4,166      4,538:   19,375    13,861
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 13, 2007                                                                :
     :      -405:    -4,528        191      1,109       -145          5      2,142        880     -1,519      2,896       -753       -219:     -291     1,155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.1       75.3       13.3        2.1        6.4       24.1        2.2        3.4        5.5        2.0        2.1:      9.2       6.6
Old  :     100.0:      36.1       75.3       13.3        2.1        6.4       24.1        2.2        3.4        5.5        2.0        2.1:      9.2       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       184:        65         73         13          6         16         51          5         13         16         11         16:
Old  :       184:        65         73         13          6         16         51          5         13         16         11         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       30.7       29.5       45.4       12.4       17.9       17.8       26.7
Old  :                 16.6       30.7       29.5       45.4       12.4       17.9       17.8       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,586:    80,768    158,778     26,941      4,573     13,447     48,718      3,786      8,620      8,669      4,919      4,757:   19,666    12,706
Old  :   211,586:    80,768    158,778     26,941      4,573     13,447     48,718      3,786      8,620      8,669      4,919      4,757:   19,666    12,706
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2007                                                                 :
     :     8,223:     9,823     10,927       -755       -275     -2,095        352       -925      1,130       -812       -427        833:     -253      -945
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.2       75.0       12.7        2.2        6.4       23.0        1.8        4.1        4.1        2.3        2.2:      9.3       6.0
Old  :     100.0:      38.2       75.0       12.7        2.2        6.4       23.0        1.8        4.1        4.1        2.3        2.2:      9.3       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        60         71         15          6         17         50          5         15         14         13         20:
Old  :       181:        60         71         15          6         17         50          5         15         14         13         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       32.6       31.1       46.9       12.4       17.2       17.5       27.3
Old  :                 17.6       32.6       31.1       46.9       12.4       17.2       17.5       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,363:    70,945    147,851     27,696      4,848     15,542     48,366      4,711      7,490      9,481      5,346      3,924:   19,919    13,651
Old  :   203,363:    70,945    147,851     27,696      4,848     15,542     48,366      4,711      7,490      9,481      5,346      3,924:   19,919    13,651
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 30, 2007                                                                 :
     :     9,659:    12,553      8,750        592        -66      1,530     -5,434       -172        999        837       -854        545:   -1,963    -1,073
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.9       72.7       13.6        2.4        7.6       23.8        2.3        3.7        4.7        2.6        1.9:      9.8       6.7
Old  :     100.0:      34.9       72.7       13.6        2.4        7.6       23.8        2.3        3.7        4.7        2.6        1.9:      9.8       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       182:        55         71         15          5         17         49          7         14         15         14         19:
Old  :       182:        55         71         15          5         17         49          7         14         15         14         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       33.4       31.5       47.0       13.8       19.2       19.7       29.0
Old  :                 18.4       33.4       31.5       47.0       13.8       19.2       19.7       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   193,704:    58,392    139,101     27,104      4,914     14,012     53,800      4,883      6,491      8,644      6,200      3,379:   21,882    14,724
Old  :   193,704:    58,392    139,101     27,104      4,914     14,012     53,800      4,883      6,491      8,644      6,200      3,379:   21,882    14,724
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 23, 2007                                                                 :
     :    -8,187:    -9,957     -8,705        676       -248        226     -1,732      1,190       -189        660        -69       -959:    3,088       567
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.1       71.8       14.0        2.5        7.2       27.8        2.5        3.4        4.5        3.2        1.7:     11.3       7.6
Old  :     100.0:      30.1       71.8       14.0        2.5        7.2       27.8        2.5        3.4        4.5        3.2        1.7:     11.3       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       178:        58         73         10         10         16         50          6         10         11         16         18:
Old  :       178:        58         73         10         10         16         50          6         10         11         16         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       30.6       32.3       44.7       14.7       18.7       21.2       28.5
Old  :                 19.7       30.6       32.3       44.7       14.7       18.7       21.2       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   201,891:    68,349    147,806     26,428      5,162     13,786     55,532      3,693      6,680      7,984      6,269      4,338:   18,794    14,157
Old  :   201,891:    68,349    147,806     26,428      5,162     13,786     55,532      3,693      6,680      7,984      6,269      4,338:   18,794    14,157
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 16, 2007                                                                 :
     :     4,409:       270      5,988        567        374      1,023      1,130        263       -291      1,950     -1,254        676:     -916    -2,370
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.9       73.2       13.1        2.6        6.8       27.5        1.8        3.3        4.0        3.1        2.1:      9.3       7.0
Old  :     100.0:      33.9       73.2       13.1        2.6        6.8       27.5        1.8        3.3        4.0        3.1        2.1:      9.3       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       184:        64         72         12          7         14         53          8         14         11         16         18:
Old  :       184:        64         72         12          7         14         53          8         14         11         16         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       32.4       31.6       44.3       13.0       17.6       19.0       26.6
Old  :                 18.4       32.4       31.6       44.3       13.0       17.6       19.0       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   197,482:    68,079    141,818     25,861      4,788     12,763     54,402      3,430      6,971      6,034      7,523      3,662:   19,710    16,527
Old  :   197,482:    68,079    141,818     25,861      4,788     12,763     54,402      3,430      6,971      6,034      7,523      3,662:   19,710    16,527
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2007                                                                  :
     :     6,696:    -2,039        114        335       -398      2,579      3,627       -688      1,130     -1,179        798        412:    1,831     2,749
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.5       71.8       13.1        2.4        6.5       27.5        1.7        3.5        3.1        3.8        1.9:     10.0       8.4
Old  :     100.0:      34.5       71.8       13.1        2.4        6.5       27.5        1.7        3.5        3.1        3.8        1.9:     10.0       8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       180:        57         70         11          6         12         58          7         15          7         16         16:
Old  :       180:        57         70         11          6         12         58          7         15          7         16         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       33.7       31.1       45.8       12.6       17.5       18.5       26.9
Old  :                 18.8       33.7       31.1       45.8       12.6       17.5       18.5       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   190,786:    70,118    141,704     25,526      5,186     10,184     50,775      4,118      5,841      7,213      6,725      3,250:   17,879    13,778
Old  :   190,786:    70,118    141,704     25,526      5,186     10,184     50,775      4,118      5,841      7,213      6,725      3,250:   17,879    13,778
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2007                                                                  :
     :     1,118:     2,880      8,158        739       -756     -2,869      2,204       -812       -342       -693       -440       -489:     -312    -1,332
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.8       74.3       13.4        2.7        5.3       26.6        2.2        3.1        3.8        3.5        1.7:      9.4       7.2
Old  :     100.0:      36.8       74.3       13.4        2.7        5.3       26.6        2.2        3.1        3.8        3.5        1.7:      9.4       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        59         71         13          5         12         53          7         10          8         18         14:
Old  :       181:        59         71         13          5         12         53          7         10          8         18         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       32.9       34.0       46.7       12.0       15.8       18.3       24.6
Old  :                 20.9       32.9       34.0       46.7       12.0       15.8       18.3       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 2, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   189,668:    67,238    133,546     24,787      5,942     13,053     48,571      4,930      6,183      7,906      7,165      3,739:   18,191    15,110
Old  :   189,668:    67,238    133,546     24,787      5,942     13,053     48,571      4,930      6,183      7,906      7,165      3,739:   18,191    15,110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2007                                                               :
     :    -7,267:    -2,980     -3,460      1,308       -537     -3,082     -4,460        392       -718      1,815       -237       -990:    1,840     1,365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.5       70.4       13.1        3.1        6.9       25.6        2.6        3.3        4.2        3.8        2.0:      9.6       8.0
Old  :     100.0:      35.5       70.4       13.1        3.1        6.9       25.6        2.6        3.3        4.2        3.8        2.0:      9.6       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       172:        54         65         11          7         13         51          6         10          9         19         15:
Old  :       172:        54         65         11          7         13         51          6         10          9         19         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       31.4       34.1       45.1       12.9       15.5       19.2       23.7
Old  :                 21.6       31.4       34.1       45.1       12.9       15.5       19.2       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   196,935:    70,218    137,006     23,479      6,479     16,135     53,031      4,538      6,901      6,091      7,402      4,729:   16,351    13,745
Old  :   196,935:    70,218    137,006     23,479      6,479     16,135     53,031      4,538      6,901      6,091      7,402      4,729:   16,351    13,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 18, 2007                                                               :
     :       661:    -4,631     -3,066        466      1,065      2,395       -250       -742        581        681       -999      1,280:      139       147
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       69.6       11.9        3.3        8.2       26.9        2.3        3.5        3.1        3.8        2.4:      8.3       7.0
Old  :     100.0:      35.7       69.6       11.9        3.3        8.2       26.9        2.3        3.5        3.1        3.8        2.4:      8.3       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       184:        58         68         12          8         17         51          9         13          9         20         15:
Old  :       184:        58         68         12          8         17         51          9         13          9         20         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       31.7       33.4       45.1       12.7       17.2       18.5       25.7
Old  :                 21.0       31.7       33.4       45.1       12.7       17.2       18.5       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 18, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   196,274:    74,849    140,072     23,013      5,414     13,740     53,281      5,280      6,320      5,410      8,401      3,449:   16,212    13,598
Old  :   196,274:    74,849    140,072     23,013      5,414     13,740     53,281      5,280      6,320      5,410      8,401      3,449:   16,212    13,598
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2007                                                               :
     :    18,206:     6,911     17,484       -203     -1,341        429      9,542       -373        907        510        834     -1,423:    1,533     1,689
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.1       71.4       11.7        2.8        7.0       27.1        2.7        3.2        2.8        4.3        1.8:      8.3       6.9
Old  :     100.0:      38.1       71.4       11.7        2.8        7.0       27.1        2.7        3.2        2.8        4.3        1.8:      8.3       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       185:        62         70         10          7         13         50          8         10         11         20         16:
