GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     7,849:         0        100          0      6,877      7,662      6,877      7,762:       972         87
Old  :     7,849:         0        100          0      6,877      7,662      6,877      7,762:       972         87
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       450:         0          0          0        450        440        450        440:         0         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.3        0.0       87.6       97.6       87.6       98.9:      12.4        1.1
Old  :     100.0:       0.0        1.3        0.0       87.6       97.6       87.6       98.9:      12.4        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          1          0         20         22         20         23:
Old  :        29:         0          1          0         20         22         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       56.6       73.1       77.0       41.1       48.4       49.6       58.9
Old  :                 57.4       56.6       73.1       77.0       41.1       48.4       49.6       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,998:         0        583         50      8,828      8,295      8,878      8,928:       120         70
Old  :     8,998:         0        583         50      8,828      8,295      8,878      8,928:       120         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :        50:         0          0          0         50         50         50         50:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.5        0.6       98.1       92.2       98.7       99.2:       1.3        0.8
Old  :     100.0:       0.0        6.5        0.6       98.1       92.2       98.7       99.2:       1.3        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         0          4          1         28         27         29         31:
Old  :        40:         0          4          1         28         27         29         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       46.4       79.0       66.0       45.1       34.7       56.9       48.9
Old  :                 51.4       46.4       79.0       66.0       45.1       34.7       56.9       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 1,000 METRIC TONS)                            :
     :          :                                                                            :
All  :     2,794:         0          0          0      1,854      2,144      1,854      2,144:       940        650
Old  :     2,794:         0          0          0      1,854      2,144      1,854      2,144:       940        650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       -48:         0          0          0        -89        -49        -89        -49:        41          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       66.4       76.7       66.4       76.7:      33.6       23.3
Old  :     100.0:       0.0        0.0        0.0       66.4       76.7       66.4       76.7:      33.6       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         14         20         14         20:
Old  :        20:         0          0          0         14         20         14         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       34.8       56.1       57.8       20.9       27.8       25.0       34.6
Old  :                 34.1       34.8       56.1       57.8       20.9       27.8       25.0       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 1,000 METRIC TONS)                            :
     :          :                                                                            :
All  :     4,333:         0         65         60      3,576      3,543      3,636      3,668:       697        665
Old  :     4,333:         0         65         60      3,576      3,543      3,636      3,668:       697        665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       334:         0         55         10        160        180        170        245:       164         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.5        1.4       82.5       81.8       83.9       84.7:      16.1       15.3
Old  :     100.0:       0.0        1.5        1.4       82.5       81.8       83.9       84.7:      16.1       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         0          1          1         26         32         27         34:
Old  :        34:         0          1          1         26         32         27         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       20.7       48.3       37.7       19.3       15.9       27.0       25.3
Old  :                 30.1       20.7       48.3       37.7       19.3       15.9       27.0       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   257,737:    37,859      8,959     51,740    135,047    166,764    224,646    227,462:    33,091     30,275
Old  :   257,737:    37,859      8,959     51,740    135,047    166,764    224,646    227,462:    33,091     30,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     2,548:     1,832     -1,244     -1,392      3,045      7,719      3,486      5,083:      -938     -2,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        3.5       20.1       52.4       64.7       87.2       88.3:      12.8       11.7
Old  :     100.0:      14.7        3.5       20.1       52.4       64.7       87.2       88.3:      12.8       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        44         20         40         72         83        134        130:
Old  :       154:        44         20         40         72         83        134        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       18.3       31.0       29.1       13.6       10.5       19.6       16.0
Old  :                 19.3       18.3       31.0       29.1       13.6       10.5       19.6       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  : 1,297,421:    99,957    202,444    512,129    622,021    545,971  1,234,108  1,260,544:    63,313     36,877
Old  : 1,297,421:    99,957    202,444    512,129    622,021    545,971  1,234,108  1,260,544:    63,313     36,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :    -3,535:      -297      9,775     -6,071      6,228     -2,750       -140        954:    -3,395     -4,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       15.6       39.5       47.9       42.1       95.1       97.2:       4.9        2.8
Old  :     100.0:       7.7       15.6       39.5       47.9       42.1       95.1       97.2:       4.9        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        61         79         96         87         76        202        203:
Old  :       235:        61         79         96         87         76        202        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       35.0       51.5       52.6        9.6       12.3       12.9       15.1
Old  :                 37.5       35.0       51.5       52.6        9.6       12.3       12.9       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   100,036:         0     11,296      2,158     94,155     77,295     96,313     90,749:     3,723      9,287
