GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,159
COMMITMENTS
      75       50       25    7,152    7,932    7,252    8,007      907      152

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        316)
      75      -25       25      191      291      291      291       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.6      0.3     87.7     97.2     88.9     98.1     11.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       21       22       22       24
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,185
COMMITMENTS
      30      710      150    8,825    8,196    9,005    9,056      180      129

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        899)
       0      325      -75    1,154      644    1,079      894     -180        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      7.7      1.6     96.1     89.2     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        1       27       26       28       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,824
COMMITMENTS
      25        0       10    1,807    1,978    1,842    1,988      982      836

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.4     64.0     70.0     65.2     70.4     34.8     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       17       16       18
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,311
COMMITMENTS
      50        0       65    3,511    3,611    3,626    3,676      685      635

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        348)
      15        0       40      175      200      230      240      118      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      1.5     81.4     83.8     84.1     85.3     15.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        2       25       33       27       35
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      197,221
COMMITMENTS
  32,551   12,146   23,491  112,810  132,766  168,852  168,403   28,369   28,818

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     -3,443)
   1,904    2,969   -2,416   -3,727   -5,077   -4,239   -4,524      796    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      6.2     11.9     57.2     67.3     85.6     85.4     14.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      40       18       36       69       75      126      116
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      892,265
COMMITMENTS
  80,620  182,103  301,085  448,327  371,024  830,032  854,212   62,233   38,053

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      3,684)
   2,482   -2,872    2,544   -5,412   -5,352     -386   -5,680    4,070    9,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     20.4     33.7     50.2     41.6     93.0     95.7      7.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      64       55       72       75       66      175      165
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,040
COMMITMENTS
     270   10,703    2,386   87,371   75,051   90,027   88,140   12,013   13,900

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        943)
    -558   -1,797    1,087     -975      534     -446     -176    1,389    1,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.5      2.3     85.6     73.6     88.2     86.4     11.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        4       25       20       29       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,928
COMMITMENTS
   1,907   10,139    4,056   77,288   64,616   83,251   78,811    6,677   11,117

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      3,314)
   1,907      528      -35      176    1,118    2,048    1,611    1,266    1,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     11.3      4.5     85.9     71.9     92.6     87.6      7.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        3       26       25       29       29
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      138,081
COMMITMENTS
  14,761    1,151    4,504  108,723  124,746  127,988  130,401   10,093    7,680

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        226)
   2,497        0     -122   -2,024      -76      351     -198     -125      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.8      3.3     78.7     90.3     92.7     94.4      7.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       30       26       34       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      105,282
COMMITMENTS
  13,568   11,599      654   80,520   83,800   94,742   96,053   10,540    9,229

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:       -950)
       0     -932        0   -1,650     -116   -1,650   -1,048      700       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     11.0      0.6     76.5     79.6     90.0     91.2     10.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        2       20       25       24       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,401
COMMITMENTS
  12,343      947      843   29,435   41,416   42,621   43,206    4,780    4,195

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      3,520)
     940        0      478    3,421    3,042    4,839    3,520   -1,319        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      2.0      1.8     62.1     87.4     89.9     91.1     10.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       15       18       18       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,315
COMMITMENTS
   5,502        0    3,094   47,125   51,086   55,721   54,180    6,594    8,135

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      4,243)
     936        0     -219    3,383    4,193    4,100    3,974      143      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      5.0     75.6     82.0     89.4     86.9     10.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       17       22       19       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,269
COMMITMENTS
   2,797      386    2,738   85,917   80,885   91,452   84,009    2,817   10,260

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      8,403)
    -925        0        7    9,928   11,274    9,010   11,281     -607   -2,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.4      2.9     91.1     85.8     97.0     89.1      3.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        4       29       35       33       39
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,715
COMMITMENTS
   1,646        0    4,150   93,133  102,593   98,929  106,743   16,786    8,972

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      3,343)
    -900        0      635    2,646    3,146    2,381    3,781      962     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      3.6     80.5     88.7     85.5     92.2     14.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        3       24       24       27       27
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,019
COMMITMENTS
  10,222    1,088    9,948   51,760   54,740   71,930   65,776    3,089    9,243

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      8,906)
  -3,408        0    4,512    8,794    3,110    9,898    7,622     -992    1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      1.5     13.3     69.0     73.0     95.9     87.7      4.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        3       19       16       23       20
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,669
COMMITMENTS
   5,365    2,716   11,356   65,725   60,480   82,446   74,552    2,223   10,117