Old  :       185:        62         70         10          7         13         50          8         10         11         20         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       32.1       33.9       44.8       13.2       17.3       18.7       25.9
Old  :                 21.5       32.1       33.9       44.8       13.2       17.3       18.7       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 11, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   178,068:    67,938    122,588     23,216      6,755     13,311     43,739      5,653      5,413      4,900      7,567      4,872:   14,679    11,909
Old  :   178,068:    67,938    122,588     23,216      6,755     13,311     43,739      5,653      5,413      4,900      7,567      4,872:   14,679    11,909
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2007                                                                :
     :     4,165:     2,509      8,715        608       -580       -995      4,426       -574     -2,183       -147       -541         12:      -65       311
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.2       68.8       13.0        3.8        7.5       24.6        3.2        3.0        2.8        4.2        2.7:      8.2       6.7
Old  :     100.0:      38.2       68.8       13.0        3.8        7.5       24.6        3.2        3.0        2.8        4.2        2.7:      8.2       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        58         67         12          7         15         46         11         11         10         20         14:
Old  :       181:        58         67         12          7         15         46         11         11         10         20         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       30.8       35.1       43.1       12.9       15.9       18.7       25.6
Old  :                 22.5       30.8       35.1       43.1       12.9       15.9       18.7       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   173,903:    65,429    113,873     22,608      7,335     14,306     39,313      6,227      7,596      5,047      8,108      4,860:   14,744    11,598
Old  :   173,903:    65,429    113,873     22,608      7,335     14,306     39,313      6,227      7,596      5,047      8,108      4,860:   14,744    11,598
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 28, 2007                                                                  :
     :    -6,417:    -6,608       -253     -2,452     -1,523       -580      6,668     -1,195        735     -1,512        577       -523:   -2,145    -3,655
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.6       65.5       13.0        4.2        8.2       22.6        3.6        4.4        2.9        4.7        2.8:      8.5       6.7
Old  :     100.0:      37.6       65.5       13.0        4.2        8.2       22.6        3.6        4.4        2.9        4.7        2.8:      8.5       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       175:        51         63         11          9         15         47         11         11          7         19         15:
Old  :       175:        51         63         11          9         15         47         11         11          7         19         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       30.6       36.9       43.7       11.6       16.2       17.5       25.5
Old  :                 22.4       30.6       36.9       43.7       11.6       16.2       17.5       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 28, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   180,320:    72,037    114,126     25,060      8,858     14,886     32,645      7,422      6,861      6,559      7,531      5,383:   16,889    15,253
Old  :   180,320:    72,037    114,126     25,060      8,858     14,886     32,645      7,422      6,861      6,559      7,531      5,383:   16,889    15,253
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2007                                                                  :
     :    -8,327:    -6,893     -5,382       -563         10        491      1,567     -2,582     -2,105     -2,484        236      1,142:      518      -137
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.9       63.3       13.9        4.9        8.3       18.1        4.1        3.8        3.6        4.2        3.0:      9.4       8.5
Old  :     100.0:      39.9       63.3       13.9        4.9        8.3       18.1        4.1        3.8        3.6        4.2        3.0:      9.4       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       184:        67         79         11         11         16         34         15         13          9         21         19:
Old  :       184:        67         79         11         11         16         34         15         13          9         21         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       27.7       36.9       40.3       12.3       12.9       19.1       21.5
Old  :                 22.3       27.7       36.9       40.3       12.3       12.9       19.1       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 21, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   188,647:    78,930    119,508     25,623      8,848     14,395     31,078     10,004      8,966      9,043      7,295      4,241:   16,371    15,390
Old  :   188,647:    78,930    119,508     25,623      8,848     14,395     31,078     10,004      8,966      9,043      7,295      4,241:   16,371    15,390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 14, 2007                                                                  :
     :       518:    -1,152     -4,913     -2,051        -55      4,086     -4,613      1,269       -656      3,380        219       -178:    1,702       746
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.8       63.4       13.6        4.7        7.6       16.5        5.3        4.8        4.8        3.9        2.2:      8.7       8.2
Old  :     100.0:      41.8       63.4       13.6        4.7        7.6       16.5        5.3        4.8        4.8        3.9        2.2:      8.7       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        57         65         14          8         18         34         17         13         17         15         17:
Old  :       181:        57         65         14          8         18         34         17         13         17         15         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       29.3       37.4       42.1       12.1       13.5       19.7       21.5
Old  :                 22.7       29.3       37.4       42.1       12.1       13.5       19.7       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 14, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   188,129:    80,082    124,421     27,674      8,903     10,309     35,691      8,735      9,622      5,663      7,076      4,419:   14,669    14,644
Old  :   188,129:    80,082    124,421     27,674      8,903     10,309     35,691      8,735      9,622      5,663      7,076      4,419:   14,669    14,644
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 7, 2007                                                                   :
     :     2,084:     6,921      1,948      2,397       -419     -2,138     -4,765      1,877       -382        140        111        -50:      -39     1,137
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.6       66.1       14.7        4.7        5.5       19.0        4.6        5.1        3.0        3.8        2.3:      7.8       7.8
Old  :     100.0:      42.6       66.1       14.7        4.7        5.5       19.0        4.6        5.1        3.0        3.8        2.3:      7.8       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        56         66         13          8         17         40         13         15         15         12         15:
Old  :       176:        56         66         13          8         17         40         13         15         15         12         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       31.3       38.9       43.9       12.1       12.8       18.5       20.5
Old  :                 24.2       31.3       38.9       43.9       12.1       12.8       18.5       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 7, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   186,045:    73,161    122,473     25,277      9,322     12,447     40,456      6,858     10,004      5,523      6,965      4,469:   14,708    13,507
Old  :   186,045:    73,161    122,473     25,277      9,322     12,447     40,456      6,858     10,004      5,523      6,965      4,469:   14,708    13,507
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 31, 2007                                                                    :
     :      -510:       -98     -4,784        753        -49       -394     -2,858      1,417        -38        310      1,005      1,026:      789     1,307
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.3       65.8       13.6        5.0        6.7       21.7        3.7        5.4        3.0        3.7        2.4:      7.9       7.3
Old  :     100.0:      39.3       65.8       13.6        5.0        6.7       21.7        3.7        5.4        3.0        3.7        2.4:      7.9       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       178:        53         63         13          9         16         44         12         15         14         15         17:
Old  :       178:        53         63         13          9         16         44         12         15         14         15         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       28.7       37.1       41.5       11.8       13.4       17.9       22.1
Old  :                 23.4       28.7       37.1       41.5       11.8       13.4       17.9       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 31, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   186,555:    73,259    127,257     24,524      9,371     12,841     43,314      5,441     10,042      5,213      5,960      3,443:   13,919    12,200
Old  :   186,555:    73,259    127,257     24,524      9,371     12,841     43,314      5,441     10,042      5,213      5,960      3,443:   13,919    12,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 24, 2007                                                                    :
     :    -7,272:    -5,762     -4,972      1,165        353     -1,731      3,912        121       -898     -1,263        309        -57:   -2,638      -397
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.3       68.2       13.1        5.0        6.9       23.2        2.9        5.4        2.8        3.2        1.8:      7.5       6.5
Old  :     100.0:      39.3       68.2       13.1        5.0        6.9       23.2        2.9        5.4        2.8        3.2        1.8:      7.5       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       172:        54         64         13          9         16         44         11         12         13         11         13:
Old  :       172:        54         64         13          9         16         44         11         12         13         11         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       29.2       36.4       42.7       10.6       13.9       17.0       23.7
Old  :                 23.2       29.2       36.4       42.7       10.6       13.9       17.0       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 24, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   193,827:    79,021    132,229     23,359      9,018     14,572     39,402      5,320     10,940      6,476      5,651      3,500:   16,557    12,597
Old  :   193,827:    79,021    132,229     23,359      9,018     14,572     39,402      5,320     10,940      6,476      5,651      3,500:   16,557    12,597
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 17, 2007                                                                    :
     :     7,791:     6,926      6,104        399         97      2,425     -1,365       -495       -336         62         49          4:     -324       -57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.8       68.2       12.1        4.7        7.5       20.3        2.7        5.6        3.3        2.9        1.8:      8.5       6.5
Old  :     100.0:      40.8       68.2       12.1        4.7        7.5       20.3        2.7        5.6        3.3        2.9        1.8:      8.5       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       175:        61         69         13         10         19         44         10         16         15          9         14:
Old  :       175:        61         69         13         10         19         44         10         16         15          9         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       28.7       35.4       42.4        9.7       13.1       15.4       21.4
Old  :                 22.3       28.7       35.4       42.4        9.7       13.1       15.4       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 17, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   186,036:    72,095    126,125     22,960      8,921     12,147     40,767      5,815     11,276      6,414      5,602      3,496:   16,881    12,654
Old  :   186,036:    72,095    126,125     22,960      8,921     12,147     40,767      5,815     11,276      6,414      5,602      3,496:   16,881    12,654
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 10, 2007                                                                    :
     :    -3,459:     7,851     -1,169          4       -133     -1,729     -8,933      1,137        864        582       -223       -265:   -1,833    -1,941
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.8       67.8       12.3        4.8        6.5       21.9        3.1        6.1        3.4        3.0        1.9:      9.1       6.8
Old  :     100.0:      38.8       67.8       12.3        4.8        6.5       21.9        3.1        6.1        3.4        3.0        1.9:      9.1       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        57         71         13          9         18         46         12         18         15          9         14:
Old  :       181:        57         71         13          9         18         46         12         18         15          9         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       27.3       33.3       41.0       10.6       14.2       16.3       21.5
Old  :                 21.7       27.3       33.3       41.0       10.6       14.2       16.3       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   189,495:    64,244    127,294     22,956      9,054     13,876     49,700      4,678     10,412      5,832      5,825      3,761:   18,714    14,595