Old  :   100,036:         0     11,296      2,158     94,155     77,295     96,313     90,749:     3,723      9,287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :    -1,040:       -49        170        239      1,211     -1,165      1,401       -756:    -2,441       -284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.3        2.2       94.1       77.3       96.3       90.7:       3.7        9.3
Old  :     100.0:       0.0       11.3        2.2       94.1       77.3       96.3       90.7:       3.7        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          4          2         25         20         27         24:
Old  :        32:         0          4          2         25         20         27         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       59.3       72.8       76.7       54.7       58.9       70.9       72.8
Old  :                 56.0       59.3       72.8       76.7       54.7       58.9       70.9       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    81,624:         0     13,090      2,244     74,489     55,746     76,733     71,080:     4,891     10,544
Old  :    81,624:         0     13,090      2,244     74,489     55,746     76,733     71,080:     4,891     10,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     1,691:       -43      2,064       -987      4,186      1,710      3,156      2,787:    -1,465     -1,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       16.0        2.7       91.3       68.3       94.0       87.1:       6.0       12.9
Old  :     100.0:       0.0       16.0        2.7       91.3       68.3       94.0       87.1:       6.0       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         0          3          2         23         22         25         25:
Old  :        33:         0          3          2         23         22         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       35.9       65.6       57.7       40.2       34.6       62.3       55.0
Old  :                 42.4       35.9       65.6       57.7       40.2       34.6       62.3       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   147,011:    17,247      2,320      4,799    112,750    132,027    134,796    139,146:    12,215      7,865
Old  :   147,011:    17,247      2,320      4,799    112,750    132,027    134,796    139,146:    12,215      7,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     1,729:     2,838        -93       -151       -745      1,549      1,942      1,305:      -213        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        1.6        3.3       76.7       89.8       91.7       94.7:       8.3        5.3
Old  :     100.0:      11.7        1.6        3.3       76.7       89.8       91.7       94.7:       8.3        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          3          3         32         28         36         33:
Old  :        45:         3          3          3         32         28         36         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       42.8       59.1       61.2       39.1       42.6       51.5       58.9
Old  :                 42.8       42.8       59.1       61.2       39.1       42.6       51.5       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   107,664:    13,723     11,159        936     85,915     89,033    100,574    101,128:     7,090      6,536
Old  :   107,664:    13,723     11,159        936     85,915     89,033    100,574    101,128:     7,090      6,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       122:         0          0          0        336        764        336        764:      -214       -642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       10.4        0.9       79.8       82.7       93.4       93.9:       6.6        6.1
Old  :     100.0:      12.7       10.4        0.9       79.8       82.7       93.4       93.9:       6.6        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2          2          2         23         25         27         27:
Old  :        36:         2          2          2         23         25         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       45.4       58.5       63.0       31.9       39.7       51.6       55.5
Old  :                 34.4       45.4       58.5       63.0       31.9       39.7       51.6       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,111:    13,233        978      1,106     27,792     44,665     42,131     46,749:     7,980      3,362
Old  :    50,111:    13,233        978      1,106     27,792     44,665     42,131     46,749:     7,980      3,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       592:       739         30       -274        125      2,633        590      2,389:         2     -1,797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        2.0        2.2       55.5       89.1       84.1       93.3:      15.9        6.7
Old  :     100.0:      26.4        2.0        2.2       55.5       89.1       84.1       93.3:      15.9        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          3         10         16         14         19:
Old  :        22:         3          1          3         10         16         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       54.8       76.3       73.5       58.1       51.3       65.0       64.3
Old  :                 61.5       54.8       76.3       73.5       58.1       51.3       65.0       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,668:     4,126          0      3,908     42,771     46,827     50,805     50,735:     6,863      6,933
Old  :    57,668:     4,126          0      3,908     42,771     46,827     50,805     50,735:     6,863      6,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     2,168:       889          0        -94      1,340      2,291      2,135      2,197:        33        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        0.0        6.8       74.2       81.2       88.1       88.0:      11.9       12.0
Old  :     100.0:       7.2        0.0        6.8       74.2       81.2       88.1       88.0:      11.9       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          0          1         17         23         19         24:
Old  :        27:         2          0          1         17         23         19         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       32.4       74.3       53.0       42.6       30.1       57.9       47.8
Old  :                 51.6       32.4       74.3       53.0       42.6       30.1       57.9       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    87,263:     1,004      2,151      4,240     78,414     74,312     83,658     80,703:     3,605      6,560
Old  :    87,263:     1,004      2,151      4,240     78,414     74,312     83,658     80,703:     3,605      6,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     1,731:    -2,431        815      1,218      3,934      2,861      2,721      4,894:      -990     -3,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        2.5        4.9       89.9       85.2       95.9       92.5:       4.1        7.5
