GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,508
COMMITMENTS
       0      150        0    6,508    7,238    6,508    7,388    1,000      120

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        431)
       0        0        0      356      356      356      356       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0     86.7     96.4     86.7     98.4     13.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       18       21       18       22


NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,857
COMMITMENTS
       0      312        0    9,707    9,435    9,707    9,747      150      110

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.0     98.5     95.7     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        0       28       31       28       34


EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,888
COMMITMENTS
       0        0        0    2,051    2,202    2,051    2,202      837      686

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        201)
       0        0        0      224      195      224      195      -23        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     71.0     76.2     71.0     76.2     29.0     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       21       21       21


SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,425
COMMITMENTS
      25       18      151    5,009    5,081    5,185    5,250      240      175

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        137)
       5        8       51      138      234      194      293      -57     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.3      2.8     92.3     93.7     95.6     96.8      4.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        3       28       37       31       40


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      228,675
COMMITMENTS
  39,859   17,405   26,400  128,137  159,461  194,396  203,266   34,279   25,409

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:         36)
  -1,614   -1,173   -1,204    2,153    1,704     -665     -673      701      709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      7.6     11.5     56.0     69.7     85.0     88.9     15.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      39       26       33       74       81      135      122


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      793,948
COMMITMENTS
  79,413  154,087  271,603  376,461  336,485  727,477  762,175   66,471   31,773

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -5,638)
   4,328    2,765   -4,808   -1,781   -1,777   -2,261   -3,820   -3,377   -1,818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     19.4     34.2     47.4     42.4     91.6     96.0      8.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      61       53       74       81       66      179      160


MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,506
COMMITMENTS
       0   12,828    1,540   95,900   79,403   97,440   93,771    9,066   12,735

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        197)
       0        0        5      146        0      151        5       46      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.0      1.4     90.0     74.6     91.5     88.0      8.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       20       17       22       21


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,458
COMMITMENTS
       0    9,178    4,233   68,983   56,444   73,216   69,855    8,242   11,603

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:          8)
    -636    1,113     -221      551   -1,143     -306     -251      314      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.3      5.2     84.7     69.3     89.9     85.8     10.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       24       19       25       22


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      155,983
COMMITMENTS
  17,054    3,188    6,958  122,689  137,482  146,701  147,628    9,282    8,355

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:       -726)
     282        0     -608     -279     -974     -605   -1,582     -121      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      2.0      4.5     78.7     88.1     94.0     94.6      6.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        2       32       27       35       32


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,447
COMMITMENTS
  13,878   13,820    1,984   85,252   85,895  101,114  101,699    8,333    7,748

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:       -735)
       0     -856        0   -2,503     -341   -2,503   -1,197    1,768      462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     12.6      1.8     77.9     78.5     92.4     92.9      7.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       19       24       23       26


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,475
COMMITMENTS
  14,670      948    2,424   30,021   47,291   47,115   50,663    8,360    4,812

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        333)
    -132        0       62      221       89      151      151      182      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      1.7      4.4     54.1     85.2     84.9     91.3     15.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        3       12       15       17       18


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,764
COMMITMENTS
   8,965        0    2,253   42,642   51,669   53,860   53,922    5,904    5,842

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        996)
    -719        0      211    3,118    1,058    2,610    1,269   -1,614     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.0      3.8     71.4     86.5     90.1     90.2      9.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       25       24       26


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,381
COMMITMENTS
   7,458    2,081    3,298   71,766   72,180   82,522   77,559    4,859    9,822

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      1,489)
    -399       62     -159    3,707    2,287    3,149    2,190   -1,660     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      2.4      3.8     82.1     82.6     94.4     88.8      5.6     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        4       26       31       30       35


NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,798
COMMITMENTS
   1,677      631    4,355   83,257   91,088   89,289   96,074   14,509    7,724

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      1,260)
    -915     -246      380    1,733    1,310    1,198    1,444       62     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.6      4.2     80.2     87.8     86.0     92.6     14.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       25       23       29       26


DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,804
COMMITMENTS
  20,589      372    2,887   27,657   44,225   51,133   47,484    6,671   10,320

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        424)
   1,429        0     -856     -459    1,280      114      424      310        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6      0.6      5.0     47.8     76.5     88.5     82.1     11.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       16       15       20       19


VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,180
COMMITMENTS
   5,734    8,352    7,807   55,753   48,914   69,294   65,073    3,886    8,107

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        519)
  -1,355    2,167     -700    2,574      194      519    1,661        0   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     11.4     10.7     76.2     66.8     94.7     88.9      5.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        4       17       16       21       20


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,100
COMMITMENTS
  20,779        0    1,957   59,857   76,072   82,593   78,029    4,507    9,071