Old  :   189,495:    64,244    127,294     22,956      9,054     13,876     49,700      4,678     10,412      5,832      5,825      3,761:   18,714    14,595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2007                                                                     :
     :     9,857:     3,754      9,304       -373        -47       -901      5,785        114       -250        805         69        370:      667     1,198
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.9       67.2       12.1        4.8        7.3       26.2        2.5        5.5        3.1        3.1        2.0:      9.9       7.7
Old  :     100.0:      33.9       67.2       12.1        4.8        7.3       26.2        2.5        5.5        3.1        3.1        2.0:      9.9       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       178:        53         69         11          9         17         51         10         14         16          9         16:
Old  :       178:        53         69         11          9         17         51         10         14         16          9         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       26.5       34.8       38.5       13.8       15.6       19.8       24.2
Old  :                 22.6       26.5       34.8       38.5       13.8       15.6       19.8       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 3, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   179,638:    60,490    117,990     23,329      9,101     14,777     43,915      4,564     10,662      5,027      5,756      3,391:   18,047    13,397
Old  :   179,638:    60,490    117,990     23,329      9,101     14,777     43,915      4,564     10,662      5,027      5,756      3,391:   18,047    13,397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 26, 2007                                                                    :
     :   -11,032:    -6,605     -6,578       -738     -1,292       -333      1,514        525       -416     -2,158        238        403:   -2,699    -3,579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.7       65.7       13.0        5.1        8.2       24.4        2.5        5.9        2.8        3.2        1.9:     10.0       7.5
Old  :     100.0:      33.7       65.7       13.0        5.1        8.2       24.4        2.5        5.9        2.8        3.2        1.9:     10.0       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       166:        48         62         12          8         17         46         11         15         13         10         15:
Old  :       166:        48         62         12          8         17         46         11         15         13         10         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       27.6       36.3       40.5       13.8       13.9       19.4       24.2
Old  :                 22.9       27.6       36.3       40.5       13.8       13.9       19.4       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   190,670:    67,095    124,568     24,067     10,393     15,110     42,401      4,039     11,078      7,185      5,518      2,988:   20,746    16,976
Old  :   190,670:    67,095    124,568     24,067     10,393     15,110     42,401      4,039     11,078      7,185      5,518      2,988:   20,746    16,976
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 19, 2007                                                                    :
     :     1,177:    -2,730      1,437      2,968       -982     -2,232      1,371        574       -863     -1,220        749       -837:    4,720     3,331
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       65.3       12.6        5.5        7.9       22.2        2.1        5.8        3.8        2.9        1.6:     10.9       8.9
Old  :     100.0:      35.2       65.3       12.6        5.5        7.9       22.2        2.1        5.8        3.8        2.9        1.6:     10.9       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       174:        57         70         13         10         18         46         10         14         14          8         15:
Old  :       174:        57         70         13         10         18         46         10         14         14          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       25.2       33.9       37.9       12.8       13.1       18.6       20.8
Old  :                 21.9       25.2       33.9       37.9       12.8       13.1       18.6       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 19, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   189,493:    69,825    123,131     21,099     11,375     17,342     41,030      3,465     11,941      8,405      4,769      3,825:   16,026    13,645
Old  :   189,493:    69,825    123,131     21,099     11,375     17,342     41,030      3,465     11,941      8,405      4,769      3,825:   16,026    13,645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 12, 2007                                                                    :
     :     3,933:    -2,637      4,760       -429        289      4,081      6,166     -2,060     -1,795       -623       -890       -297:     -533      -155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.8       65.0       11.1        6.0        9.2       21.7        1.8        6.3        4.4        2.5        2.0:      8.5       7.2
Old  :     100.0:      36.8       65.0       11.1        6.0        9.2       21.7        1.8        6.3        4.4        2.5        2.0:      8.5       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       188:        61         76         14         11         18         45          9         14         16          8         15:
Old  :       188:        61         76         14         11         18         45          9         14         16          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       21.9       33.4       35.0       11.9       12.6       17.7       20.6
Old  :                 21.3       21.9       33.4       35.0       11.9       12.6       17.7       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 12, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   185,560:    72,462    118,371     21,528     11,086     13,261     34,864      5,525     13,736      9,028      5,659      4,122:   16,559    13,800
Old  :   185,560:    72,462    118,371     21,528     11,086     13,261     34,864      5,525     13,736      9,028      5,659      4,122:   16,559    13,800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2007                                                                     :
     :    16,808:    18,500     17,150       -479      1,655     -1,106     -2,223     -2,826      5,926       -374       -123       -147:   -3,289    -3,721
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.1       63.8       11.6        6.0        7.1       18.8        3.0        7.4        4.9        3.0        2.2:      8.9       7.4
Old  :     100.0:      39.1       63.8       11.6        6.0        7.1       18.8        3.0        7.4        4.9        3.0        2.2:      8.9       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       192:        58         74         12         13         20         44         16         15         17         10         15:
Old  :       192:        58         74         12         13         20         44         16         15         17         10         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       22.5       32.9       34.9       11.4       12.0       17.8       20.9
Old  :                 22.3       22.5       32.9       34.9       11.4       12.0       17.8       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   168,752:    53,962    101,221     22,007      9,431     14,367     37,087      8,351      7,810      9,402      5,782      4,269:   19,848    17,521
Old  :   168,752:    53,962    101,221     22,007      9,431     14,367     37,087      8,351      7,810      9,402      5,782      4,269:   19,848    17,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2007                                                                     :
     :    -7,166:   -10,265     -3,890      1,208     -1,097       -441        514     -1,979      1,143        129     -1,116        345:      201      -131
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.0       60.0       13.0        5.6        8.5       22.0        4.9        4.6        5.6        3.4        2.5:     11.8      10.4
Old  :     100.0:      32.0       60.0       13.0        5.6        8.5       22.0        4.9        4.6        5.6        3.4        2.5:     11.8      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       189:        53         70         14          9         15         46         14         16         20          9         15:
Old  :       189:        53         70         14          9         15         46         14         16         20          9         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       21.2       34.6       34.6       13.8       13.3       21.2       22.4
Old  :                 24.5       21.2       34.6       34.6       13.8       13.3       21.2       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 29, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   175,918:    64,227    105,111     20,799     10,528     14,808     36,573     10,330      6,667      9,273      6,898      3,924:   19,647    17,652
Old  :   175,918:    64,227    105,111     20,799     10,528     14,808     36,573     10,330      6,667      9,273      6,898      3,924:   19,647    17,652
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2007                                                                     :
     :    -5,217:    -2,947     -1,773       -673     -1,581        112        166       -996       -850        650        609     -2,054:      379     1,316
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.5       59.7       11.8        6.0        8.4       20.8        5.9        3.8        5.3        3.9        2.2:     11.2      10.0
Old  :     100.0:      36.5       59.7       11.8        6.0        8.4       20.8        5.9        3.8        5.3        3.9        2.2:     11.2      10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       191:        58         71         12          8         15         45         15         20         18         13         17:
Old  :       191:        58         71         12          8         15         45         15         20         18         13         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       21.9       34.3       33.5       14.5       15.5       22.6       23.5
Old  :                 23.6       21.9       34.3       33.5       14.5       15.5       22.6       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 22, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   181,135:    67,174    106,884     21,472     12,109     14,696     36,407     11,326      7,517      8,623      6,289      5,978:   19,268    16,336
Old  :   181,135:    67,174    106,884     21,472     12,109     14,696     36,407     11,326      7,517      8,623      6,289      5,978:   19,268    16,336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2007                                                                     :
     :     6,862:     4,062      1,979         62        755      3,263     -1,941      1,630       -693        739       -658        528:      842        58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.1       59.0       11.9        6.7        8.1       20.1        6.3        4.1        4.8        3.5        3.3:     10.6       9.0
Old  :     100.0:      37.1       59.0       11.9        6.7        8.1       20.1        6.3        4.1        4.8        3.5        3.3:     10.6       9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       204:        58         71         13         13         20         47         18         21         19         14         17:
Old  :       204:        58         71         13         13         20         47         18         21         19         14         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       22.4       33.2       33.2       14.6       15.7       21.6       22.9
Old  :                 22.6       22.4       33.2       33.2       14.6       15.7       21.6       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   174,273:    63,112    104,905     21,410     11,354     11,433     38,348      9,696      8,210      7,884      6,947      5,450:   18,426    16,278
Old  :   174,273:    63,112    104,905     21,410     11,354     11,433     38,348      9,696      8,210      7,884      6,947      5,450:   18,426    16,278
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2007                                                                      :
     :     8,186:     4,519      1,687     -1,884        462      2,167      2,638        957      1,541       -123       -303       -782:      110     2,457
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.2       60.2       12.3        6.5        6.6       22.0        5.6        4.7        4.5        4.0        3.1:     10.6       9.3
Old  :     100.0:      36.2       60.2       12.3        6.5        6.6       22.0        5.6        4.7        4.5        4.0        3.1:     10.6       9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       205:        61         69         14          9         17         46         18         22         20         15         20:
Old  :       205:        61         69         14          9         17         46         18         22         20         15         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       22.9       34.5       32.7       15.5       15.9       23.1       24.1
Old  :                 24.3       22.9       34.5       32.7       15.5       15.9       23.1       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 8, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   166,087:    58,593    103,218     23,294     10,892      9,266     35,710      8,739      6,669      8,007      7,250      6,232:   18,316    13,821
Old  :   166,087:    58,593    103,218     23,294     10,892      9,266     35,710      8,739      6,669      8,007      7,250      6,232:   18,316    13,821
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 1, 2007                                                                      :
     :       669:     3,074     -3,896       -377        743     -2,030     -2,469      4,019        646      1,090        872        872:     -137      -557
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       62.1       14.0        6.6        5.6       21.5        5.3        4.0        4.8        4.4        3.8:     11.0       8.3