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      5,373)
     124     -387    1,343    3,914    4,828    5,381    5,784       -8     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      3.2     13.4     77.6     71.4     97.4     88.1      2.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       17       16       21       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,411
COMMITMENTS
   2,192    5,113    2,296   66,092   61,181   70,580   68,590    6,831    8,821

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:       -433)
       0    1,284     -348   -1,154   -1,218   -1,502     -282    1,069     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      6.6      3.0     85.4     79.0     91.2     88.6      8.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       25       25       29       28
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,918
COMMITMENTS
  19,393        0    7,025   96,152  112,984  122,570  120,009    6,348    8,909

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      8,429)
   5,670        0      682    3,444    7,658    9,796    8,340   -1,367       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      0.0      5.4     74.6     87.6     95.1     93.1      4.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        0        4       31       33       36       37
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,649
COMMITMENTS
   1,271        0      228   28,320   28,844   29,819   29,072    7,830    8,577

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        127)
     143        0      -28       27      140      142      112      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.6     75.2     76.6     79.2     77.2     20.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       15       13       16
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,933
COMMITMENTS
       0    2,489    2,005   48,238   46,059   50,243   50,553    5,690    5,380

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      3.6     86.2     82.3     89.8     90.4     10.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       13       16       14       17
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      138,303
COMMITMENTS
     632   21,555   15,963  110,294   94,040  126,889  131,558   11,414    6,745

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      4,188)
       0     -948    1,067    4,077    5,419    5,144    5,538     -956   -1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     15.6     11.5     79.7     68.0     91.7     95.1      8.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        6       36       33       42       39
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,298
COMMITMENTS
  12,776    3,382    2,724   64,153   70,460   79,653   76,566    8,645   11,732

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      3,865)
   1,404    1,492   -1,910    3,890    3,505    3,384    3,087      481      778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      3.8      3.1     72.7     79.8     90.2     86.7      9.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        4       24       26       28       31
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,040
COMMITMENTS
   2,400      629        0   50,419   52,039   52,819   52,668    4,221    4,372

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      4,130)
       0      319        0    3,898    2,187    3,898    2,506      232    1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      1.1      0.0     88.4     91.2     92.6     92.3      7.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       15       17       16       19
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      252,637
COMMITMENTS
  20,293    3,712    2,981  213,736  228,381  237,010  235,074   15,627   17,563

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        504)
     853      887   -1,060     -695     -117     -902     -290    1,406      794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      1.5      1.2     84.6     90.4     93.8     93.0      6.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        3        5       44       44       50       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,240
COMMITMENTS
  16,152    2,533   13,537  181,534  195,783  211,223  211,853   12,017   11,387

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      6,217)
   2,154     -502    1,061    2,249    4,934    5,464    5,493      753      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      1.1      6.1     81.3     87.7     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        5       38       32       45       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,381
COMMITMENTS
  10,858   13,239   13,278  189,262  195,239  213,398  221,756   17,983    9,625

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     13,085)
   1,227    4,983    1,233    8,947    6,953   11,407   13,169    1,678      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      5.7      5.7     81.8     84.4     92.2     95.8      7.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        3        4       43       38       48       44
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,979
COMMITMENTS
       0    2,183      949   42,299   40,108   43,248   43,240    7,731    7,739

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      1,390)
       0      -10     -413    2,804    3,234    2,391    2,811   -1,001   -1,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      1.9     83.0     78.7     84.8     84.8     15.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       20       23       21
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,585
COMMITMENTS
  24,905    8,673   11,692  168,409  186,694  205,006  207,059   18,579   16,526

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      7,185)
   2,204      954      146    5,377    5,951    7,727    7,051     -542      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      3.9      5.2     75.3     83.5     91.7     92.6      8.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        5       33       37       39       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,189
COMMITMENTS
   4,410   11,957    1,445   74,028   64,977   79,883   78,379    4,306    5,810

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      1,678)
       0     -240      -31    1,678    1,887    1,647    1,616       31       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     14.2      1.7     87.9     77.2     94.9     93.1      5.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       28       28       31       32
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,945,267
COMMITMENTS
 622,872   82,310  978,751  1303850  1857435  2905473  2918496   39,794   26,771

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     99,218)
   6,728    4,477   35,568   47,276   54,671   89,572   94,716    9,646    4,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      2.8     33.2     44.3     63.1     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      33       18       42      110       94      161      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      876,060
COMMITMENTS
  75,372  255,404  161,176  628,565  447,848  865,113  864,428   10,947   11,632