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        693)
   1,659      -41     -478     -550    1,150      631      631       62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      0.0      2.2     68.7     87.3     94.8     89.6      5.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       24       27       27       29


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,490
COMMITMENTS
  10,760        0    5,277   94,930  103,884  110,967  109,161    9,523   11,329

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:       -687)
   1,342     -461     -951   -1,181      362     -790   -1,050      103      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.0      4.4     78.8     86.2     92.1     90.6      7.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        2       29       32       32       34


CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,797
COMMITMENTS
   1,551        0      694   28,112   32,733   30,357   33,427   11,440    8,370

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:         -9)
     306        0     -186     -182      124      -62      -62       53       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      1.7     67.3     78.3     72.6     80.0     27.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       14       18       15       19


HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       23,761
COMMITMENTS
   9,429        0        0   11,516   22,955   20,945   22,955    2,816      806

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7      0.0      0.0     48.5     96.6     88.1     96.6     11.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        0        0        7       14       13       14


ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,443
COMMITMENTS
   2,246   18,807   20,610   97,772   90,317  120,628  129,734   15,815    6,709

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:       -554)
   1,188    1,964   -1,922      543      276     -191      318     -363     -872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     13.8     15.1     71.7     66.2     88.4     95.1     11.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        5        7       34       28       41       35


CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,004
COMMITMENTS
   3,099    4,170    4,570   73,641   67,020   81,310   75,760    7,694   13,244

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -1,564)
   2,755     -301   -1,289   -1,411      135       55   -1,455   -1,619     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      4.7      5.1     82.7     75.3     91.4     85.1      8.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        4       20       23       24       27


HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,228
COMMITMENTS
  10,285        0        0   50,747   58,880   61,032   58,880    2,196    4,348

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      2,976)
   2,077        0        0      713    2,666    2,790    2,666      186      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      0.0      0.0     80.3     93.1     96.5     93.1      3.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        0        0       14       20       20       20


HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      253,301
COMMITMENTS
  14,392    6,691    2,989  229,490  234,083  246,871  243,763    6,430    9,538

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      1,713)
     972       -4     -396    1,747    2,051    2,323    1,651     -610       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      2.6      1.2     90.6     92.4     97.5     96.2      2.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        5        7       52       47       59       55


NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      205,235
COMMITMENTS
   8,164    4,107   11,601  173,953  181,819  193,718  197,527   11,517    7,708

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      1,529)
       0      158      -38    1,774    2,110    1,736    2,230     -207     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.0      5.7     84.8     88.6     94.4     96.2      5.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        4       40       34       45       38


PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      222,749
COMMITMENTS
   2,964   12,199   10,653  191,260  190,606  204,877  213,458   17,872    9,291

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:       -666)
       0   -1,547      275   -1,994     -602   -1,719   -1,874    1,053    1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      5.5      4.8     85.9     85.6     92.0     95.8      8.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        5        5       43       38       49       44


SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,904
COMMITMENTS
     683      248    2,780   38,313   38,861   41,776   41,889    9,128    9,015

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        542)
       4        0      118      451       29      573      147      -31      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.5      5.5     75.3     76.3     82.1     82.3     17.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       18       20       20


SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      204,621
COMMITMENTS
  25,228    8,252   13,280  149,633  163,061  188,141  184,593   16,480   20,028

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:         42)
     186   -1,580      549     -480      704      255     -327     -213      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      4.0      6.5     73.1     79.7     91.9     90.2      8.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        5       36       36       42       41


TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,585
COMMITMENTS
   7,261    3,143    4,070   59,913   60,955   71,244   68,168    5,341    8,417

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:       -746)
      85        0     -302     -777     -692     -994     -994      248      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      4.1      5.3     78.2     79.6     93.0     89.0      7.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        3       27       29       31       35


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,827,006
COMMITMENTS
 482,333  149,724  859,520  1458793  1797440  2800646  2806684   26,360   20,322

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     37,515)
   1,540    7,968      -37   40,392   29,527   41,895   37,458   -4,380       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      5.3     30.4     51.6     63.6     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      26       22       43      110       96      157      141


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      981,975
COMMITMENTS
  59,287  221,117  234,618  667,716  516,116  961,621  971,851   20,354   10,124

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     15,921)
  -7,344    9,902   -2,816   14,172    7,450    4,012   14,536   11,909    1,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     22.5     23.9     68.0     52.6     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      17       28       35       43       42       81       84


CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       11,495
COMMITMENTS
      33      350        0   10,481   10,439   10,514   10,789      981      706

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:         49)
    -330      350     -180      604     -176       94       -6      -45       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      3.0      0.0     91.2     90.8     91.5     93.9      8.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       18       12       19       13


