GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,849
COMMITMENTS
       0      100        0    6,877    7,662    6,877    7,762      972       87

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      450      440      450      440        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     87.6     97.6     87.6     98.9     12.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       20       22       20       23


NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,998
COMMITMENTS
       0      583       50    8,828    8,295    8,878    8,928      120       70

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      0.6     98.1     92.2     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        1       28       27       29       31


EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,794
COMMITMENTS
       0        0        0    1,854    2,144    1,854    2,144      940      650

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        -48)
       0        0        0      -89      -49      -89      -49       41        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     66.4     76.7     66.4     76.7     33.6     23.3

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


SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,333
COMMITMENTS
       0       65       60    3,576    3,543    3,636    3,668      697      665

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        334)
       0       55       10      160      180      170      245      164       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      1.4     82.5     81.8     83.9     84.7     16.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       26       32       27       34


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      214,848
COMMITMENTS
  36,442   10,741   27,712  121,991  148,593  186,145  187,046   28,703   27,802

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      2,636)
   1,559   -1,094   -1,348    3,214    7,336    3,425    4,894     -789   -2,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      5.0     12.9     56.8     69.2     86.6     87.1     13.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      37       24       37       70       81      130      123


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      854,409
COMMITMENTS
  92,848  207,816  272,473  430,441  340,458  795,762  820,747   58,647   33,662

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -3,083)
  -2,854   13,748   -6,577   10,635   -6,056    1,204    1,115   -4,287   -4,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     24.3     31.9     50.4     39.8     93.1     96.1      6.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      51       66       78       85       70      181      176


MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,036
COMMITMENTS
       0   11,296    2,158   94,155   77,295   96,313   90,749    3,723    9,287

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -1,040)
     -49      170      239    1,211   -1,165    1,401     -756   -2,441     -284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.3      2.2     94.1     77.3     96.3     90.7      3.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        4        2       25       20       27       24


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,624
COMMITMENTS
       0   13,090    2,244   74,489   55,746   76,733   71,080    4,891   10,544

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,691)
     -43    2,064     -987    4,186    1,710    3,156    2,787   -1,465   -1,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.0      2.7     91.3     68.3     94.0     87.1      6.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        2       23       22       25       25


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      147,011
COMMITMENTS
  17,247    2,320    4,799  112,750  132,027  134,796  139,146   12,215    7,865

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,729)
   2,838      -93     -151     -745    1,549    1,942    1,305     -213      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      1.6      3.3     76.7     89.8     91.7     94.7      8.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        3       32       28       36       33


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,664
COMMITMENTS
  13,723   11,159      936   85,915   89,033  100,574  101,128    7,090    6,536

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        122)
       0        0        0      336      764      336      764     -214     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     10.4      0.9     79.8     82.7     93.4     93.9      6.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       23       25       27       27


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,111
COMMITMENTS
  13,233      978    1,106   27,792   44,665   42,131   46,749    7,980    3,362

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        592)
     739       30     -274      125    2,633      590    2,389        2   -1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      2.0      2.2     55.5     89.1     84.1     93.3     15.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       10       16       14       19


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,668
COMMITMENTS
   4,126        0    3,908   42,771   46,827   50,805   50,735    6,863    6,933

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      2,168)
     889        0      -94    1,340    2,291    2,135    2,197       33      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      6.8     74.2     81.2     88.1     88.0     11.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       17       23       19       24


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,263
COMMITMENTS
   1,004    2,151    4,240   78,414   74,312   83,658   80,703    3,605    6,560

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,731)
  -2,431      815    1,218    3,934    2,861    2,721    4,894     -990   -3,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.5      4.9     89.9     85.2     95.9     92.5      4.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        4       26       32       30       36


NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,798
COMMITMENTS
   1,982    1,073    3,439   90,322   97,143   95,743  101,655   14,055    8,143

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        609)
    -306     -163      -23      430      736      101      550      508       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.0      3.1     82.3     88.5     87.2     92.6     12.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        3       24       23       27       26


DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,534
COMMITMENTS
  21,460        0    2,089   31,121   44,318   54,670   46,407    2,864   11,127

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:         43)
     403        0     -454      309      -96      258     -550     -215      593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3      0.0      3.6     54.1     77.0     95.0     80.7      5.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        4       18       14       23       18


VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,457
COMMITMENTS
   3,850    8,630    7,093   57,899   43,567   68,842   59,290    2,615   12,167

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,470)
     253      582       39    1,578     -694    1,870      -73     -400    1,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     12.1      9.9     81.0     61.0     96.3     83.0      3.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        3       15       14       19       17