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:    -67,106)
 -14,037    9,212  -16,351  -41,237  -66,635  -71,625  -73,774    4,519    6,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     29.2     18.4     71.7     51.1     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       21       27       41       40       75       73
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,236
COMMITMENTS
   2,327      520      268   32,045   33,776   34,640   34,564      596      672

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        288)
      18        0        0      260      298      278      298       10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.5      0.8     90.9     95.9     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        3       28       29       35       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,788
COMMITMENTS
   1,536    2,093      256   13,996   13,396   15,788   15,745        0       43

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     13.3      1.6     88.6     84.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1        9       15       11       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,823
COMMITMENTS
   4,118        0      321   12,676   17,200   17,115   17,521      708      302

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        226)
    -200        0        4      422      220      226      224        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      0.0      1.8     71.1     96.5     96.0     98.3      4.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       18       18       20
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,669
COMMITMENTS
       0        0        0    8,309    8,951    8,309    8,951    1,360      718

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      100      120      100      120       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.9     92.6     85.9     92.6     14.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,396
COMMITMENTS
   1,100      544    1,292   22,658   24,868   25,050   26,704    3,346    1,692

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:         86)
       0        0        0      326       76      326       76     -240       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.9      4.5     79.8     87.6     88.2     94.0     11.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       21       17       24       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,794
COMMITMENTS
   1,340        0      980   18,010   18,948   20,330   19,928      464      866

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      1,362)
     -40        0        0    1,462    1,842    1,422    1,842      -60     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      4.7     86.6     91.1     97.8     95.8      2.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        2       21       21       23       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,365,807
COMMITMENTS
 211,680  190,335  357,439  727,239  749,814  1296358  1297588   69,449   68,219

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:     22,640)
  11,085   22,127   -1,460   18,509    7,389   28,134   28,056   -5,494   -5,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     13.9     26.2     53.2     54.9     94.9     95.0      5.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      94      113      125       81      100      254      270
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,632
COMMITMENTS
       0      700        0   17,632   16,932   17,632   17,632        0        0

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      1,598)
       0        0        0    1,598    1,598    1,598    1,598        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      0.0    100.0     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       25       29       25       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      146,220
COMMITMENTS
  26,941   15,261   37,842   72,144   86,154  136,927  139,257    9,293    6,963

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      5,891)
   1,268     -810   -2,246    4,796    8,448    3,818    5,392    2,073      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     10.4     25.9     49.3     58.9     93.6     95.2      6.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       13       22       22       22       47       44
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,110
COMMITMENTS
       0      600        0    7,050    6,510    7,050    7,110       60        0

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      0.0     99.2     91.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       12       14       13
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,676
COMMITMENTS
  14,307    2,270      180    3,534   17,837   18,021   20,287    2,655      389

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      2,602)
   1,914      407      -40      218    2,213    2,092    2,580      510       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.2     11.0      0.9     17.1     86.3     87.2     98.1     12.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      65       15        2       11       22       78       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,759
COMMITMENTS
  11,413    2,677      202    1,542   12,711   13,157   15,590    3,602    1,169

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        -88)
    -731      316      117      340     -680     -274     -247      186      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1     16.0      1.2      9.2     75.8     78.5     93.0     21.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      53       13        5       10       25       66       41
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      242,228
COMMITMENTS
  42,664   15,701   21,666  153,677  187,432  218,007  224,799   24,221   17,429

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:      2,791)
     829    2,726    1,070       43   -1,974    1,942    1,822      849      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      6.5      8.9     63.4     77.4     90.0     92.8     10.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      61       26       37       85       93      162      140
 
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,720
COMMITMENTS
   2,156      200      805    3,246    5,742    6,207    6,747    1,513      973

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        277)
       4     -110      169      -10      300      163      359      114      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      2.6     10.4     42.0     74.4     80.4     87.4     19.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        1        4       11       11       20       16
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,375
COMMITMENTS
       0        0      250    3,125    3,075    3,375    3,325        0       50

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      7.4     92.6     91.1    100.0     98.5      0.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        1       15       18       16       19
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,849
COMMITMENTS
       0    3,979      439    8,973    5,072    9,412    9,490      437      359

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        310)
       0      275       25    2,360      470    2,385      770   -2,075     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     40.4      4.5     91.1     51.5     95.6     96.4      4.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       20       13       22       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 01/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,005
COMMITMENTS
   1,575        0      825    3,605    5,030    6,005    5,855        0      150

CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      825      675      825      675     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      0.0     13.7     60.0     83.8    100.0     97.5      0.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       20       17       21       18
 

Updated July 29, 2008