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,248
COMMITMENTS
   2,286      440      445   31,804   33,244   34,535   34,129      713    1,119

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      340      360      340      360       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.2      1.3     90.2     94.3     98.0     96.8      2.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        1        6       29       26       38       32


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,474
COMMITMENTS
   1,372       45      420   13,641   14,968   15,433   15,433       41       41

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.3      2.7     88.2     96.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       13       21       15       23


ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,463
COMMITMENTS
   5,016       80      237   11,529   16,929   16,782   17,246      681      217

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      0.5      1.4     66.0     96.9     96.1     98.8      3.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       19       19       21       22


NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,520
COMMITMENTS
     159        0       20    8,735    9,960    8,914    9,980    1,606      540

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.2     83.0     94.7     84.7     94.9     15.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       13       16       14


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,020
COMMITMENTS
   1,008    1,324      904   24,266   25,780   26,178   28,008    2,842    1,012

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       48        0       48        0        2       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      4.6      3.1     83.6     88.8     90.2     96.5      9.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       24       23       27       26


NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,732
COMMITMENTS
   1,208      366    1,300   18,616   19,382   21,124   21,048      608      684

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        -48)
       0       56        0      -48     -104      -48      -48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      1.7      6.0     85.7     89.2     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       21       23       25


ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,884
COMMITMENTS
   1,340      780      140    8,186    8,186    9,666    9,106      218      778

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:         50)
       0        0        0        0       20        0       20       50       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      7.9      1.4     82.8     82.8     97.8     92.1      2.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       14       13       16       15


CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:        6,730
COMMITMENTS
     698        0       54    5,744    5,848    6,496    5,902      234      828

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.0      0.8     85.3     86.9     96.5     87.7      3.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       13       13       14


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,404,428
COMMITMENTS
 230,982  186,421  356,769  748,921  788,382  1336672  1331572   67,756   72,856

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      6,444)
  -5,044  -15,039    6,791    2,814   28,965    4,561   20,717    1,883  -14,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     13.3     25.4     53.3     56.1     95.2     94.8      4.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      93      111      125       82       94      264      253


WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,076
COMMITMENTS
  19,263   24,426    3,664   54,582   29,709   77,509   57,799   25,567   45,277

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     23.7      3.6     53.0     28.8     75.2     56.1     24.8     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        4       13       11       18       17


DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,280
COMMITMENTS
       0      600       50   18,130   17,630   18,180   18,280      100        0

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        925)
     -50        0       50      825      875      825      925      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.3     99.2     96.4     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       30       32       31       34


WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,645
COMMITMENTS
  21,566   19,893   29,559   62,391   62,634  113,516  112,086    7,129    8,559

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:      2,236)
   1,600   -1,728      818     -275    2,874    2,143    1,964       93      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     16.5     24.5     51.7     51.9     94.1     92.9      5.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4       13       13       22       21       38       35


BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,225
COMMITMENTS
      50      600        0    9,175    8,625    9,225    9,225        0        0

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      6.5      0.0     99.5     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0        9       15       10       16


PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,698
COMMITMENTS
   9,881    2,618      152    4,556   13,258   14,589   16,028    2,109      670

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:       -673)
  -1,183     -116       28      715     -820     -440     -908     -233      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.2     15.7      0.9     27.3     79.4     87.4     96.0     12.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      46       16        3       17       24       66       42


PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,612
COMMITMENTS
   8,781    2,492      116    1,522    9,885   10,419   12,493    3,193    1,119

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:       -367)
    -600      358      -14     -145     -702     -759     -358      392       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.5     18.3      0.9     11.2     72.6     76.5     91.8     23.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      44        8        2        9       25       54       34


GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      207,631
COMMITMENTS
  58,915    8,322   14,058  114,258  172,697  187,231  195,077   20,400   12,554

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:     -3,550)
  -3,510     -510    2,419   -3,484   -4,152   -4,575   -2,243    1,025   -1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      4.0      6.8     55.0     83.2     90.2     94.0      9.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      62       17       26       82       93      156      125


SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,900
COMMITMENTS
       0        0      300    3,600    3,600    3,900    3,900        0        0

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      7.7     92.3     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        2       19       20       21       22


UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,018
COMMITMENTS
     280      308      396    3,564    3,464    4,240    4,168      778      850

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        273)
       0     -300      273        0        0      273      -27        0      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      6.1      7.9     71.0     69.0     84.5     83.1     15.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       15       15       16


SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF11/27/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,955
COMMITMENTS
     975        0       50    2,930    3,755    3,955    3,805        0      150

CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST:        705)
     -50        0       50      705      655      705      705        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      0.0      1.3     74.1     94.9    100.0     96.2      0.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       18       17       20       18


Updated Jun 20, 2011