Old  :     100.0:       1.2        2.5        4.9       89.9       85.2       95.9       92.5:       4.1        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         2          2          4         26         32         30         36:
Old  :        44:         2          2          4         26         32         30         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       26.6       72.0       43.6       44.7       26.1       62.3       41.1
Old  :                 45.6       26.6       72.0       43.6       44.7       26.1       62.3       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   109,798:     1,982      1,073      3,439     90,322     97,143     95,743    101,655:    14,055      8,143
Old  :   109,798:     1,982      1,073      3,439     90,322     97,143     95,743    101,655:    14,055      8,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       609:      -306       -163        -23        430        736        101        550:       508         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        1.0        3.1       82.3       88.5       87.2       92.6:      12.8        7.4
Old  :     100.0:       1.8        1.0        3.1       82.3       88.5       87.2       92.6:      12.8        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          2          3         24         23         27         26:
Old  :        36:         1          2          3         24         23         27         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       41.7       65.9       64.0       45.3       41.1       57.7       60.3
Old  :                 47.2       41.7       65.9       64.0       45.3       41.1       57.7       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,534:    21,460          0      2,089     31,121     44,318     54,670     46,407:     2,864     11,127
Old  :    57,534:    21,460          0      2,089     31,121     44,318     54,670     46,407:     2,864     11,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :        43:       403          0       -454        309        -96        258       -550:      -215        593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        0.0        3.6       54.1       77.0       95.0       80.7:       5.0       19.3
Old  :     100.0:      37.3        0.0        3.6       54.1       77.0       95.0       80.7:       5.0       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          0          4         18         14         23         18:
Old  :        27:         5          0          4         18         14         23         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       36.9       71.0       58.2       40.9       28.8       55.8       43.2
Old  :                 50.0       36.9       71.0       58.2       40.9       28.8       55.8       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    71,457:     3,850      8,630      7,093     57,899     43,567     68,842     59,290:     2,615     12,167
Old  :    71,457:     3,850      8,630      7,093     57,899     43,567     68,842     59,290:     2,615     12,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     1,470:       253        582         39      1,578       -694      1,870        -73:      -400      1,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       12.1        9.9       81.0       61.0       96.3       83.0:       3.7       17.0
Old  :     100.0:       5.4       12.1        9.9       81.0       61.0       96.3       83.0:       3.7       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          2          3         15         14         19         17:
Old  :        22:         2          2          3         15         14         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       40.7       77.2       61.9       52.9       30.1       66.0       46.1
Old  :                 59.3       40.7       77.2       61.9       52.9       30.1       66.0       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    82,857:     8,954          0      3,078     66,329     71,052     78,361     74,130:     4,496      8,727
Old  :    82,857:     8,954          0      3,078     66,329     71,052     78,361     74,130:     4,496      8,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     1,026:      -111          0         84      1,672      1,120      1,645      1,204:      -619       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        0.0        3.7       80.1       85.8       94.6       89.5:       5.4       10.5
Old  :     100.0:      10.8        0.0        3.7       80.1       85.8       94.6       89.5:       5.4       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          0          2         26         27         29         29:
Old  :        34:         3          0          2         26         27         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       41.2       64.7       62.7       35.4       33.5       49.6       47.8
Old  :                 41.5       41.2       64.7       62.7       35.4       33.5       49.6       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   119,168:     9,670          0      7,479     95,544    104,070    112,693    111,549:     6,475      7,619
Old  :   119,168:     9,670          0      7,479     95,544    104,070    112,693    111,549:     6,475      7,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       255:      -212          0        156      1,339        588      1,283        744:    -1,028       -489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        0.0        6.3       80.2       87.3       94.6       93.6:       5.4        6.4
Old  :     100.0:       8.1        0.0        6.3       80.2       87.3       94.6       93.6:       5.4        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          0          2         25         32         28         34:
Old  :        41:         3          0          2         25         32         28         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       29.3       65.3       48.9       37.8       26.2       56.1       44.5
Old  :                 45.0       29.3       65.3       48.9       37.8       26.2       56.1       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   134,113:       444     19,251     20,394    101,533     86,927    122,371    126,572:    11,742      7,541
Old  :   134,113:       444     19,251     20,394    101,533     86,927    122,371    126,572:    11,742      7,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :      -252:         0     -1,233        182       -887        742       -705       -309:       453         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       14.4       15.2       75.7       64.8       91.2       94.4:       8.8        5.6