Old  :     100.0:      35.3       62.1       14.0        6.6        5.6       21.5        5.3        4.0        4.8        4.4        3.8:     11.0       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       202:        53         75         13          9         15         44         17         19         16         20         21:
Old  :       202:        53         75         13          9         15         44         17         19         16         20         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       20.3       36.9       31.2       16.3       13.3       24.6       22.3
Old  :                 25.2       20.3       36.9       31.2       16.3       13.3       24.6       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, May 1, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   165,418:    55,519    107,114     23,671     10,149     11,296     38,179      4,720      6,023      6,917      6,378      5,360:   18,453    14,378
Old  :   165,418:    55,519    107,114     23,671     10,149     11,296     38,179      4,720      6,023      6,917      6,378      5,360:   18,453    14,378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2007                                                                   :
     :   -11,625:   -16,997    -10,534        130      3,594     -1,422      4,276       -821        540      1,576       -239       -282:      554    -2,461
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.6       64.8       14.3        6.1        6.8       23.1        2.9        3.6        4.2        3.9        3.2:     11.2       8.7
Old  :     100.0:      33.6       64.8       14.3        6.1        6.8       23.1        2.9        3.6        4.2        3.9        3.2:     11.2       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       193:        50         72         13          9         13         47         14         19         15         16         19:
Old  :       193:        50         72         13          9         13         47         14         19         15         16         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       21.9       40.1       34.1       17.4       15.9       25.8       25.9
Old  :                 26.5       21.9       40.1       34.1       17.4       15.9       25.8       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   177,043:    72,516    117,648     23,541      6,555     12,718     33,903      5,541      5,483      5,341      6,617      5,642:   17,899    16,839
Old  :   177,043:    72,516    117,648     23,541      6,555     12,718     33,903      5,541      5,483      5,341      6,617      5,642:   17,899    16,839
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2007                                                                   :
     :    -1,127:     1,615     -6,581     -2,330        620      1,870       -806        333        -24       -705      1,640        347:   -1,094       668
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.0       66.5       13.3        3.7        7.2       19.1        3.1        3.1        3.0        3.7        3.2:     10.1       9.5
Old  :     100.0:      41.0       66.5       13.3        3.7        7.2       19.1        3.1        3.1        3.0        3.7        3.2:     10.1       9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       187:        59         73         12          7         15         40         15         18         15         16         21:
Old  :       187:        59         73         12          7         15         40         15         18         15         16         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       20.4       35.9       31.9       16.1       14.3       23.6       22.9
Old  :                 23.9       20.4       35.9       31.9       16.1       14.3       23.6       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   178,170:    70,901    124,229     25,871      5,935     10,848     34,709      5,208      5,507      6,046      4,977      5,295:   18,993    16,171
Old  :   178,170:    70,901    124,229     25,871      5,935     10,848     34,709      5,208      5,507      6,046      4,977      5,295:   18,993    16,171
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 10, 2007                                                                   :
     :    13,857:    13,938     10,553        257        504        189       -879        669       -375       -632        784      1,228:      131       305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.8       69.7       14.5        3.3        6.1       19.5        2.9        3.1        3.4        2.8        3.0:     10.7       9.1
Old  :     100.0:      39.8       69.7       14.5        3.3        6.1       19.5        2.9        3.1        3.4        2.8        3.0:     10.7       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        58         77         14          8         16         37         11         12         16         10         18:
Old  :       181:        58         77         14          8         16         37         11         12         16         10         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       20.6       35.2       32.6       17.2       13.6       24.6       23.6
Old  :                 23.7       20.6       35.2       32.6       17.2       13.6       24.6       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 10, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   164,313:    56,963    113,676     25,614      5,431     10,659     35,588      4,539      5,882      6,678      4,193      4,067:   18,862    15,866
Old  :   164,313:    56,963    113,676     25,614      5,431     10,659     35,588      4,539      5,882      6,678      4,193      4,067:   18,862    15,866
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 3, 2007                                                                    :
     :    -1,737:       -29     -2,343       -301       -776     -2,120        513       -122       -487       -955        952       -354:    1,996     3,513
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.7       69.2       15.6        3.3        6.5       21.7        2.8        3.6        4.1        2.6        2.5:     11.5       9.7
Old  :     100.0:      34.7       69.2       15.6        3.3        6.5       21.7        2.8        3.6        4.1        2.6        2.5:     11.5       9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       179:        54         73         16          6         16         41         11         13         17         10         15:
Old  :       179:        54         73         16          6         16         41         11         13         17         10         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       18.0       35.9       30.0       19.6       14.7       27.6       24.7
Old  :                 24.6       18.0       35.9       30.0       19.6       14.7       27.6       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, April 3, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   166,050:    56,992    116,019     25,915      6,207     12,779     35,075      4,661      6,369      7,633      3,241      4,421:   16,866    12,353
Old  :   166,050:    56,992    116,019     25,915      6,207     12,779     35,075      4,661      6,369      7,633      3,241      4,421:   16,866    12,353
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2007                                                                   :
     :     1,691:      -665      2,094        645       -111      1,882      1,017        391       -570        718        209       -365:     -971    -1,839
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       69.9       15.6        3.7        7.7       21.1        2.8        3.8        4.6        2.0        2.7:     10.2       7.4
Old  :     100.0:      34.3       69.9       15.6        3.7        7.7       21.1        2.8        3.8        4.6        2.0        2.7:     10.2       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       168:        53         71         14          6         15         37         10         14         16          9         19:
Old  :       168:        53         71         14          6         15         37         10         14         16          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       18.3       35.0       29.9       18.4       14.3       25.7       23.9
Old  :                 23.2       18.3       35.0       29.9       18.4       14.3       25.7       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 27, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   164,359:    57,657    113,925     25,270      6,318     10,897     34,058      4,270      6,939      6,915      3,032      4,786:   17,837    14,192
Old  :   164,359:    57,657    113,925     25,270      6,318     10,897     34,058      4,270      6,939      6,915      3,032      4,786:   17,837    14,192
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2007                                                                   :
     :    -3,863:   -12,674     -8,568       -184        145      1,803      6,337        -38       -443       -513        960        654:    1,157     1,624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.1       69.3       15.4        3.8        6.6       20.7        2.6        4.2        4.2        1.8        2.9:     10.9       8.6
Old  :     100.0:      35.1       69.3       15.4        3.8        6.6       20.7        2.6        4.2        4.2        1.8        2.9:     10.9       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       166:        57         69         13          7         16         37         11         15         15          9         21:
Old  :       166:        57         69         13          7         16         37         11         15         15          9         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       17.3       34.2       28.6       19.0       14.2       26.8       23.7
Old  :                 22.2       17.3       34.2       28.6       19.0       14.2       26.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 20, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   168,222:    70,331    122,493     25,454      6,173      9,094     27,721      4,308      7,382      7,428      2,072      4,132:   16,680    12,568
Old  :   168,222:    70,331    122,493     25,454      6,173      9,094     27,721      4,308      7,382      7,428      2,072      4,132:   16,680    12,568
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2007                                                                   :
     :       542:     1,571        858     -1,612        728      1,374       -926     -1,392       -340        299       -508        512:     -336      -690
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.8       72.8       15.1        3.7        5.4       16.5        2.6        4.4        4.4        1.2        2.5:      9.9       7.5
Old  :     100.0:      41.8       72.8       15.1        3.7        5.4       16.5        2.6        4.4        4.4        1.2        2.5:      9.9       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       163:        61         73         13          7         15         30         10         14         18          3         18:
Old  :       163:        61         73         13          7         15         30         10         14         18          3         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       17.8       35.3       30.0       21.0       12.9       27.9       22.0
Old  :                 24.5       17.8       35.3       30.0       21.0       12.9       27.9       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   167,680:    68,760    121,635     27,066      5,445      7,720     28,647      5,700      7,722      7,129      2,580      3,620:   17,016    13,258
Old  :   167,680:    68,760    121,635     27,066      5,445      7,720     28,647      5,700      7,722      7,129      2,580      3,620:   17,016    13,258
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2007                                                                    :
     :     1,498:       -66     -1,095       -163      1,242     -2,817        792     -1,310      1,035       -874        892         41:    3,550     3,510
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.0       72.5       16.1        3.2        4.6       17.1        3.4        4.6        4.3        1.5        2.2:     10.1       7.9
Old  :     100.0:      41.0       72.5       16.1        3.2        4.6       17.1        3.4        4.6        4.3        1.5        2.2:     10.1       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       167:        53         74         15          5         15         30         13         14         14          7         17:
Old  :       167:        53         74         15          5         15         30         13         14         14          7         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       18.1       34.3       29.9       20.2       13.2       27.3       22.6
Old  :                 23.8       18.1       34.3       29.9       20.2       13.2       27.3       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   166,182:    68,826    122,730     27,229      4,203     10,537     27,855      7,010      6,687      8,003      1,688      3,579:   13,466     9,748
Old  :   166,182:    68,826    122,730     27,229      4,203     10,537     27,855      7,010      6,687      8,003      1,688      3,579:   13,466     9,748
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 27, 2007                                                                :
     :     4,923:     1,263      4,265        405      1,623        691      3,837     -1,206        945        171        -81       -396:   -1,993      -918
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.4       73.9       16.4        2.5        6.3       16.8        4.2        4.0        4.8        1.0        2.2:      8.1       5.9
Old  :     100.0:      41.4       73.9       16.4        2.5        6.3       16.8        4.2        4.0        4.8        1.0        2.2:      8.1       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       170:        55         73         17          4         16         35         13         14         17          5         19:
Old  :       170:        55         73         17          4         16         35         13         14         17          5         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       18.2       35.5       31.1       19.1       13.5       26.7       23.4