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,857
COMMITMENTS
   8,954        0    3,078   66,329   71,052   78,361   74,130    4,496    8,727

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,026)
    -111        0       84    1,672    1,120    1,645    1,204     -619     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      3.7     80.1     85.8     94.6     89.5      5.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       26       27       29       29


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,168
COMMITMENTS
   9,670        0    7,479   95,544  104,070  112,693  111,549    6,475    7,619

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        255)
    -212        0      156    1,339      588    1,283      744   -1,028     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.0      6.3     80.2     87.3     94.6     93.6      5.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        2       25       32       28       34


ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      134,113
COMMITMENTS
     444   19,251   20,394  101,533   86,927  122,371  126,572   11,742    7,541

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -252)
       0   -1,233      182     -887      742     -705     -309      453       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     14.4     15.2     75.7     64.8     91.2     94.4      8.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        6       35       29       41       36


CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,172
COMMITMENTS
   5,383    3,745    6,292   65,554   62,754   77,229   72,791    7,943   12,381

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      2,646)
   2,876        0    1,021   -1,045    5,242    2,852    6,263     -206   -3,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.4      7.4     77.0     73.7     90.7     85.5      9.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        4       20       21       24       26


HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,159
COMMITMENTS
   5,314        0      310   48,901   54,297   54,525   54,607    4,634    4,552

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      2,418)
   1,364        0        0      961    1,426    2,325    1,426       93      992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      0.5     82.7     91.8     92.2     92.3      7.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       13       15       15       16


HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      253,584
COMMITMENTS
  12,572    5,253    4,557  225,325  227,441  242,454  237,251   11,130   16,333

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      4,194)
  -1,914     -484      830    5,176    1,800    4,092    2,146      102    2,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.1      1.8     88.9     89.7     95.6     93.6      4.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        3        6       48       43       54       49


NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      212,216
COMMITMENTS
   8,827    4,785   12,596  179,394  186,317  200,817  203,698   11,399    8,518

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        705)
     546     -832     -236      989    1,891    1,299      823     -594     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      2.3      5.9     84.5     87.8     94.6     96.0      5.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        3       37       35       42       38


PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      216,667
COMMITMENTS
  10,856   11,626    7,323  182,222  190,575  200,401  209,524   16,266    7,143

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -875)
   1,847       44     -681   -3,832      -92   -2,666     -729    1,791     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      5.4      3.4     84.1     88.0     92.5     96.7      7.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        3        4       42       39       47       45


SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,615
COMMITMENTS
       0    1,726      975   40,130   38,152   41,105   40,853    8,510    8,762

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        641)
       0      642     -509      -64      508     -573      641    1,214        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      2.0     80.9     76.9     82.8     82.3     17.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       18       20       19


SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      207,284
COMMITMENTS
  23,725    5,522   10,729  156,597  171,128  191,051  187,379   16,233   19,905

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      2,970)
  -1,139        0     -723    4,433    3,296    2,571    2,573      399      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      2.7      5.2     75.5     82.6     92.2     90.4      7.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        5       34       36       40       41


TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,174
COMMITMENTS
   4,410    7,639    2,115   68,248   63,970   74,773   73,724    7,401    8,450

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        290)
       0   -2,504        0      553    2,999      553      495     -263     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      9.3      2.6     83.1     77.8     91.0     89.7      9.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       26       29       29       33


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,838,590
COMMITMENTS
 567,215  135,233  882,005  1345453  1789629  2794673  2806867   43,917   31,723

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     51,303)
  28,330   -8,784    5,636    9,892   51,230   43,858   48,082    7,445    3,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      4.8     31.1     47.4     63.0     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      33       17       41      107       93      157      136


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      994,182
COMMITMENTS
  79,577  263,264  202,382  706,791  522,526  988,750  988,172    5,432    6,010

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     41,403)
  11,763    1,358    1,716   26,877   37,539   40,356   40,613    1,047      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     26.5     20.4     71.1     52.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20       23       33       44       42       82       80


CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       11,061
COMMITMENTS
      31        0        0   10,244   10,715   10,275   10,715      786      346

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -15      -90      -15      -90      -60       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     92.6     96.9     92.9     96.9      7.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       14       20       14


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       37,917
COMMITMENTS
   1,702      496      789   34,763   35,773   37,254   37,058      663      859

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        228)
       0        0        0      228      228      228      228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.3      2.1     91.7     94.3     98.3     97.7      1.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        3        5       33       26       41       33


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,640
COMMITMENTS
   1,456       45      336   12,828   14,239   14,620   14,620       20       20

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.3      2.3     87.6     97.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       14       21       16       23


ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,907
COMMITMENTS
   4,307       40      337   12,595   17,075   17,239   17,452      668      455

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        219)
       0        0        0      209      219      209      219       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      0.2      1.9     70.3     95.4     96.3     97.5      3.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       19       19       21       22


NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,256
COMMITMENTS
      79        0       10    8,913    9,520    9,002    9,530    1,254      726

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:         56)
       0        0        0       56       56       56       56        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.1     86.9     92.8     87.8     92.9     12.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       13       17       14


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,270
COMMITMENTS
   1,054    1,524      618   23,210   25,130   24,882   27,272    3,388      998

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        204)
       0        0        0      204      208      204      208        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      5.4      2.2     82.1     88.9     88.0     96.5     12.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       24       21       27       24


NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,434
COMMITMENTS
   1,384        0    1,140   17,348   18,594   19,872   19,734      562      700

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0       60       60       60       60     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      5.6     84.9     91.0     97.2     96.6      2.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        2       21       23       23       25


ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,906
COMMITMENTS
   1,410      580      190    6,868    7,600    8,468    8,370      438      536

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        120)
       0     -200      120        0      440      120      360        0     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      6.5      2.1     77.1     85.3     95.1     94.0      4.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       14       14       17       16


CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| 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:        6,322
COMMITMENTS
     504        0       48    5,562    5,598    6,114    5,646      208      676

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:          8)
       0        0        0        8        8        8        8        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.0      0.8     88.0     88.5     96.7     89.3      3.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       13       14       14


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,325,751
COMMITMENTS
 219,382  171,020  333,504  700,750  746,970  1253636  1251494   72,115   74,257

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:     -4,499)
   6,279  -13,030      255  -13,618    9,407   -7,084   -3,368    2,585   -1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     12.9     25.2     52.9     56.3     94.6     94.4      5.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      86      107      117       78       96      242      251


DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,114
COMMITMENTS
       0      650       50   17,064   16,414   17,114   17,114        0        0

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        774)
       0        0        0      924      924      924      924     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.3     99.7     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        1       29       31       30       33


WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,829
COMMITMENTS
  23,848   22,497   35,529   65,454   68,409  124,831  126,435    8,998    7,394

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      1,634)
   2,044      358    1,268     -553      647    2,759    2,273   -1,125     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     16.8     26.5     48.9     51.1     93.3     94.5      6.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       12       16       22       22       43       39


BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,610
COMMITMENTS
      25      600        0    8,585    8,010    8,610    8,610        0        0

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      7.0      0.0     99.7     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       15       18       16       19


PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,192
COMMITMENTS
   8,993    1,821      115    4,269   12,773   13,377   14,709    1,815      483

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        681)
    -101       -8       85      623      567      607      644       74       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.2     12.0      0.8     28.1     84.1     88.1     96.8     11.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      41       19        3       13       23       55       44


PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,670
COMMITMENTS
  11,733    2,524      149    1,084   12,948   12,966   15,621    3,704    1,049

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        457)
     817     -189       45     -313      389      549      245      -92      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.4     15.1      0.9      6.5     77.7     77.8     93.7     22.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      48       16        3        7       25       58       41


GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      215,092
COMMITMENTS
  53,777    9,077   17,049  120,794  170,779  191,620  196,905   23,472   18,187

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:      2,195)
   3,094    1,404   -1,792   -1,823    1,880     -521    1,492    2,716      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      4.2      7.9     56.2     79.4     89.1     91.5     10.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      65       16       30       77       89      158      122


RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,625
COMMITMENTS
   2,253      197      760    3,128    5,081    6,141    6,038    1,484    1,587

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      2.6     10.0     41.0     66.6     80.5     79.2     19.5     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        1        5       10       11       19       16


SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,825
COMMITMENTS
     150        0      250    3,425    3,575    3,825    3,825        0        0

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:          0)
     150        0        0        0        0      150        0     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      6.5     89.5     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       19       20       20


UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        7,609
COMMITMENTS
     380      873      917    5,069    4,654    6,366    6,444    1,243    1,165

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        685)
       0      725       25      580     -170      605      580       80      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     11.5     12.1     66.6     61.2     83.7     84.7     16.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       15       19       16


SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,780
COMMITMENTS
   1,525        0      825    3,430    4,805    5,780    5,630        0      150

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      0.0     14.3     59.3     83.1    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       16       18       17


NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF12/24/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,505
COMMITMENTS
     192        0      135    1,854    2,265    2,181    2,400      324      105

CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      5.4     74.0     90.4     87.1     95.8     12.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       13       17       14       18


Updated Jun 20, 2011