Old  :     100.0:       0.3       14.4       15.2       75.7       64.8       91.2       94.4:       8.8        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         1          6          6         35         29         41         36:
Old  :        43:         1          6          6         35         29         41         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       36.3       44.4       58.4       22.2       23.7       30.9       34.7
Old  :                 27.4       36.3       44.4       58.4       22.2       23.7       30.9       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    85,172:     5,383      3,745      6,292     65,554     62,754     77,229     72,791:     7,943     12,381
Old  :    85,172:     5,383      3,745      6,292     65,554     62,754     77,229     72,791:     7,943     12,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     2,646:     2,876          0      1,021     -1,045      5,242      2,852      6,263:      -206     -3,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        4.4        7.4       77.0       73.7       90.7       85.5:       9.3       14.5
Old  :     100.0:       6.3        4.4        7.4       77.0       73.7       90.7       85.5:       9.3       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          1          4         20         21         24         26:
Old  :        31:         4          1          4         20         21         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       36.0       72.2       55.1       50.1       34.0       58.8       50.8
Old  :                 57.1       36.0       72.2       55.1       50.1       34.0       58.8       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    59,159:     5,314          0        310     48,901     54,297     54,525     54,607:     4,634      4,552
Old  :    59,159:     5,314          0        310     48,901     54,297     54,525     54,607:     4,634      4,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     2,418:     1,364          0          0        961      1,426      2,325      1,426:        93        992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        0.0        0.5       82.7       91.8       92.2       92.3:       7.8        7.7
Old  :     100.0:       9.0        0.0        0.5       82.7       91.8       92.2       92.3:       7.8        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          0          1         13         15         15         16:
Old  :        23:         2          0          1         13         15         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       42.6       80.6       74.7       51.5       39.7       68.0       61.0
Old  :                 58.6       42.6       80.6       74.7       51.5       39.7       68.0       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   253,584:    12,572      5,253      4,557    225,325    227,441    242,454    237,251:    11,130     16,333
Old  :   253,584:    12,572      5,253      4,557    225,325    227,441    242,454    237,251:    11,130     16,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     4,194:    -1,914       -484        830      5,176      1,800      4,092      2,146:       102      2,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        2.1        1.8       88.9       89.7       95.6       93.6:       4.4        6.4
Old  :     100.0:       5.0        2.1        1.8       88.9       89.7       95.6       93.6:       4.4        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         3          3          6         48         43         54         49:
Old  :        62:         3          3          6         48         43         54         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       55.8       52.4       67.1       30.2       52.9       45.8       61.1
Old  :                 34.8       55.8       52.4       67.1       30.2       52.9       45.8       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   212,216:     8,827      4,785     12,596    179,394    186,317    200,817    203,698:    11,399      8,518
Old  :   212,216:     8,827      4,785     12,596    179,394    186,317    200,817    203,698:    11,399      8,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       705:       546       -832       -236        989      1,891      1,299        823:      -594       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        2.3        5.9       84.5       87.8       94.6       96.0:       5.4        4.0
Old  :     100.0:       4.2        2.3        5.9       84.5       87.8       94.6       96.0:       5.4        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         2          3          3         37         35         42         38:
Old  :        48:         2          3          3         37         35         42         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       39.7       49.4       63.0       23.9       37.0       39.5       53.4
Old  :                 29.1       39.7       49.4       63.0       23.9       37.0       39.5       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   216,667:    10,856     11,626      7,323    182,222    190,575    200,401    209,524:    16,266      7,143
Old  :   216,667:    10,856     11,626      7,323    182,222    190,575    200,401    209,524:    16,266      7,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :      -875:     1,847         44       -681     -3,832        -92     -2,666       -729:     1,791       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        5.4        3.4       84.1       88.0       92.5       96.7:       7.5        3.3
Old  :     100.0:       5.0        5.4        3.4       84.1       88.0       92.5       96.7:       7.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         4          3          4         42         39         47         45:
Old  :        54:         4          3          4         42         39         47         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       36.8       51.4       60.4       33.6       30.4       45.6       47.1
Old  :                 34.7       36.8       51.4       60.4       33.6       30.4       45.6       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    49,615:         0      1,726        975     40,130     38,152     41,105     40,853:     8,510      8,762
Old  :    49,615:         0      1,726        975     40,130     38,152     41,105     40,853:     8,510      8,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       641:         0        642       -509        -64        508       -573        641:     1,214          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.5        2.0       80.9       76.9       82.8       82.3:      17.2       17.7
Old  :     100.0:       0.0        3.5        2.0       80.9       76.9       82.8       82.3:      17.2       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          1          1         19         18         20         19:
Old  :        26:         0          1          1         19         18         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       33.1       52.2       54.6       26.3       29.0       42.4       44.1
