GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,040
COMMITMENTS
       0        0        0   12,039   11,879   12,039   11,879        1      161

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,226)
       0        0        0    1,429    1,278    1,429    1,278     -203      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     98.7    100.0     98.7      0.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        0        0       32       34       32       34
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,903
COMMITMENTS
       0      495      365   12,358   11,983   12,723   12,843      180       60

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        536)
       0        0        0      536      536      536      536        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      2.8     95.8     92.9     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        2       28       30       30       33
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,065
COMMITMENTS
      37      438      127    4,937    4,846    5,101    5,411      964      654

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        871)
      -2       10        7    1,174      862    1,179      879     -308       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      7.2      2.1     81.4     79.9     84.1     89.2     15.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        3       29       32       32       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,416
COMMITMENTS
      50       50       75    4,657    4,579    4,782    4,704      634      712

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,043)
       0        0        5    1,027      973    1,032      978       11       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.9      1.4     86.0     84.5     88.3     86.9     11.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        2       36       39       39       42
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      212,748
COMMITMENTS
  20,830   16,013   36,175  128,316  135,506  185,321  187,694   27,427   25,054

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      4,309)
  -1,434    1,189    2,114    7,762     -483    8,442    2,820   -4,133    1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      7.5     17.0     60.3     63.7     87.1     88.2     12.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      27       19       39       58       59      106      103
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       10,980
COMMITMENTS
      87    1,463      100   10,643    9,267   10,830   10,830      150      150

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      2,325)
      37      100        0    2,238    2,239    2,275    2,339       50      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     13.3      0.9     96.9     84.4     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       28       31       30       35
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,970
COMMITMENTS
     235       75        0    5,010    5,840    5,245    5,915      725       55

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        845)
       0        0        0      525    1,120      525    1,120      320     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.3      0.0     83.9     97.8     87.9     99.1     12.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       19       17       20       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      889,276
COMMITMENTS
 198,012  370,709  277,937  342,918  205,102  818,867  853,748   70,409   35,528

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:     10,317)
 -11,829  -15,025   15,902    4,584    8,713    8,657    9,590    1,660      727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     41.7     31.3     38.6     23.1     92.1     96.0      7.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      63       50       80       79       62      181      160
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,226
COMMITMENTS
     114    6,162    3,320   81,227   72,937   84,661   82,419    7,565    9,807

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,329)
    -292     -877      574    2,499    2,190    2,781    1,887   -1,452     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.7      3.6     88.1     79.1     91.8     89.4      8.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       24       23       27       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,700
COMMITMENTS
   3,180    8,942    4,816   39,105   32,141   47,101   45,899    7,599    8,801

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      3,550)
     721   -2,175    1,297    2,387    4,873    4,405    3,995     -855     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     16.3      8.8     71.5     58.8     86.1     83.9     13.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        5       20       14       25       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,284
COMMITMENTS
   4,139    1,336    1,131   80,685   81,359   85,955   83,826    6,329    8,458

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,634)
     184      151      118    2,882    4,189    3,184    4,458   -1,550   -2,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.4      1.2     87.4     88.2     93.1     90.8      6.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        3       27       28       31       31
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,545
COMMITMENTS
  12,883      964    5,165   47,800   56,511   65,848   62,640    6,697    9,905

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,856)
  -3,713   -2,224    1,262    6,425    2,239    3,974    1,277   -2,118      579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      1.3      7.1     65.9     77.9     90.8     86.3      9.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       22       22       25       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,450
COMMITMENTS
   2,207   10,608    3,212   78,344   72,005   83,763   85,825    8,687    6,625

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      2,557)
  -3,122    3,478    1,136    6,195   -1,559    4,209    3,055   -1,652     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     11.5      3.5     84.7     77.9     90.6     92.8      9.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        2       27       31       29       36
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,609
COMMITMENTS
  12,200      732    5,679   76,592   81,003   94,471   87,414   10,138   17,195

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:     -1,293)
     484        0       37   -1,982   -1,554   -1,461   -1,517      168      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      0.7      5.4     73.2     77.4     90.3     83.6      9.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       19       26       21       29
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,048
COMMITMENTS
   4,750    6,848    2,478   32,712   29,094   39,940   38,420    5,108    6,628

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,292)
    -276    1,498      176    1,112   -1,350    1,012      324      280      968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     15.2      5.5     72.6     64.6     88.7     85.3     11.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        3       14       14       18       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,994
COMMITMENTS
   1,834    1,743   26,245   56,909   56,837   84,988   84,825    6,006    6,169

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        557)
     417   -2,682    2,145   -2,356    1,094      206      557      351        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.9     28.8     62.5     62.5     93.4     93.2      6.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       12       16       16       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,614
COMMITMENTS
       0      481      732   44,175   40,672   44,907   41,885    6,707    9,729

