GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,464
COMMITMENTS
       0      125        0    7,492    8,252    7,492    8,377      972       87

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        615)
       0       25        0      615      590      615      615        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      0.0     88.5     97.5     88.5     99.0     11.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       21       22       21       24


NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,023
COMMITMENTS
       0      583       50    8,853    8,320    8,903    8,953      120       70

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,844
COMMITMENTS
       0        0        0    1,892    2,147    1,892    2,147      952      697

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       38        3       38        3       12       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     66.5     75.5     66.5     75.5     33.5     24.5

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,386
COMMITMENTS
       0       65       80    3,701    3,663    3,781    3,808      605      578

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:         53)
       0        0       20      125      120      145      140      -92      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      1.8     84.4     83.5     86.2     86.8     13.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        2       28       32       30       34


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      204,203
COMMITMENTS
  43,313   10,744   24,691  110,175  144,606  178,179  180,041   26,024   24,162

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:    -10,645)
   6,871        3   -3,021  -11,816   -3,987   -7,966   -7,005   -2,679   -3,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      5.3     12.1     54.0     70.8     87.3     88.2     12.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      38       24       37       68       81      130      122


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      849,704
COMMITMENTS
  90,903  194,392  274,971  428,667  345,256  794,541  814,619   55,163   35,085

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:     -4,705)
  -1,945  -13,424    2,498   -1,774    4,798   -1,221   -6,128   -3,484    1,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     22.9     32.4     50.4     40.6     93.5     95.9      6.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      49       65       72       80       69      174      166


MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,004
COMMITMENTS
       0   11,338    2,158   94,007   77,326   96,165   90,822    3,839    9,182

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        -32)
       0       42        0     -148       31     -148       73      116     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.3      2.2     94.0     77.3     96.2     90.8      3.8      9.2

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,195
COMMITMENTS
       0   12,694    2,784   75,520   57,601   78,304   73,079    4,891   10,116

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,571)
       0     -396      540    1,031    1,855    1,571    1,999        0     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.3      3.3     90.8     69.2     94.1     87.8      5.9     12.2

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      146,546
COMMITMENTS
  15,878    2,262    4,981  114,936  133,231  135,795  140,474   10,751    6,072

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:       -465)
  -1,369      -58      182    2,186    1,204      999    1,328   -1,464   -1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      1.5      3.4     78.4     90.9     92.7     95.9      7.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        3       33       29       37       34


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,184
COMMITMENTS
  13,723   11,461      936   87,435   90,251  102,094  102,648    7,090    6,536

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,520)
       0      302        0    1,520    1,218    1,520    1,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     10.5      0.9     80.1     82.7     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       23       26       27       28


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,165
COMMITMENTS
  13,349      978    1,106   27,730   44,719   42,185   46,803    7,980    3,362

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:         54)
     116        0        0      -62       54       54       54        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      1.9      2.2     55.3     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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,096
COMMITMENTS
   4,370        0    3,602   43,319   47,619   51,291   51,221    6,805    6,875

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        428)
     244        0     -306      548      792      486      486      -58      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      6.2     74.6     82.0     88.3     88.2     11.7     11.8

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,127
COMMITMENTS
   1,102    1,311    4,237   80,432   75,058   85,771   80,606    3,356    8,521

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,864)
      98     -840       -3    2,018      746    2,113      -97     -249    1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.5      4.8     90.2     84.2     96.2     90.4      3.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        4       27       32       31       36


NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,437
COMMITMENTS
   1,626    1,135    3,501   91,193   97,230   96,320  101,866   14,117    8,571

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        639)
    -356       62       62      871       87      577      211       62      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.0      3.2     82.6     88.0     87.2     92.2     12.8      7.8

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,556
COMMITMENTS
  22,516        0    1,906   30,619   45,276   55,041   47,182    3,515   11,374

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,022)
   1,056        0     -183     -502      958      371      775      651      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5      0.0      3.3     52.3     77.3     94.0     80.6      6.0     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        3       17       14       21       17


VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,470
COMMITMENTS
   4,650    8,320    6,802   57,403   43,995   68,855   59,117    2,615   12,353