Old  :                 24.4       18.2       35.5       31.1       19.1       13.5       26.7       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   161,259:    67,563    118,465     26,824      2,580      9,846     24,018      8,216      5,742      7,832      1,769      3,975:   15,459    10,666
Old  :   161,259:    67,563    118,465     26,824      2,580      9,846     24,018      8,216      5,742      7,832      1,769      3,975:   15,459    10,666
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 20, 2007                                                                :
     :    -3,988:    -3,962      4,286       -127       -544        166     -1,045     -5,805     -1,030     -1,348        -77        827:    2,531    -1,811
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.9       73.5       16.6        1.6        6.1       14.9        5.1        3.6        4.9        1.1        2.5:      9.6       6.6
Old  :     100.0:      41.9       73.5       16.6        1.6        6.1       14.9        5.1        3.6        4.9        1.1        2.5:      9.6       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       161:        56         68         13          5         12         31         12         11         18          5         14:
Old  :       161:        56         68         13          5         12         31         12         11         18          5         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       19.7       36.9       31.2       20.3       12.9       27.6       22.4
Old  :                 24.9       19.7       36.9       31.2       20.3       12.9       27.6       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   165,247:    71,525    114,179     26,951      3,124      9,680     25,063     14,021      6,772      9,180      1,846      3,148:   12,928    12,477
Old  :   165,247:    71,525    114,179     26,951      3,124      9,680     25,063     14,021      6,772      9,180      1,846      3,148:   12,928    12,477
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 13, 2007                                                                :
     :     5,051:     3,993        506     -4,009        217      3,687        253       -839       -699       -262        284       -365:    2,453     2,260
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.3       69.1       16.3        1.9        5.9       15.2        8.5        4.1        5.6        1.1        1.9:      7.8       7.6
Old  :     100.0:      43.3       69.1       16.3        1.9        5.9       15.2        8.5        4.1        5.6        1.1        1.9:      7.8       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       165:        57         67         13          7         13         25         19         13         23          3         13:
Old  :       165:        57         67         13          7         13         25         19         13         23          3         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       17.5       38.7       29.4       21.2       11.8       28.9       19.1
Old  :                 25.6       17.5       38.7       29.4       21.2       11.8       28.9       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   160,196:    67,532    113,673     30,960      2,907      5,993     24,810     14,860      7,471      9,442      1,562      3,513:   10,475    10,217
Old  :   160,196:    67,532    113,673     30,960      2,907      5,993     24,810     14,860      7,471      9,442      1,562      3,513:   10,475    10,217
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 6, 2007                                                                 :
     :     3,618:     4,768      4,839       -595        227        352     -1,132     -1,711      1,563        515        284        693:   -2,546    -2,629
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.2       71.0       19.3        1.8        3.7       15.5        9.3        4.7        5.9        1.0        2.2:      6.5       6.4
Old  :     100.0:      42.2       71.0       19.3        1.8        3.7       15.5        9.3        4.7        5.9        1.0        2.2:      6.5       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       166:        56         67         14          5         13         26         18         13         23          6         14:
Old  :       166:        56         67         14          5         13         26         18         13         23          6         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       17.2       39.8       28.6       22.1       13.1       31.6       21.3
Old  :                 26.5       17.2       39.8       28.6       22.1       13.1       31.6       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   156,578:    62,764    108,834     31,555      2,680      5,641     25,942     16,571      5,908      8,927      1,278      2,820:   13,021    12,846
Old  :   156,578:    62,764    108,834     31,555      2,680      5,641     25,942     16,571      5,908      8,927      1,278      2,820:   13,021    12,846
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 30, 2007                                                                 :
     :    -3,484:    -3,494     -2,468       -823         89        215       -170     -2,087        332       -185        289        911:     -270      -765
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.1       69.5       20.2        1.7        3.6       16.6       10.6        3.8        5.7        0.8        1.8:      8.3       8.2
Old  :     100.0:      40.1       69.5       20.2        1.7        3.6       16.6       10.6        3.8        5.7        0.8        1.8:      8.3       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       166:        54         66         13          4         11         25         21         13         19          8         15:
Old  :       166:        54         66         13          4         11         25         21         13         19          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       16.7       40.4       28.5       22.0       13.0       32.5       22.4
Old  :                 27.0       16.7       40.4       28.5       22.0       13.0       32.5       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   160,062:    66,258    111,302     32,378      2,591      5,426     26,112     18,658      5,576      9,112        989      1,909:   13,291    13,611
Old  :   160,062:    66,258    111,302     32,378      2,591      5,426     26,112     18,658      5,576      9,112        989      1,909:   13,291    13,611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 23, 2007                                                                 :
     :    -6,945:   -10,066       -819        195       -190        726      2,818     -5,643      1,463       -454        -86     -1,070:     -557    -1,326
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.4       69.5       20.2        1.6        3.4       16.3       11.7        3.5        5.7        0.6        1.2:      8.3       8.5
Old  :     100.0:      41.4       69.5       20.2        1.6        3.4       16.3       11.7        3.5        5.7        0.6        1.2:      8.3       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       161:        56         66         14          4         11         26         21         12         21          3         11:
Old  :       161:        56         66         14          4         11         26         21         12         21          3         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       18.8       40.5       31.4       21.5       14.2       31.9       23.4
Old  :                 26.8       18.8       40.5       31.4       21.5       14.2       31.9       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   167,007:    76,324    112,121     32,183      2,781      4,700     23,294     24,301      4,113      9,566      1,075      2,979:   13,848    14,937
Old  :   167,007:    76,324    112,121     32,183      2,781      4,700     23,294     24,301      4,113      9,566      1,075      2,979:   13,848    14,937
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 16, 2007                                                                 :
     :       228:       709       -665       -620       -217        -36      2,209      2,316        747       -838        711       -289:   -1,654    -2,339
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.7       67.1       19.3        1.7        2.8       13.9       14.6        2.5        5.7        0.6        1.8:      8.3       8.9
Old  :     100.0:      45.7       67.1       19.3        1.7        2.8       13.9       14.6        2.5        5.7        0.6        1.8:      8.3       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       167:        64         68         14          6         13         23         25          9         21          3         14:
Old  :       167:        64         68         14          6         13         23         25          9         21          3         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       20.9       39.7       33.5       22.1       16.8       32.3       24.9
Old  :                 27.3       20.9       39.7       33.5       22.1       16.8       32.3       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   166,779:    75,615    112,786     32,803      2,998      4,736     21,085     21,985      3,366     10,404        364      3,268:   15,502    17,276
Old  :   166,779:    75,615    112,786     32,803      2,998      4,736     21,085     21,985      3,366     10,404        364      3,268:   15,502    17,276
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 9, 2007                                                                  :
     :     7,265:     3,716      1,785        388        519       -678       -705      1,142        968      1,241       -138        830:    1,505     2,837
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.3       67.6       19.7        1.8        2.8       12.6       13.2        2.0        6.2        0.2        2.0:      9.3      10.4
Old  :     100.0:      45.3       67.6       19.7        1.8        2.8       12.6       13.2        2.0        6.2        0.2        2.0:      9.3      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       163:        63         66         14          4         12         23         22          8         20          4         16:
Old  :       163:        63         66         14          4         12         23         22          8         20          4         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       21.5       38.4       33.1       20.9       17.6       31.1       24.8
Old  :                 25.3       21.5       38.4       33.1       20.9       17.6       31.1       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   159,514:    71,899    111,001     32,415      2,479      5,414     21,790     20,843      2,398      9,163        502      2,438:   13,997    14,439
Old  :   159,514:    71,899    111,001     32,415      2,479      5,414     21,790     20,843      2,398      9,163        502      2,438:   13,997    14,439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2007                                                                  :
     :    12,052:     8,520      4,822      1,692        316        503        630      2,951        451      1,302        502      1,118:   -2,164     1,389
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.1       69.6       20.3        1.6        3.4       13.7       13.1        1.5        5.7        0.3        1.5:      8.8       9.1
Old  :     100.0:      45.1       69.6       20.3        1.6        3.4       13.7       13.1        1.5        5.7        0.3        1.5:      8.8       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       162:        57         67         14          4         13         25         21          9         17          3         13:
Old  :       162:        57         67         14          4         13         25         21          9         17          3         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       23.1       39.0       35.0       20.9       20.4       30.8       28.3
Old  :                 26.2       23.1       39.0       35.0       20.9       20.4       30.8       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, January 3, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   147,462:    63,379    106,179     30,723      2,163      4,911     21,160     17,892      1,947      7,861          0      1,320:   16,161    13,050
Old  :   147,462:    63,379    106,179     30,723      2,163      4,911     21,160     17,892      1,947      7,861          0      1,320:   16,161    13,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 26, 2006                                                                :
     :     3,880:    -1,772     -1,462      2,037       -287        722      3,149      3,734        710        262        -14        191:   -1,419       286
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.0       72.0       20.8        1.5        3.3       14.3       12.1        1.3        5.3        0.0        0.9:     11.0       8.8
Old  :     100.0:      43.0       72.0       20.8        1.5        3.3       14.3       12.1        1.3        5.3        0.0        0.9:     11.0       8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        54         64         14          4         12         24         18          8         14          0          8:
Old  :       150:        54         64         14          4         12         24         18          8         14          0          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       21.3       38.7       34.4       22.0       19.8       32.1       28.6
Old  :                 25.3       21.3       38.7       34.4       22.0       19.8       32.1       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   143,582:    65,151    107,641     28,686      2,450      4,189     18,011     14,158      1,237      7,599         14      1,129:   17,580    12,764
Old  :   143,582:    65,151    107,641     28,686      2,450      4,189     18,011     14,158      1,237      7,599         14      1,129:   17,580    12,764
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 19, 2006                                                                :
     :     7,306:     6,538      1,844      2,014        309       -437       -465      5,223       -187        350       -376       -461:      -46     1,391
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.4       75.0       20.0        1.7        2.9       12.5        9.9        0.9        5.3        0.0        0.8:     12.2       8.9