Old  :                 32.2       33.1       52.2       54.6       26.3       29.0       42.4       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   207,284:    23,725      5,522     10,729    156,597    171,128    191,051    187,379:    16,233     19,905
Old  :   207,284:    23,725      5,522     10,729    156,597    171,128    191,051    187,379:    16,233     19,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     2,970:    -1,139          0       -723      4,433      3,296      2,571      2,573:       399        397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        2.7        5.2       75.5       82.6       92.2       90.4:       7.8        9.6
Old  :     100.0:      11.4        2.7        5.2       75.5       82.6       92.2       90.4:       7.8        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         4          2          5         34         36         40         41:
Old  :        45:         4          2          5         34         36         40         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       30.2       51.2       46.5       25.6       28.4       36.9       37.0
Old  :                 34.2       30.2       51.2       46.5       25.6       28.4       36.9       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    82,174:     4,410      7,639      2,115     68,248     63,970     74,773     73,724:     7,401      8,450
Old  :    82,174:     4,410      7,639      2,115     68,248     63,970     74,773     73,724:     7,401      8,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       290:         0     -2,504          0        553      2,999        553        495:      -263       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        9.3        2.6       83.1       77.8       91.0       89.7:       9.0       10.3
Old  :     100.0:       5.4        9.3        2.6       83.1       77.8       91.0       89.7:       9.0       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         2          4          1         26         29         29         33:
Old  :        39:         2          4          1         26         29         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       30.9       52.9       49.1       23.4       22.8       40.3       35.3
Old  :                 32.0       30.9       52.9       49.1       23.4       22.8       40.3       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 2,838,590:   567,215    135,233    882,005  1,345,453  1,789,629  2,794,673  2,806,867:    43,917     31,723
Old  : 2,838,590:   567,215    135,233    882,005  1,345,453  1,789,629  2,794,673  2,806,867:    43,917     31,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :    51,303:    28,330     -8,784      5,636      9,892     51,230     43,858     48,082:     7,445      3,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        4.8       31.1       47.4       63.0       98.5       98.9:       1.5        1.1
Old  :     100.0:      20.0        4.8       31.1       47.4       63.0       98.5       98.9:       1.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        33         17         41        107         93        157        136:
Old  :       165:        33         17         41        107         93        157        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       39.9       48.4       53.0       16.7       20.4       19.4       25.3
Old  :                 37.6       39.9       48.4       53.0       16.7       20.4       19.4       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   994,182:    79,577    263,264    202,382    706,791    522,526    988,750    988,172:     5,432      6,010
Old  :   994,182:    79,577    263,264    202,382    706,791    522,526    988,750    988,172:     5,432      6,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :    41,403:    11,763      1,358      1,716     26,877     37,539     40,356     40,613:     1,047        790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       26.5       20.4       71.1       52.6       99.5       99.4:       0.5        0.6
Old  :     100.0:       8.0       26.5       20.4       71.1       52.6       99.5       99.4:       0.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        20         23         33         44         42         82         80:
Old  :        89:        20         23         33         44         42         82         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       32.7       60.8       52.8       32.3       26.9       43.4       38.3
Old  :                 40.2       32.7       60.8       52.8       32.3       26.9       43.4       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE                            Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF 1,550 TONS)                                :
     :          :                                                                            :
All  :    11,061:        31          0          0     10,244     10,715     10,275     10,715:       786        346
Old  :    11,061:        31          0          0     10,244     10,715     10,275     10,715:       786        346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       -75:         0          0          0        -15        -90        -15        -90:       -60         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.0        0.0       92.6       96.9       92.9       96.9:       7.1        3.1
Old  :     100.0:       0.3        0.0        0.0       92.6       96.9       92.9       96.9:       7.1        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          0         19         14         20         14:
Old  :        23:         1          0          0         19         14         20         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       73.2       67.8       85.5       47.8       67.8       63.3       75.6
Old  :                 49.5       73.2       67.8       85.5       47.8       67.8       63.3       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :   102,153:     1,929        513      6,620     92,863     94,074    101,413    101,207:       740        946
Old  :   102,153:     1,929        513      6,620     92,863     94,074    101,413    101,207:       740        946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       492:       166       -104       -107        432        702        492        491:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.5        6.5       90.9       92.1       99.3       99.1:       0.7        0.9
Old  :     100.0:       1.9        0.5        6.5       90.9       92.1       99.3       99.1:       0.7        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         8          4         10         34         30         46         40:
Old  :        49:         8          4         10         34         30         46         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       42.6       71.4       63.4       16.9       15.8       23.8       22.1
