GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,070
COMMITMENTS
       0      575        0    6,170    6,495    6,170    7,070      900        0

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0       50       50       50       50     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.1      0.0     87.3     91.9     87.3    100.0     12.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       19       18       19       20


NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,075
COMMITMENTS
     300    1,079      120   11,295   10,786   11,715   11,985      360       90

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0      -10      -10      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      8.9      1.0     93.5     89.3     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       29       28       31       30


EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,328
COMMITMENTS
       0        0        0    1,501    1,466    1,501    1,466      827      862

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        207)
       0        0        0      -23       79      -23       79      230      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     64.5     63.0     64.5     63.0     35.5     37.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       18       17       18


SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,518
COMMITMENTS
       0       29       91    5,128    5,026    5,219    5,146      299      372

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        809)
       0        5      -65      811      853      746      793       63       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      1.6     92.9     91.1     94.6     93.3      5.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        2       32       36       34       38


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      238,342
COMMITMENTS
  49,790   14,863   27,552  122,835  168,652  200,177  211,067   38,165   27,275

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     18,407)
   7,897     -255    5,043    3,030   13,089   15,970   17,877    2,437      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      6.2     11.6     51.5     70.8     84.0     88.6     16.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      47       24       42       58       69      128      118


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      750,765
COMMITMENTS
  71,759  128,997  256,067  355,033  327,655  682,859  712,719   67,906   38,046

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     10,267)
  -3,184   -6,833    2,143    7,051   12,088    6,010    7,398    4,257    2,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     17.2     34.1     47.3     43.6     91.0     94.9      9.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      61       56       80       79       65      191      160


MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,956
COMMITMENTS
       0   12,265    1,753   85,049   71,735   86,802   85,753   11,154   12,203

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      3,987)
    -266     -635      327    3,352    4,383    3,413    4,075      574      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.5      1.8     86.8     73.2     88.6     87.5     11.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       22       19       24       23


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,036
COMMITMENTS
       0   11,503    2,859   71,176   52,539   74,035   66,901    6,001   13,135

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,580)
       0     -199      188    2,520    2,622    2,708    2,611   -1,128   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.4      3.6     88.9     65.6     92.5     83.6      7.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       25       19       26       21


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      149,512
COMMITMENTS
  22,250    2,592    2,618  114,098  134,411  138,966  139,621   10,546    9,891

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        837)
    -383      768        0      582      221      199      989      638     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      1.7      1.8     76.3     89.9     92.9     93.4      7.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        1       32       32       34       35


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,115
COMMITMENTS
  14,028   12,068    3,983   83,052   85,636  101,063  101,687   11,052   10,428

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,979)
       0      912     -122    1,981      -97    1,859      693      120    1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     10.8      3.6     74.1     76.4     90.1     90.7      9.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       17       16       21       19


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,597
COMMITMENTS
  15,549      768    2,349   33,904   48,685   51,802   51,802    6,795    6,795

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,230)
    -702        0      522    1,376    1,408    1,196    1,930       34     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      1.3      4.0     57.9     83.1     88.4     88.4     11.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        3       10       14       15       17


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,759
COMMITMENTS
   7,764      174    3,553   37,433   42,100   48,750   45,827    7,009    9,932

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,374)
     758      174      355       -9      -21    1,104      508      270      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      0.3      6.4     67.1     75.5     87.4     82.2     12.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       21       19       23


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,124
COMMITMENTS
   5,775    2,800    5,205   72,421   72,536   83,401   80,541    6,723    9,583

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      3,869)
     308      688     -268    5,411    5,834    5,451    6,254   -1,582   -2,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      3.1      5.8     80.4     80.5     92.5     89.4      7.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        3       25       31       28       35


NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,671
COMMITMENTS
   4,786    1,288    3,032   71,730   83,638   79,548   87,958   16,123    7,713

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        615)
     240   -1,554      258      545    2,610    1,043    1,314     -428     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      1.3      3.2     75.0     87.4     83.1     91.9     16.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       23       23       26       26


DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,664
COMMITMENTS
  12,350    1,290    4,237   34,122   40,356   50,709   45,883    3,955    8,781

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        551)
     540     -312     -454      465      889      551      123        0      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6      2.4      7.8     62.4     73.8     92.8     83.9      7.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       12       21       16


VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,627
COMMITMENTS
   8,259    6,587    5,721   53,388   50,707   67,368   63,015    5,259    9,612

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,932)
   1,508    1,238     -740    1,164    1,434    1,932    1,932        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      9.1      7.9     73.5     69.8     92.8     86.8      7.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        3       14       15       19       18


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,532
COMMITMENTS
  20,696    3,612    1,332   58,330   76,617   80,358   81,561    5,174    3,971

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,878)
      48      465      256    1,878    2,073    2,182    2,794     -304     -916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      4.2      1.6     68.2     89.6     94.0     95.4      6.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       25       28       27       30


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,189
COMMITMENTS
  12,358    3,298    5,915   91,111   99,218  109,384  108,431   12,805   13,758

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        942)
   1,158     -912      -16   -1,468    1,168     -326      240    1,268      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      2.7      4.8     74.6     81.2     89.5     88.7     10.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       22       26       25       28


CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,237
COMMITMENTS
       0    1,015    2,257   38,213   37,635   40,470   40,907    8,767    8,330

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        178)
       0     -392      178        0      392      178      178        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      4.6     77.6     76.4     82.2     83.1     17.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       16       18       17       19


ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      134,354
COMMITMENTS
     747   17,019   18,771  101,377   90,171  120,895  125,961   13,459    8,393

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        307)
     263     -917      714   -1,063      662      -86      459      393     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     12.7     14.0     75.5     67.1     90.0     93.8     10.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        7       32       23       39       30


CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,976
COMMITMENTS
     834    4,897    3,973   78,096   69,616   82,903   78,486    9,073   13,490

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      4,519)
     146      780     -174    2,591    6,587    2,563    7,193    1,956   -2,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      5.3      4.3     84.9     75.7     90.1     85.3      9.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       21       21       24       25


HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,729
COMMITMENTS
   8,400    1,200        0   42,429   47,403   50,829   48,603    1,900    4,126

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      2.3      0.0     80.5     89.9     96.4     92.2      3.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       11       15       13       16


HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      251,642
COMMITMENTS
  13,455        2    4,755  219,894  234,152  238,104  238,909   13,538   12,733

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      6,172)
    -433     -124      253    6,568    4,691    6,388    4,820     -216    1,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      1.9     87.4     93.0     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        1        6       46       43       52       49


NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      196,096
COMMITMENTS
   7,622    3,367   11,374  164,593  175,521  183,589  190,262   12,507    5,834

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,487)
     428      666     -490    1,243      119    1,181      295      306    1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      1.7      5.8     83.9     89.5     93.6     97.0      6.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        4       37       33       42       37


PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      222,366
COMMITMENTS
   4,108   13,139   13,822  186,211  184,714  204,141  211,675   18,225   10,691

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      5,315)
     863    1,249      244    2,210    2,897    3,317    4,390    1,998      925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.9      6.2     83.7     83.1     91.8     95.2      8.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        5       42       36       48       42


SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,002
COMMITMENTS
       0    2,005    1,902   39,134   38,120   41,036   42,027    8,966    7,975

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:       -443)
       0      -59       92     -626     -476     -534     -443       91        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      3.8     78.3     76.2     82.1     84.1     17.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       19       21       20       23


SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      211,285
COMMITMENTS
  24,742   11,507   14,523  156,696  164,617  195,961  190,647   15,324   20,638

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,168)
     -26    2,293      236      775   -1,091      985    1,438      183     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      5.4      6.9     74.2     77.9     92.7     90.2      7.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        5       38       36       44       41


TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,119
COMMITMENTS
   5,113    7,073    6,956   60,793   57,625   72,862   71,654    7,257    8,465

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      3,666)
       0   -2,517    2,752      383    6,293    3,135    6,528      531   -2,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      8.8      8.7     75.9     71.9     90.9     89.4      9.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        4       24       25       29       31


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,710,662
COMMITMENTS
 411,337  159,569  860,730  1408401  1671261  2680468  2691560   30,194   19,102

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      7,757)
 -19,106  -15,003    2,691   24,986   16,888    8,571    4,576     -814    3,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      5.9     31.8     52.0     61.7     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      29       19       46      103       93      151      140


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      912,191
COMMITMENTS
  85,313  205,308  208,135  611,398  492,472  904,846  905,915    7,345    6,276