Old  :     100.0:      45.4       75.0       20.0        1.7        2.9       12.5        9.9        0.9        5.3        0.0        0.8:     12.2       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        56         66         13          4         11         22         17          6         13          2          8:
Old  :       144:        56         66         13          4         11         22         17          6         13          2          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       20.8       39.3       35.2       21.4       17.9       30.4       27.5
Old  :                 28.2       20.8       39.3       35.2       21.4       17.9       30.4       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   136,276:    58,613    105,797     26,672      2,141      4,626     18,476      8,935      1,424      7,249        390      1,590:   17,626    11,373
Old  :   136,276:    58,613    105,797     26,672      2,141      4,626     18,476      8,935      1,424      7,249        390      1,590:   17,626    11,373
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 12, 2006                                                                :
     :     7,760:     2,218      9,026        715        -34      1,085       -472     -2,350       -309      1,058        -67        -70:    3,535       479
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.0       77.6       19.6        1.6        3.4       13.6        6.6        1.0        5.3        0.3        1.2:     12.9       8.3
Old  :     100.0:      43.0       77.6       19.6        1.6        3.4       13.6        6.6        1.0        5.3        0.3        1.2:     12.9       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        49         63         12          4         11         25         11          5         14          2         10:
Old  :       141:        49         63         12          4         11         25         11          5         14          2         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       23.3       39.2       36.4       20.1       17.3       28.6       26.2
Old  :                 27.8       23.3       39.2       36.4       20.1       17.3       28.6       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   128,516:    56,395     96,771     25,957      2,175      3,541     18,948     11,285      1,733      6,191        457      1,660:   14,091    10,894
Old  :   128,516:    56,395     96,771     25,957      2,175      3,541     18,948     11,285      1,733      6,191        457      1,660:   14,091    10,894
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 5, 2006                                                                 :
     :     7,020:       987      3,434      1,127        523        491      3,344      2,916     -1,005        726         52       -162:    1,512       771
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.9       75.3       20.2        1.7        2.8       14.7        8.8        1.3        4.8        0.4        1.3:     11.0       8.5
Old  :     100.0:      43.9       75.3       20.2        1.7        2.8       14.7        8.8        1.3        4.8        0.4        1.3:     11.0       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        51         65         14          4          7         25         12          8         15          2         10:
Old  :       145:        51         65         14          4          7         25         12          8         15          2         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       17.8       39.9       32.0       21.8       15.2       31.3       26.3
Old  :                 28.4       17.8       39.9       32.0       21.8       15.2       31.3       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, December 5, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   121,496:    55,408     93,337     24,830      1,652      3,050     15,604      8,369      2,738      5,465        405      1,822:   12,579    10,123
Old  :   121,496:    55,408     93,337     24,830      1,652      3,050     15,604      8,369      2,738      5,465        405      1,822:   12,579    10,123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 28, 2006                                                                :
     :       175:    -3,658        974        410       -119     -1,536      1,400        153        915        994     -1,147        174:    1,476       761
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       76.8       20.4        1.4        2.5       12.8        6.9        2.3        4.5        0.3        1.5:     10.4       8.3
Old  :     100.0:      45.6       76.8       20.4        1.4        2.5       12.8        6.9        2.3        4.5        0.3        1.5:     10.4       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        48         63         13          .          7         23         12         10         13          4         11:
Old  :       141:        48         63         13          .          7         23         12         10         13          4         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       18.9       40.8       31.8       26.1       16.7       34.9       27.2
Old  :                 30.2       18.9       40.8       31.8       26.1       16.7       34.9       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   121,321:    59,066     92,363     24,420      1,771      4,586     14,204      8,216      1,823      4,471      1,552      1,648:   11,103     9,362
Old  :   121,321:    59,066     92,363     24,420      1,771      4,586     14,204      8,216      1,823      4,471      1,552      1,648:   11,103     9,362
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 21, 2006                                                                :
     :    -2,794:    -2,400     -1,325        646         14       -216       -399        -88        647         61      1,140       -802:     -331    -2,164
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.7       76.1       20.1        1.5        3.8       11.7        6.8        1.5        3.7        1.3        1.4:      9.2       7.7
Old  :     100.0:      48.7       76.1       20.1        1.5        3.8       11.7        6.8        1.5        3.7        1.3        1.4:      9.2       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        49         64         13          .         11         21         12          8          7          8          9:
Old  :       131:        49         64         13          .         11         21         12          8          7          8          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       18.1       42.0       31.1       24.8       16.0       33.7       26.2
Old  :                 29.4       18.1       42.0       31.1       24.8       16.0       33.7       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   124,115:    61,466     93,688     23,774      1,757      4,802     14,603      8,304      1,176      4,410        412      2,450:   11,434    11,526
Old  :   124,115:    61,466     93,688     23,774      1,757      4,802     14,603      8,304      1,176      4,410        412      2,450:   11,434    11,526
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2006                                                                :
     :     4,256:     2,184      4,758       -551         33        235      2,557        -37       -114        386       -118        -43:     -398      -458
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.5       75.5       19.2        1.4        3.9       11.8        6.7        0.9        3.6        0.3        2.0:      9.2       9.3
Old  :     100.0:      49.5       75.5       19.2        1.4        3.9       11.8        6.7        0.9        3.6        0.3        2.0:      9.2       9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        50         63         12          4          9         20         11          6         10          4          9:
Old  :       129:        50         63         12          4          9         20         11          6         10          4          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       18.4       41.2       31.5       24.1       15.1       32.6       25.2
Old  :                 29.2       18.4       41.2       31.5       24.1       15.1       32.6       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   119,859:    59,282     88,930     24,325      1,724      4,567     12,046      8,341      1,290      4,024        530      2,493:   11,832    11,984
Old  :   119,859:    59,282     88,930     24,325      1,724      4,567     12,046      8,341      1,290      4,024        530      2,493:   11,832    11,984
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 7, 2006                                                                 :
     :     6,983:     4,311      6,794       -145        820        769      1,427     -2,378        179        317         23        -12:      137       788
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.5       74.2       20.3        1.4        3.8       10.1        7.0        1.1        3.4        0.4        2.1:      9.9      10.0
Old  :     100.0:      49.5       74.2       20.3        1.4        3.8       10.1        7.0        1.1        3.4        0.4        2.1:      9.9      10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       121:        44         62         12          .         12         16         11          5          7          3          9:
Old  :       121:        44         62         12          .         12         16         11          5          7          3          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       17.6       42.4       31.7       25.0       14.4       33.7       25.4
Old  :                 30.3       17.6       42.4       31.7       25.0       14.4       33.7       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   112,876:    54,971     82,136     24,470        904      3,798     10,619     10,719      1,111      3,707        507      2,505:   11,695    11,196
Old  :   112,876:    54,971     82,136     24,470        904      3,798     10,619     10,719      1,111      3,707        507      2,505:   11,695    11,196
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 31, 2006                                                                 :
     :     7,619:     4,120      4,927        827        327        488        370        627        109       -539        182        984:    1,260       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.7       72.8       21.7        0.8        3.4        9.4        9.5        1.0        3.3        0.4        2.2:     10.4       9.9
Old  :     100.0:      48.7       72.8       21.7        0.8        3.4        9.4        9.5        1.0        3.3        0.4        2.2:     10.4       9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       119:        43         59         11          .         10         18         11          4          9          3          8:
Old  :       119:        43         59         11          .         10         18         11          4          9          3          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       16.8       47.4       31.4       28.8       16.1       38.4       28.5
Old  :                 34.4       16.8       47.4       31.4       28.8       16.1       38.4       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 31, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   105,257:    50,851     77,209     23,643        577      3,310     10,249     10,092      1,002      4,246        325      1,521:   10,435    11,221
Old  :   105,257:    50,851     77,209     23,643        577      3,310     10,249     10,092      1,002      4,246        325      1,521:   10,435    11,221
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 24, 2006                                                                 :
     :     3,965:     2,910       -449        912        -37       -480      1,086      4,014       -499      1,062        114       -742:     -284     2,044
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.3       73.4       22.5        0.5        3.1        9.7        9.6        1.0        4.0        0.3        1.4:      9.9      10.7
Old  :     100.0:      48.3       73.4       22.5        0.5        3.1        9.7        9.6        1.0        4.0        0.3        1.4:      9.9      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       118:        43         57         11          .          9         18         13          4         10          1          8:
Old  :       118:        43         57         11          .          9         18         13          4         10          1          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       20.2       48.6       35.3       31.2       19.4       41.1       31.5
Old  :                 37.1       20.2       48.6       35.3       31.2       19.4       41.1       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 24, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   101,292:    47,941     77,658     22,731        614      3,790      9,163      6,078      1,501      3,184        211      2,263:   10,719     9,177
Old  :   101,292:    47,941     77,658     22,731        614      3,790      9,163      6,078      1,501      3,184        211      2,263:   10,719     9,177
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 17, 2006                                                                 :
     :     1,915:      -920     -1,381        353       -158        105        570      1,860       -591        371        211        846:    1,181     1,023
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.3       76.7       22.4        0.6        3.7        9.0        6.0        1.5        3.1        0.2        2.2:     10.6       9.1
Old  :     100.0:      47.3       76.7       22.4        0.6        3.7        9.0        6.0        1.5        3.1        0.2        2.2:     10.6       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       112:        46         54         11          .         11         18          9          .          5          3          .:
Old  :       112:        46         54         11          .         11         18          9          .          5          3          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       22.0       48.9       34.8       32.8       20.8       41.9       31.3
Old  :                 38.2       22.0       48.9       34.8       32.8       20.8       41.9       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    99,377:    48,861     79,039     22,378        772      3,685      8,593      4,218      2,092      2,813          0      1,417:    9,538     8,154