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:         13)
     800     -310     -291     -496      428       13     -173        0      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     11.6      9.5     80.3     61.6     96.3     82.7      3.7     17.3

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,277
COMMITMENTS
   8,896        0    3,075   65,785   70,563   77,756   73,638    5,521    9,639

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        420)
     -58        0       -3     -544     -489     -605     -492    1,025      912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      3.7     79.0     84.7     93.4     88.4      6.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       25       26       28       28


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,814
COMMITMENTS
   8,686        0    7,790   98,638  105,196  115,114  112,986    5,700    7,828

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,646)
    -984        0      311    3,094    1,126    2,421    1,437     -775      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      6.4     81.6     87.1     95.3     93.5      4.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        2       26       32       29       34


HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       24,226
COMMITMENTS
   3,640    4,650        0   19,323   18,499   22,963   23,149    1,263    1,077

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     19.2      0.0     79.8     76.4     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        0       10        9       11       13


ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      134,386
COMMITMENTS
     444   20,322   20,180  102,322   86,159  122,946  126,661   11,440    7,725

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        273)
       0    1,071     -214      789     -768      575       89     -302      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     15.1     15.0     76.1     64.1     91.5     94.3      8.5      5.7

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,952
COMMITMENTS
   7,384    3,745    6,347   65,384   65,241   79,115   75,333    7,837   11,619

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,780)
   2,001        0       55     -170    2,487    1,886    2,542     -106     -762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      4.3      7.3     75.2     75.0     91.0     86.6      9.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        5       21       22       26       28


HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,127
COMMITMENTS
   3,640    3,410        0   54,605   54,793   58,245   58,203    4,882    4,924

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      3,968)
  -1,674    3,410     -310    5,704      496    3,720    3,596      248      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.4      0.0     86.5     86.8     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        0       16       16       17       19


HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      255,586
COMMITMENTS
  12,642    5,309    5,425  227,146  228,582  245,213  239,316   10,373   16,270

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      2,002)
      70       56      868    1,821    1,141    2,759    2,065     -757      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.1      2.1     88.9     89.4     95.9     93.6      4.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        3        7       49       43       56       50


NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      214,010
COMMITMENTS
   8,827    5,155   12,468  181,316  187,807  202,611  205,430   11,399    8,580

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,794)
       0      370     -128    1,922    1,490    1,794    1,732        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      2.4      5.8     84.7     87.8     94.7     96.0      5.3      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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      216,074
COMMITMENTS
  10,733   10,212    7,485  181,678  190,561  199,896  208,258   16,178    7,816

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:       -593)
    -123   -1,414      162     -544      -14     -505   -1,266      -88      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.7      3.5     84.1     88.2     92.5     96.4      7.5      3.6

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,898
COMMITMENTS
       0    2,638      834   40,554   37,664   41,388   41,136    8,510    8,762

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        283)
       0      912     -141      424     -488      283      283        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      1.7     81.3     75.5     82.9     82.4     17.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       20       18       21       19


SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      211,644
COMMITMENTS
  22,834    5,646   11,742  161,656  173,766  196,232  191,154   15,412   20,490

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      4,360)
    -891      124    1,013    5,059    2,638    5,181    3,775     -821      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      2.7      5.5     76.4     82.1     92.7     90.3      7.3      9.7

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,892
COMMITMENTS
   4,410    8,423    2,086   69,995   64,933   76,491   75,442    7,401    8,450

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      1,718)
       0      784      -29    1,747      963    1,718    1,718        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     10.0      2.5     83.4     77.4     91.2     89.9      8.8     10.1

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,682,453
COMMITMENTS
 553,511  115,102  860,477  1223259  1674733  2637247  2650312   45,206   32,141

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:   -156,137)
 -13,704  -20,131  -21,528 -122,194 -114,896 -157,426 -156,555    1,289      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      4.3     32.1     45.6     62.4     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      28       18       43       99       91      147      137


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      879,625
COMMITMENTS
  68,116  241,255  169,855  636,547  462,785  874,518  873,895    5,107    5,730

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:   -114,557)
 -11,461  -22,009  -32,527  -70,244  -59,741 -114,232 -114,277     -325     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     27.4     19.3     72.4     52.6     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       16       29       40       40       75       72


CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       10,786
COMMITMENTS
      31        0        0   10,029   10,510   10,060   10,510      726      276

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:       -275)
       0        0        0     -215     -205     -215     -205      -60      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     93.0     97.4     93.3     97.4      6.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       20       14       21       14


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,777
COMMITMENTS
   2,225      504      264   31,679   33,245   34,168   34,013      609      764

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:     -3,140)
     523        8     -525   -3,084   -2,528   -3,086   -3,045      -54      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      1.4      0.8     91.1     95.6     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        2       27       27       32       31


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| 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 12/24/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,363
COMMITMENTS
   4,307       40      337   12,988   17,708   17,632   18,085      731      278

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        456)
       0        0        0      393      633      393      633       63     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      0.2      1.8     70.7     96.4     96.0     98.5      4.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       20       20       22       23


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,250
COMMITMENTS
   1,054    1,524      618   23,190   25,110   24,862   27,252    3,388      998

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,232
COMMITMENTS
   1,384        0    1,140   17,146   18,392   19,670   19,532      562      700

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:       -202)
       0        0        0     -202     -202     -202     -202        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      5.6     84.7     90.9     97.2     96.5      2.8      3.5

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,712
COMMITMENTS
   1,410      580      190    6,674    7,406    8,274    8,176      438      536

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:       -194)
       0        0        0     -194     -194     -194     -194        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      6.7      2.2     76.6     85.0     95.0     93.8      5.0      6.2

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 OF12/31/07                          |
--------------------------------------------------------------| 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    5,586    5,598    6,138    5,646      184      676

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       24        0       24        0      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      0.0      0.8     88.4     88.5     97.1     89.3      2.9     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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,361,258
COMMITMENTS
 238,970  151,315  356,127  689,341  775,037  1284438  1282479   76,820   78,779

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:     35,507)
  19,588  -19,705   22,623  -11,409   28,067   30,802   30,985    4,705    4,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     11.1     26.2     50.6     56.9     94.4     94.2      5.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      96      101      122       74       90      248      246


DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| 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 12/24/07 (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      3.8      0.3     99.7     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       30       32       31       34


WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      140,183
COMMITMENTS
  24,726   22,737   38,193   69,114   72,652  132,033  133,582    8,150    6,601

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:      6,354)
     878      240    2,664    3,660    4,243    7,202    7,147     -848     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     16.2     27.2     49.3     51.8     94.2     95.3      5.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       13       17       22       22       44       40


BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| 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 12/24/07 (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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,978
COMMITMENTS
  10,102    1,848        0    3,926   13,784   14,028   15,632    1,950      346

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        786)
   1,109       27     -115     -343    1,011      651      923      135     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.2     11.6      0.0     24.6     86.3     87.8     97.8     12.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      48       16        0       11       25       59       41


PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,562
COMMITMENTS
  12,647    2,259      219      990   14,115   13,856   16,593    3,706      969

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        892)
     914     -265       70      -94    1,167      890      972        2      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.0     12.9      1.2      5.6     80.4     78.9     94.5     21.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      50       14        2        7       24       59       38


GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      204,390
COMMITMENTS
  59,614    6,890   16,541  106,385  166,466  182,540  189,897   21,850   14,493

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:    -10,702)
   5,837   -2,187     -508  -14,409   -4,313   -9,080   -7,008   -1,622   -3,694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      3.4      8.1     52.1     81.4     89.3     92.9     10.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      69       12       27       74       87      153      117


SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| 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    3,525    3,825    3,775        0       50

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -50        0      -50        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      6.5     89.5     92.2    100.0     98.7      0.0      1.3

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 OF12/31/07                          |
--------------------------------------------------------------| 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 12/24/07 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,755
COMMITMENTS
   1,525        0      825    3,405    4,780    5,755    5,605        0      150

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      0.0     14.3     59.2     83.1    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       15       18       16


NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF12/31/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,460
COMMITMENTS
     192        0      135    1,854    2,265    2,181    2,400      279       60

CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0        0        0        0        0      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      5.5     75.4     92.1     88.7     97.6     11.3      2.4

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


Updated Jun 20, 2011