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        656)
       0     -383        0    2,754      780    2,754      397   -2,098      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      1.4     85.6     78.8     87.0     81.2     13.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       22       17       23       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,058
COMMITMENTS
   1,482    5,770    7,240   66,789   60,204   75,511   73,214    7,547    9,844

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,841)
  -1,735    1,146    1,383    2,155     -370    1,803    2,159       38     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      6.9      8.7     80.4     72.5     90.9     88.1      9.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        6        5       25       28       31       34
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,691
COMMITMENTS
  10,223   18,567   20,343   68,401   69,670   98,967  108,580   20,724   11,111

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,364)
    -316     -684      736      365      980      785    1,032      579      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     15.5     17.0     57.1     58.2     82.7     90.7     17.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        5        6       26       25       32       31
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,991
COMMITMENTS
  15,033        0    9,166   86,270   95,308  110,469  104,474    6,522   12,517

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:       -345)
  -3,650        0      697    2,972   -1,075       19     -378     -364       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.0      7.8     73.7     81.5     94.4     89.3      5.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        4       21       22       26       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,889
COMMITMENTS
   4,280      240        0   80,609   84,283   84,889   84,523        0      366

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:     -9,713)
  -1,398      240     -310   -6,703   -9,395   -8,411   -9,465   -1,302     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.3      0.0     95.0     99.3    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       13       12       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,893
COMMITMENTS
  11,305    9,443    4,121  193,184  200,458  208,610  214,022   17,283   11,871

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:     -1,082)
     218       44     -913      380     -818     -315   -1,687     -767      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      4.2      1.8     85.5     88.7     92.3     94.7      7.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        5        4       40       33       46       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      198,781
COMMITMENTS
   2,587   17,589    9,266  175,917  166,335  187,770  193,190   11,011    5,591

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:       -588)
    -791   -3,176      142     -739    2,427   -1,388     -607      800       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.8      4.7     88.5     83.7     94.5     97.2      5.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        5       37       32       42       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      248,822
COMMITMENTS
   4,850    4,450   19,246  209,361  213,561  233,457  237,257   15,365   11,565

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:     -1,384)
  -2,913   -2,190    1,285   -2,652   -1,834   -4,280   -2,739    2,896    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.8      7.7     84.1     85.8     93.8     95.4      6.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        4        5       42       46       47       52
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      197,305
COMMITMENTS
  19,064    8,684   25,334  146,810  156,795  191,208  190,813    6,097    6,492

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      8,179)
  -1,270    1,909    5,560    4,413      762    8,703    8,231     -524      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      4.4     12.8     74.4     79.5     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        4        6       37       35       45       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,346
COMMITMENTS
     355    2,908      984   36,079   30,309   37,418   34,201    8,928   12,145

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        675)
    -263        0        0      481      667      218      667      457        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.3      2.1     77.8     65.4     80.7     73.8     19.3     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       14       13       17       16
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,902,453
COMMITMENTS
 1421086  531,251  1127759  1329596  2228646  3878441  3887656   24,012   14,797

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:     59,372)
 -67,885  -64,041   74,368   54,450   49,133   60,933   59,460   -1,561      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     13.6     28.9     34.1     57.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      28       26       47      101       96      154      145
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,142,182
COMMITMENTS
 200,719  453,650  247,889  688,872  438,590  1137480  1140129    4,702    2,053

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:     53,305)
   5,335   -9,780   24,040   23,756   38,942   53,131   53,202      174      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     39.7     21.7     60.3     38.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      22       25       38       40       37       82       80
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,254
COMMITMENTS
     225        0        0    2,029    2,254    2,254    2,254        0        0

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.0      0.0     90.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       10       15       10
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,438
COMMITMENTS
   2,646    2,582    1,062   26,101   26,490   29,809   30,134      629      304

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,104)
    -120      236      114    1,050      778    1,044    1,128       60      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      8.5      3.5     85.8     87.0     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        4        4       30       27       37       32
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,601
COMMITMENTS
   2,962        2      459   11,451   14,440   14,872   14,901      729      700

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,446)
     -18        2       10    1,452    1,434    1,444    1,446        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      0.0      2.9     73.4     92.6     95.3     95.5      4.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       18       20       21       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       12,416
COMMITMENTS
       0      120        0   11,364   10,888   11,364   11,008    1,052    1,408

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        466)
       0        0        0      366      526      366      526      100      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     91.5     87.7     91.5     88.7      8.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       16       17       17
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       34,986
COMMITMENTS
       0      640    2,240   30,372   30,950   32,612   33,830    2,374    1,156

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:       -748)
       0        0        0     -772     -724     -772     -724       24      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      6.4     86.8     88.5     93.2     96.7      6.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       23       18       25       20
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,762
COMMITMENTS
       0      300      180   30,412   29,060   30,592   29,540      170    1,222