Old  :    99,377:    48,861     79,039     22,378        772      3,685      8,593      4,218      2,092      2,813          0      1,417:    9,538     8,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 10, 2006                                                                 :
     :     5,072:     4,304      5,554        747       -145        833      1,060      1,310     -1,016        645        -65       -464:   -1,037      -935
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.2       79.5       22.5        0.8        3.7        8.6        4.2        2.1        2.8        0.0        1.4:      9.6       8.2
Old  :     100.0:      49.2       79.5       22.5        0.8        3.7        8.6        4.2        2.1        2.8        0.0        1.4:      9.6       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       108:        38         54         12          .         10         18          9          .          6          0          .:
Old  :       108:        38         54         12          .         10         18          9          .          6          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       23.8       50.6       39.4       31.1       21.9       40.2       30.8
Old  :                 37.7       23.8       50.6       39.4       31.1       21.9       40.2       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 10, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    94,305:    44,557     73,485     21,631        917      2,852      7,533      2,908      3,108      2,168         65      1,881:   10,575     9,089
Old  :    94,305:    44,557     73,485     21,631        917      2,852      7,533      2,908      3,108      2,168         65      1,881:   10,575     9,089
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 3, 2006                                                                  :
     :     2,271:     2,967      2,650     -1,149        -50        206        290         13     -1,220       -787       -303       -365:    2,329     1,340
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.2       77.9       22.9        1.0        3.0        8.0        3.1        3.3        2.3        0.1        2.0:     11.2       9.6
Old  :     100.0:      47.2       77.9       22.9        1.0        3.0        8.0        3.1        3.3        2.3        0.1        2.0:     11.2       9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       100:        39         50         11          .          9         15          7          5          6          3          9:
Old  :       100:        39         50         11          .          9         15          7          5          6          3          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       23.9       49.4       39.1       28.5       21.2       37.0       31.3
Old  :                 37.4       23.9       49.4       39.1       28.5       21.2       37.0       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    92,034:    41,590     70,835     22,780        967      2,646      7,243      2,895      4,328      2,955        368      2,246:    8,246     7,749
Old  :    92,034:    41,590     70,835     22,780        967      2,646      7,243      2,895      4,328      2,955        368      2,246:    8,246     7,749
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 26, 2006                                                               :
     :     4,579:     2,488      1,603      1,020        222       -553       -567        794        626        481       -601        756:      328     1,732
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.2       77.0       24.8        1.1        2.9        7.9        3.1        4.7        3.2        0.4        2.4:      9.0       8.4
Old  :     100.0:      45.2       77.0       24.8        1.1        2.9        7.9        3.1        4.7        3.2        0.4        2.4:      9.0       8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       103:        35         49         11          .          8         16          7          5          7          3         10:
Old  :       103:        35         49         11          .          8         16          7          5          7          3         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       25.9       53.7       40.3       29.9       22.3       39.0       30.5
Old  :                 39.4       25.9       53.7       40.3       29.9       22.3       39.0       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    87,455:    39,102     69,232     21,760        745      3,199      7,810      2,101      3,702      2,474        969      1,490:    7,918     6,017
Old  :    87,455:    39,102     69,232     21,760        745      3,199      7,810      2,101      3,702      2,474        969      1,490:    7,918     6,017
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 19, 2006                                                               :
     :     1,990:       144     -1,764      1,536         -2      1,095     -2,476        534      1,145        508        643       -526:      564       865
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.7       79.2       24.9        0.9        3.7        8.9        2.4        4.2        2.8        1.1        1.7:      9.1       6.9
Old  :     100.0:      44.7       79.2       24.9        0.9        3.7        8.9        2.4        4.2        2.8        1.1        1.7:      9.1       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        97:        38         52         12          .          8         15          5          4          6          1          7:
Old  :        97:        38         52         12          .          8         15          5          4          6          1          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       26.2       50.9       42.0       25.3       22.3       32.0       29.4
Old  :                 34.8       26.2       50.9       42.0       25.3       22.3       32.0       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 19, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    85,465:    38,958     70,996     20,224        747      2,104     10,286      1,567      2,557      1,966        326      2,016:    7,354     5,152
Old  :    85,465:    38,958     70,996     20,224        747      2,104     10,286      1,567      2,557      1,966        326      2,016:    7,354     5,152
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 12, 2006                                                               :
     :     5,827:     7,137      6,128        275         -2         42       -363        894       -369        204       -103     -1,357:      258       594
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       83.1       23.7        0.9        2.5       12.0        1.8        3.0        2.3        0.4        2.4:      8.6       6.0
Old  :     100.0:      45.6       83.1       23.7        0.9        2.5       12.0        1.8        3.0        2.3        0.4        2.4:      8.6       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        95:        40         53         12          .          8         14          4          .          5          1          .:
Old  :        95:        40         53         12          .          8         14          4          .          5          1          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       33.3       47.6       47.6       20.7       21.9       29.6       29.4
Old  :                 30.9       33.3       47.6       47.6       20.7       21.9       29.6       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    79,638:    31,821     64,868     19,949        749      2,062     10,649        673      2,926      1,762        429      3,373:    7,096     4,558
Old  :    79,638:    31,821     64,868     19,949        749      2,062     10,649        673      2,926      1,762        429      3,373:    7,096     4,558
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 5, 2006                                                                :
     :     6,752:     3,478      4,931        380        -22         96      1,212        400       -198       -521        -69        358:    1,947     1,256
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.0       81.5       25.0        0.9        2.6       13.4        0.8        3.7        2.2        0.5        4.2:      8.9       5.7
Old  :     100.0:      40.0       81.5       25.0        0.9        2.6       13.4        0.8        3.7        2.2        0.5        4.2:      8.9       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        89:        35         49         11          .          6         12          .          4          6          .         10:
Old  :        89:        35         49         11          .          6         12          .          4          6          .         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       33.6       50.1       48.9       23.8       21.9       32.8       32.6
Old  :                 33.0       33.6       50.1       48.9       23.8       21.9       32.8       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, September 5, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    72,886:    28,343     59,937     19,569        771      1,966      9,437        273      3,124      2,283        498      3,015:    5,149     3,302
Old  :    72,886:    28,343     59,937     19,569        771      1,966      9,437        273      3,124      2,283        498      3,015:    5,149     3,302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 29, 2006                                                                  :
     :     4,601:     2,299      4,605      1,315        176       -629        677       -468        338        616        403      1,352:   -1,367    -1,176
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.9       82.2       26.8        1.1        2.7       12.9        0.4        4.3        3.1        0.7        4.1:      7.1       4.5
Old  :     100.0:      38.9       82.2       26.8        1.1        2.7       12.9        0.4        4.3        3.1        0.7        4.1:      7.1       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        81:        32         41         11          .          5         11          .          .          8          .          .:
Old  :        81:        32         41         11          .          5         11          .          .          8          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       37.4       54.6       52.0       25.6       22.3       33.9       31.0
Old  :                 35.2       37.4       54.6       52.0       25.6       22.3       33.9       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 29, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    68,285:    26,044     55,332     18,254        595      2,595      8,760        741      2,786      1,667         95      1,663:    6,516     4,478
Old  :    68,285:    26,044     55,332     18,254        595      2,595      8,760        741      2,786      1,667         95      1,663:    6,516     4,478
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 22, 2006                                                                  :
     :       598:       502        951        291         96       -123     -1,070        741        727         10       -266       -918:    1,179      -610
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.1       81.0       26.7        0.9        3.8       12.8        1.1        4.1        2.4        0.1        2.4:      9.5       6.6
Old  :     100.0:      38.1       81.0       26.7        0.9        3.8       12.8        1.1        4.1        2.4        0.1        2.4:      9.5       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        71:        33         40         11          .          5         10          .          .          2          .          .:
Old  :        71:        33         40         11          .          5         10          .          .          2          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       34.7       55.2       49.1       26.3       22.5       34.0       29.6
Old  :                 36.2       34.7       55.2       49.1       26.3       22.5       34.0       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 22, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    67,687:    25,542     54,381     17,963        499      2,718      9,830          0      2,059      1,657        361      2,581:    5,337     5,088
Old  :    67,687:    25,542     54,381     17,963        499      2,718      9,830          0      2,059      1,657        361      2,581:    5,337     5,088
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2006                                                                  :
     :     4,322:     4,049      3,820        546        317        322       -471          0        -89        -58        159       -719:      742       512
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.7       80.3       26.5        0.7        4.0       14.5        0.0        3.0        2.4        0.5        3.8:      7.9       7.5
Old  :     100.0:      37.7       80.3       26.5        0.7        4.0       14.5        0.0        3.0        2.4        0.5        3.8:      7.9       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        74:        28         42         11          .          5         11          0          .          3          4          .:
Old  :        74:        28         42         11          .          5         11          0          .          3          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       32.1       51.9       46.6       26.0       20.3       35.9       27.9
Old  :                 35.0       32.1       51.9       46.6       26.0       20.3       35.9       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 15, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    63,365:    21,493     50,561     17,417        182      2,396     10,301          0      2,148      1,715        202      3,300:    4,595     4,576
Old  :    63,365:    21,493     50,561     17,417        182      2,396     10,301          0      2,148      1,715        202      3,300:    4,595     4,576
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 8, 2006                                                                   :
     :     5,336:     2,303      7,475      3,788       -309       -983      1,202       -591       -528     -1,062       -247        302:      314       217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.9       79.8       27.5        0.3        3.8       16.3        0.0        3.4        2.7        0.3        5.2:      7.3       7.2