Old  :                 52.9       42.6       71.4       63.4       16.9       15.8       23.8       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    14,640:     1,456         45        336     12,828     14,239     14,620     14,620:        20         20
Old  :    14,640:     1,456         45        336     12,828     14,239     14,620     14,620:        20         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :        44:         0          0          0         44         44         44         44:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        0.3        2.3       87.6       97.3       99.9       99.9:       0.1        0.1
Old  :     100.0:       9.9        0.3        2.3       87.6       97.3       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          2         14         21         16         23:
Old  :        28:         1          1          2         14         21         16         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       80.4       94.2       89.8       60.0       73.1       80.2       77.7
Old  :                 71.0       80.4       94.2       89.8       60.0       73.1       80.2       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    32,439:     4,318         40        511     25,759     30,023     30,588     30,574:     1,851      1,865
Old  :    32,439:     4,318         40        511     25,759     30,023     30,588     30,574:     1,851      1,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       -22:         0          0          7        -29        -52        -22        -44:        -0         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        0.1        1.6       79.4       92.6       94.3       94.3:       5.7        5.7
Old  :     100.0:      13.3        0.1        1.6       79.4       92.6       94.3       94.3:       5.7        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          2         21         21         23         24:
Old  :        28:         2          1          2         21         21         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       66.9       80.4       82.2       23.2       21.2       29.3       27.6
Old  :                 59.2       66.9       80.4       82.2       23.2       21.2       29.3       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    10,256:        79          0         10      8,913      9,520      9,002      9,530:     1,254        726
Old  :    10,256:        79          0         10      8,913      9,520      9,002      9,530:     1,254        726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :        56:         0          0          0         56         56         56         56:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.0        0.1       86.9       92.8       87.8       92.9:      12.2        7.1
Old  :     100.0:       0.8        0.0        0.1       86.9       92.8       87.8       92.9:      12.2        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          1         16         13         17         14:
Old  :        21:         1          0          1         16         13         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       67.4       71.8       86.0       45.0       56.1       61.5       72.2
Old  :                 46.3       67.4       71.8       86.0       45.0       56.1       61.5       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    28,270:     1,054      1,524        618     23,210     25,130     24,882     27,272:     3,388        998
Old  :    28,270:     1,054      1,524        618     23,210     25,130     24,882     27,272:     3,388        998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       204:         0          0          0        204        208        204        208:         0         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        5.4        2.2       82.1       88.9       88.0       96.5:      12.0        3.5
Old  :     100.0:       3.7        5.4        2.2       82.1       88.9       88.0       96.5:      12.0        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          2          3         24         21         27         24:
Old  :        29:         1          2          3         24         21         27         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       54.7       66.3       74.1       30.0       45.3       45.3       52.3
Old  :                 46.4       54.7       66.3       74.1       30.0       45.3       45.3       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    20,434:     1,384          0      1,140     17,348     18,594     19,872     19,734:       562        700
Old  :    20,434:     1,384          0      1,140     17,348     18,594     19,872     19,734:       562        700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :      -180:         0          0          0         60         60         60         60:      -240       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        0.0        5.6       84.9       91.0       97.2       96.6:       2.8        3.4
Old  :     100.0:       6.8        0.0        5.6       84.9       91.0       97.2       96.6:       2.8        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          0          2         21         23         23         25:
Old  :        27:         1          0          2         21         23         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       60.1       65.4       75.6       36.5       51.0       52.7       58.3
Old  :                 40.3       60.1       65.4       75.6       36.5       51.0       52.7       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :     8,906:     1,410        580        190      6,868      7,600      8,468      8,370:       438        536
Old  :     8,906:     1,410        580        190      6,868      7,600      8,468      8,370:       438        536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       120:         0       -200        120          0        440        120        360:         0       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        6.5        2.1       77.1       85.3       95.1       94.0:       4.9        6.0
Old  :     100.0:      15.8        6.5        2.1       77.1       85.3       95.1       94.0:       4.9        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          2         14         14         17         16:
Old  :        21:         2          1          2         14         14         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       53.7       78.4       78.8       46.4       44.7       61.9       61.3
Old  :                 54.3       53.7       78.4       78.8       46.4       44.7       61.9       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (2.5 MWH X OFF PEAK HOURS PER MONTH)                          :
     :          :                                                                            :
All  :     6,322:       504          0         48      5,562      5,598      6,114      5,646:       208        676