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     10,988)
  22,460    6,845   -5,827   -6,653    9,562    9,980   10,580    1,008      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     22.5     22.8     67.0     54.0     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      16       28       34       42       41       78       83


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,369
COMMITMENTS
   2,784      480      600   31,695   34,327   35,079   35,407    1,290      962

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        456)
     484        0       20      -48      432      456      452        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      1.3      1.6     87.1     94.4     96.5     97.4      3.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        2        6       28       25       39       31


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,191
COMMITMENTS
   1,280       45      512   13,271   14,570   15,063   15,127      128       64

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:       -213)
    -299       45      256     -170     -514     -213     -213        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.3      3.4     87.4     95.9     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       12       20       14       22


ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,009
COMMITMENTS
   5,215      120      241   12,039   17,565   17,495   17,926      514       83

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:          8)
      20        0      -42       23       33        1       -9        7       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      0.7      1.3     66.8     97.5     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       19       18       21       21


NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,998
COMMITMENTS
     240      162       84    9,360   10,394    9,684   10,640    1,314      358

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.5      0.8     85.1     94.5     88.1     96.7     11.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       13       18       15


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,706
COMMITMENTS
     962      944      930   25,096   25,878   26,988   27,752    1,718      954

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        358)
       0       20        0      334      290      334      310       24       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.3      3.2     87.4     90.1     94.0     96.7      6.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       24       21       27       24


NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,940
COMMITMENTS
     532      478    1,324   22,242   22,434   24,098   24,236      842      704

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      1,040)
    -400      160      560      860      640    1,020    1,360       20     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.9      5.3     89.2     90.0     96.6     97.2      3.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       19       18       22       21


ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,448
COMMITMENTS
   1,240      520      320    7,423    8,098    8,983    8,938      465      510

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:          0)
      60        0      -60        0       60        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      5.5      3.4     78.6     85.7     95.1     94.6      4.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       14       16       16


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,489,293
COMMITMENTS
 251,001  182,401  397,416  756,424  814,867  1404841  1394684   84,452   94,609

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:     48,369)
   3,768  -11,462    6,121   34,136   42,605   44,025   37,264    4,344   11,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     12.2     26.7     50.8     54.7     94.3     93.6      5.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     102      121      132       80      102      271      279


WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       99,469
COMMITMENTS
  19,575   21,055    6,127   46,777   33,231   72,479   60,413   26,990   39,056

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      2,709)
     382    3,804     -483      726     -705      625    2,616    2,084       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     21.2      6.2     47.0     33.4     72.9     60.7     27.1     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        5       13       12       19       18


DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,447
COMMITMENTS
       0        0        0   12,447   12,447   12,447   12,447        0        0

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        750)
       0        0        0      750      750      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       28       30       28       30


WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      114,949
COMMITMENTS
  12,580   27,989   29,971   66,806   51,376  109,357  109,336    5,592    5,613

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      5,414)
   2,762      330      186    3,030    4,310    5,978    4,826     -564      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     24.3     26.1     58.1     44.7     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       18       19       23       21       44       43


PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,260
COMMITMENTS
  10,964    3,116       70    3,193   12,813   14,227   15,999    2,033      261

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        151)
     591      -30       43     -559      335       75      348       76     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.4     19.2      0.4     19.6     78.8     87.5     98.4     12.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      54       16        5       11       25       70       42


PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       14,968
COMMITMENTS
  10,009    1,771      149    1,601   12,171   11,759   14,091    3,209      877

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:         74)
     517      140        0     -601      -59      -84       81      158       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.9     11.8      1.0     10.7     81.3     78.6     94.1     21.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      40        9        1        6       27       47       36


GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      197,482
COMMITMENTS
  60,436   10,953   10,633  106,703  159,369  177,772  180,955   19,710   16,527

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:      6,696)
   2,448      110    1,542      875    2,295    4,865    3,947    1,831    2,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      5.5      5.4     54.0     80.7     90.0     91.6     10.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      65       23       31       73       83      155      121


SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF10/16/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,600
COMMITMENTS
     500        0        0    3,025    3,175    3,525    3,175       75      425

CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST:        925)
     450        0        0      400      650      850      650       75      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      0.0      0.0     84.0     88.2     97.9     88.2      2.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       16       19       16


Updated Jun 20, 2011