Old  :     100.0:      33.9       79.8       27.5        0.3        3.8       16.3        0.0        3.4        2.7        0.3        5.2:      7.3       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        70:        27         39         11          .          6         11          0          .          2          4          .:
Old  :        70:        27         39         11          .          6         11          0          .          2          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       29.2       49.2       44.8       27.2       20.2       36.8       30.4
Old  :                 31.9       29.2       49.2       44.8       27.2       20.2       36.8       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 8, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    58,029:    19,190     43,086     13,629        491      3,379      9,099        591      2,676      2,777        449      2,998:    4,281     4,359
Old  :    58,029:    19,190     43,086     13,629        491      3,379      9,099        591      2,676      2,777        449      2,998:    4,281     4,359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2006                                                                   :
     :     5,534:      -660      4,212      1,751         14        817        647       -609        378      1,080        299        717:      804      -294
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       74.2       23.5        0.8        5.8       15.7        1.0        4.6        4.8        0.8        5.2:      7.4       7.5
Old  :     100.0:      33.1       74.2       23.5        0.8        5.8       15.7        1.0        4.6        4.8        0.8        5.2:      7.4       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        28         38         11          .          7          9          .          .          4          .          .:
Old  :        72:        28         38         11          .          7          9          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       30.6       50.8       45.3       26.7       18.4       33.6       26.4
Old  :                 35.5       30.6       50.8       45.3       26.7       18.4       33.6       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, August 1, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    52,495:    19,850     38,874     11,878        477      2,562      8,452      1,200      2,298      1,697        150      2,281:    3,477     4,653
Old  :    52,495:    19,850     38,874     11,878        477      2,562      8,452      1,200      2,298      1,697        150      2,281:    3,477     4,653
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 25, 2006                                                                    :
     :    -1,251:    -4,628     -3,736        666        190        329      1,214         -6        710        597        117        264:     -403       881
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.8       74.1       22.6        0.9        4.9       16.1        2.3        4.4        3.2        0.3        4.3:      6.6       8.9
Old  :     100.0:      37.8       74.1       22.6        0.9        4.9       16.1        2.3        4.4        3.2        0.3        4.3:      6.6       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        26         34         10          .          .          7          .          .          4          .          .:
Old  :        65:        26         34         10          .          .          7          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       31.2       55.5       45.3       28.4       19.5       35.9       28.5
Old  :                 38.9       31.2       55.5       45.3       28.4       19.5       35.9       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 25, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    53,746:    24,478     42,610     11,212        287      2,233      7,238      1,206      1,588      1,100         33      2,017:    3,880     3,772
Old  :    53,746:    24,478     42,610     11,212        287      2,233      7,238      1,206      1,588      1,100         33      2,017:    3,880     3,772
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2006                                                                    :
     :       298:      -544       -458       -153       -382        201        395        315       -258        150         33        415:       92       432
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.5       79.3       20.9        0.5        4.2       13.5        2.2        3.0        2.0        0.1        3.8:      7.2       7.0
Old  :     100.0:      45.5       79.3       20.9        0.5        4.2       13.5        2.2        3.0        2.0        0.1        3.8:      7.2       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        32         36          9          .          5          5          .          .          2          .          .:
Old  :        61:        32         36          9          .          5          5          .          .          2          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       31.0       56.4       46.9       27.0       19.7       34.7       28.7
Old  :                 42.0       31.0       56.4       46.9       27.0       19.7       34.7       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 18, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    53,448:    25,022     43,068     11,365        669      2,032      6,843        891      1,846        950          0      1,602:    3,788     3,340
Old  :    53,448:    25,022     43,068     11,365        669      2,032      6,843        891      1,846        950          0      1,602:    3,788     3,340
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 11, 2006                                                                    :
     :     2,119:     2,010      2,142        370       -468        198       -270        558         55       -142        -18       -140:       38      -208
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.8       80.6       21.3        1.3        3.8       12.8        1.7        3.5        1.8        0.0        3.0:      7.1       6.2
Old  :     100.0:      46.8       80.6       21.3        1.3        3.8       12.8        1.7        3.5        1.8        0.0        3.0:      7.1       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        25         34          8          .          5          5          .          4          4          0          4:
Old  :        60:        25         34          8          .          5          5          .          4          4          0          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       31.0       57.4       47.0       26.5       18.5       33.5       26.4
Old  :                 43.3       31.0       57.4       47.0       26.5       18.5       33.5       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    51,329:    23,012     40,926     10,995      1,137      1,834      7,113        333      1,791      1,092         18      1,742:    3,750     3,548
Old  :    51,329:    23,012     40,926     10,995      1,137      1,834      7,113        333      1,791      1,092         18      1,742:    3,750     3,548
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2006                                                                     :
     :       684:      -726        283        234        103        202       -379        332        240        142       -555        350:      621      -271
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.8       79.7       21.4        2.2        3.6       13.9        0.6        3.5        2.1        0.0        3.4:      7.3       6.9
Old  :     100.0:      44.8       79.7       21.4        2.2        3.6       13.9        0.6        3.5        2.1        0.0        3.4:      7.3       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        23         32          7          .          4          4          .          4          5          .          5:
Old  :        56:        23         32          7          .          4          4          .          4          5          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       33.7       60.5       49.6       27.6       16.4       34.7       25.6
Old  :                 44.8       33.7       60.5       49.6       27.6       16.4       34.7       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, July 3, 2006                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    50,645:    23,738     40,643     10,761      1,034      1,632      7,492          1      1,551        950        573      1,392:    3,129     3,819
Old  :    50,645:    23,738     40,643     10,761      1,034      1,632      7,492          1      1,551        950        573      1,392:    3,129     3,819
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 27, 2006                                                                    :
     :       222:     1,092        401        580        305         82       -772          1        -23       -124        374        202:     -815    -1,120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.9       80.3       21.2        2.0        3.2       14.8        0.0        3.1        1.9        1.1        2.7:      6.2       7.5
Old  :     100.0:      46.9       80.3       21.2        2.0        3.2       14.8        0.0        3.1        1.9        1.1        2.7:      6.2       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        24         31          7          .          4          5          .          .          2          .          .:
Old  :        53:        24         31          7          .          4          5          .          .          2          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       34.4       60.4       51.8       27.5       17.3       34.9       25.8
Old  :                 44.1       34.4       60.4       51.8       27.5       17.3       34.9       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    50,423:    22,646     40,242     10,181        729      1,550      8,264          0      1,574      1,074        199      1,190:    3,944     4,939
Old  :    50,423:    22,646     40,242     10,181        729      1,550      8,264          0      1,574      1,074        199      1,190:    3,944     4,939
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2006                                                                    :
     :       683:       245        115       -235          9        412        -74          0         13         74       -496       -286:      534       916
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.9       79.8       20.2        1.4        3.1       16.4        0.0        3.1        2.1        0.4        2.4:      7.8       9.8
Old  :     100.0:      44.9       79.8       20.2        1.4        3.1       16.4        0.0        3.1        2.1        0.4        2.4:      7.8       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        22         29          6          .          4          5          0          4          4          1          3:
Old  :        50:        22         29          6          .          4          5          0          4          4          1          3:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       33.9       62.0       51.4       28.8       19.2       36.3       28.0
Old  :                 44.8       33.9       62.0       51.4       28.8       19.2       36.3       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    49,740:    22,401     40,127     10,416        720      1,138      8,338          0      1,561      1,000        695      1,476:    3,410     4,023
Old  :    49,740:    22,401     40,127     10,416        720      1,138      8,338          0      1,561      1,000        695      1,476:    3,410     4,023
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 13, 2006                                                                    :
     :     1,508:     1,178         58       -153          0         70        656          0        320        -90        695        253:     -726       112
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.0       80.7       20.9        1.4        2.3       16.8        0.0        3.1        2.0        1.4        3.0:      6.9       8.1
Old  :     100.0:      45.0       80.7       20.9        1.4        2.3       16.8        0.0        3.1        2.0        1.4        3.0:      6.9       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        24         28          6          .          .          5          0          4          3          3          4:
Old  :        50:        24         28          6          .          .          5          0          4          3          3          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       34.2       60.3       49.9       29.1       19.8       36.9       28.5
Old  :                 43.5       34.2       60.3       49.9       29.1       19.8       36.9       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                                                    Code-111659
Disaggregated Commitments of Traders - Futures Only, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :    48,232:    21,223     40,069     10,569        720      1,068      7,682          0      1,241      1,090          0      1,223:    4,136     3,911
Old  :    48,232:    21,223     40,069     10,569        720      1,068      7,682          0      1,241      1,090          0      1,223:    4,136     3,911
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:                                                                                        :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.0       83.1       21.9        1.5        2.2       15.9        0.0        2.6        2.3        0.0        2.5:      8.6       8.1
Old  :     100.0:      44.0       83.1       21.9        1.5        2.2       15.9        0.0        2.6        2.3        0.0        2.5:      8.6       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        22         34          6          .          .          4          0          .          3          0          .:
Old  :        51:        22         34          6          .          .          4          0          .          3          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       35.5       60.6       50.9       29.9       19.7       37.7       29.8
Old  :                 44.5       35.5       60.6       50.9       29.9       19.7       37.7       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 


Updated October 20, 2009