Old  :     6,322:       504          0         48      5,562      5,598      6,114      5,646:       208        676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :         8:         0          0          0          8          8          8          8:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        0.0        0.8       88.0       88.5       96.7       89.3:       3.3       10.7
Old  :     100.0:       8.0        0.0        0.8       88.0       88.5       96.7       89.3:       3.3       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          1         12         13         14         14:
Old  :        20:         2          0          1         12         13         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       55.6       86.6       78.3       51.3       47.6       67.1       60.3
Old  :                 65.3       55.6       86.6       78.3       51.3       47.6       67.1       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 2,427,255:   255,244    135,942    877,143  1,208,066  1,329,228  2,340,453  2,342,313:    86,802     84,942
Old  : 2,427,255:   255,244    135,942    877,143  1,208,066  1,329,228  2,340,453  2,342,313:    86,802     84,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       324:     3,845     -3,088     -4,393     -4,986      6,466     -5,534     -1,015:     5,859      1,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        5.6       36.1       49.8       54.8       96.4       96.5:       3.6        3.5
Old  :     100.0:      10.5        5.6       36.1       49.8       54.8       96.4       96.5:       3.6        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       106        118        144         79         98        267        285:
Old  :       332:       106        118        144         79         98        267        285:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       24.6       37.8       36.0        7.4        5.3       11.0        8.3
Old  :                 25.1       24.6       37.8       36.0        7.4        5.3       11.0        8.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    17,114:         0        650         50     17,064     16,414     17,114     17,114:         0          0
Old  :    17,114:         0        650         50     17,064     16,414     17,114     17,114:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       774:         0          0          0        924        924        924        924:      -150       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.8        0.3       99.7       95.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        3.8        0.3       99.7       95.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         0          2          1         29         31         30         33:
Old  :        37:         0          2          1         29         31         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       40.6       64.7       63.7       23.8       24.4       35.7       35.3
Old  :                 42.8       40.6       64.7       63.7       23.8       24.4       35.7       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                             Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   133,829:    23,848     22,497     35,529     65,454     68,409    124,831    126,435:     8,998      7,394
Old  :   133,829:    23,848     22,497     35,529     65,454     68,409    124,831    126,435:     8,998      7,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     1,634:     2,044        358      1,268       -553        647      2,759      2,273:    -1,125       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       16.8       26.5       48.9       51.1       93.3       94.5:       6.7        5.5
Old  :     100.0:      17.8       16.8       26.5       48.9       51.1       93.3       94.5:       6.7        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         9         12         16         22         22         43         39:
Old  :        44:         9         12         16         22         22         43         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       31.9       53.0       49.5       21.9       16.2       26.8       24.3
Old  :                 37.9       31.9       53.0       49.5       21.9       16.2       26.8       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,610:        25        600          0      8,585      8,010      8,610      8,610:         0          0
Old  :     8,610:        25        600          0      8,585      8,010      8,610      8,610:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        7.0        0.0       99.7       93.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.3        7.0        0.0       99.7       93.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          0         15         18         16         19:
Old  :        24:         1          1          0         15         18         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.5       64.6       89.1       82.9       60.1       56.9       68.7       66.5
Old  :                 66.5       64.6       89.1       82.9       60.1       56.9       68.7       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    15,192:     8,993      1,821        115      4,269     12,773     13,377     14,709:     1,815        483
Old  :    15,192:     8,993      1,821        115      4,269     12,773     13,377     14,709:     1,815        483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       681:      -101         -8         85        623        567        607        644:        74         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2       12.0        0.8       28.1       84.1       88.1       96.8:      11.9        3.2
Old  :     100.0:      59.2       12.0        0.8       28.1       84.1       88.1       96.8:      11.9        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        41         19          3         13         23         55         44:
Old  :        94:        41         19          3         13         23         55         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       45.3       61.4       64.3       46.7       44.5       61.4       63.5
Old  :                 46.7       45.3       61.4       64.3       46.7       44.5       61.4       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    16,670:    11,733      2,524        149      1,084     12,948     12,966     15,621:     3,704      1,049
Old  :    16,670:    11,733      2,524        149      1,084     12,948     12,966     15,621:     3,704      1,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       457:       817       -189         45       -313        389        549        245:       -92        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4       15.1        0.9        6.5       77.7       77.8       93.7:      22.2        6.3
Old  :     100.0:      70.4       15.1        0.9        6.5       77.7       77.8       93.7:      22.2        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        48         16          3          7         25         58         41:
Old  :        94:        48         16          3          7         25         58         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       44.0       37.0       61.7       23.2       43.9       37.0       60.9
Old  :                 23.2       44.0       37.0       61.7       23.2       43.9       37.0       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                           Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   249,870:    55,619      9,186     37,423    130,097    182,036    223,138    228,645:    26,732     21,225
Old  :   249,870:    55,619      9,186     37,423    130,097    182,036    223,138    228,645:    26,732     21,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :     2,183:     3,499        860     -1,850     -2,445      2,222       -797      1,232:     2,980        951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        3.7       15.0       52.1       72.9       89.3       91.5:      10.7        8.5
Old  :     100.0:      22.3        3.7       15.0       52.1       72.9       89.3       91.5:      10.7        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        68         18         33         79         92        163        130:
Old  :       183:        68         18         33         79         92        163        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       22.9       27.2       34.2        9.2       11.6       14.0       18.1
Old  :                 16.7       22.9       27.2       34.2        9.2       11.6       14.0       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE                             Code-11165J
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :     7,625:     2,253        197        760      3,128      5,081      6,141      6,038:     1,484      1,587
Old  :     7,625:     2,253        197        760      3,128      5,081      6,141      6,038:     1,484      1,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        2.6       10.0       41.0       66.6       80.5       79.2:      19.5       20.8
Old  :     100.0:      29.5        2.6       10.0       41.0       66.6       80.5       79.2:      19.5       20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          1          5         10         11         19         16:
Old  :        20:         6          1          5         10         11         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       44.8       55.2       62.1       26.9       29.3       40.6       39.3
Old  :                 32.2       44.8       55.2       62.1       26.9       29.3       40.6       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     3,825:       150          0        250      3,425      3,575      3,825      3,825:         0          0
Old  :     3,825:       150          0        250      3,425      3,575      3,825      3,825:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :         0:       150          0          0          0          0        150          0:      -150          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        0.0        6.5       89.5       93.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.9        0.0        6.5       89.5       93.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          1         18         19         20         20:
Old  :        24:         1          0          1         18         19         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       53.6       68.0       75.8       11.1       15.7       16.3       19.0
Old  :                 44.4       53.6       68.0       75.8       11.1       15.7       16.3       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 42,000 GALLONS)                              :
     :          :                                                                            :
All  :     7,609:       380        873        917      5,069      4,654      6,366      6,444:     1,243      1,165
Old  :     7,609:       380        873        917      5,069      4,654      6,366      6,444:     1,243      1,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       685:         0        725         25        580       -170        605        580:        80        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       11.5       12.1       66.6       61.2       83.7       84.7:      16.3       15.3
Old  :     100.0:       5.0       11.5       12.1       66.6       61.2       83.7       84.7:      16.3       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          1         17         15         19         16:
Old  :        23:         1          1          1         17         15         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       55.7       63.8       75.8       34.9       37.4       50.1       53.7
Old  :                 42.0       55.7       63.8       75.8       34.9       37.4       50.1       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     5,780:     1,525          0        825      3,430      4,805      5,780      5,630:         0        150
Old  :     5,780:     1,525          0        825      3,430      4,805      5,780      5,630:         0        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :       100:         0          0          0        100        100        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        0.0       14.3       59.3       83.1      100.0       97.4:       0.0        2.6
Old  :     100.0:      26.4        0.0       14.3       59.3       83.1      100.0       97.4:       0.0        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          0          1         17         16         18         17:
Old  :        27:         1          0          1         17         16         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       64.1       80.5       84.4       46.4       46.4       57.2       54.2
Old  :                 64.5       64.1       80.5       84.4       46.4       46.4       57.2       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     2,505:       192          0        135      1,854      2,265      2,181      2,400:       324        105
Old  :     2,505:       192          0        135      1,854      2,265      2,181      2,400:       324        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2007                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        0.0        5.4       74.0       90.4       87.1       95.8:      12.9        4.2
Old  :     100.0:       7.7        0.0        5.4       74.0       90.4       87.1       95.8:      12.9        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         13         17         14         18:
Old  :        20:         1          0          1         13         17         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       48.3       73.5       71.0       34.8       35.6       41.0       44.6
Old  :                 50.2       48.3       73.5       71.0       34.8       35.6       41.0       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2008