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,368)
       0        0        0    1,448    1,368    1,448    1,368      -80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.6     98.9     94.5     99.4     96.0      0.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       19       23       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       10,224
COMMITMENTS
     120        0        0   10,012    9,542   10,132    9,542       92      682

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        246)
       0        0        0      246      266      246      266        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     97.9     93.3     99.1     93.3      0.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       16       20       16
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,348
COMMITMENTS
       0        0        0    8,318    7,979    8,318    7,979       30      369

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        280)
       0        0        0    1,257      571    1,257      571     -977     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     95.6     99.6     95.6      0.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       19       17       19
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,090,251
COMMITMENTS
 164,118  166,017  286,746  587,458  569,899  1038322  1022662   51,929   67,589

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      2,682)
  -1,654    3,935   -6,192    4,600      205   -3,246   -2,052    5,928    4,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     15.2     26.3     53.9     52.3     95.2     93.8      4.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      69      103      116       71       89      211      247
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      148,537
COMMITMENTS
  20,053   11,407   10,753   82,607   78,408  113,413  100,568   35,124   47,969

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      8,609)
     -60     -999    1,563    3,767   13,745    5,270   14,309    3,339   -5,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      7.7      7.2     55.6     52.8     76.4     67.7     23.6     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        5        7       18       19       25       26
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,885
COMMITMENTS
     180      900      735   36,970   36,250   37,885   37,885    1,000    1,000

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      8,025)
     -15        0       50    8,005    7,975    8,040    8,025      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.3      1.9     95.1     93.2     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        3        3       36       37       40       42
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      195,177
COMMITMENTS
  16,798   37,515   37,134  128,815  111,991  182,747  186,640   12,430    8,537

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      5,120)
     541      369      140    4,741    5,393    5,422    5,902     -302     -782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     19.2     19.0     66.0     57.4     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      10       22       27       23       22       50       54
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,473
COMMITMENTS
   6,052    9,266    3,668   19,112   16,314   28,832   29,248    2,641    2,225

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:         83)
     831        0     -194     -194      377      443      183     -360     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     29.4     11.7     60.7     51.8     91.6     92.9      8.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        5       11       12       19       20
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       53,079
COMMITMENTS
   1,931    3,670      831   37,095   34,858   39,857   39,359   13,222   13,720

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      6.9      1.6     69.9     65.7     75.1     74.2     24.9     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       15       14       17       17
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,100
COMMITMENTS
       0      720        0   10,100    9,380   10,100   10,100        0        0

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,837)
       0      180        0    1,837    1,657    1,837    1,837        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      0.0    100.0     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        0       21       24       21       27
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,074
COMMITMENTS
  10,386    3,591        0    2,677   10,561   13,063   14,152    2,011      922

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        452)
     817     -198        0     -187      678      630      480     -178      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     23.8      0.0     17.8     70.1     86.7     93.9     13.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      44       21        0       19       22       63       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,240
COMMITMENTS
   8,581    1,683      119    4,367   11,854   13,067   13,656    2,173    1,584

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        390)
     172       13       -9      246      460      409      464      -19      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     11.0      0.8     28.7     77.8     85.7     89.6     14.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27       17        2       13       17       42       34
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      162,328
COMMITMENTS
  39,152   17,669   12,311   97,931  122,125  149,394  152,105   12,934   10,223

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:       -913)
   1,269      963   -2,334    2,240    1,579    1,175      208   -2,088   -1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     10.9      7.6     60.3     75.2     92.0     93.7      8.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      39       27       37       68       74      126      122
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,536
COMMITMENTS
     150        0      150    6,028    6,340    6,328    6,490      208       46

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,397)
       0        0       50    1,313    1,501    1,363    1,551       34     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      2.3     92.2     97.0     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        2       26       25       29       27
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,536
COMMITMENTS
   1,255      342      425   12,055   13,464   13,735   14,231      801      305

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      1,241)
     100        0      -97    1,193    1,353    1,196    1,256       45      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      2.4      2.9     82.9     92.6     94.5     97.9      5.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       28       27       31       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        3,248
COMMITMENTS
      90      610        0    2,627    2,448    2,717    3,058      531      190

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        146)
       0        0        0       86      196       86      196       60      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     18.8      0.0     80.9     75.4     83.7     94.2     16.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       12       15       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,850
COMMITMENTS
       0        0      100    2,725    2,725    2,825    2,825       25       25

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      3.5     95.6     95.6     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        1       16       17       17       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,838
COMMITMENTS
     380      159        0    5,619    6,401    5,999    6,560      839      278

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      2,492)
       0        0        0    2,364    2,268    2,364    2,268      128      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      2.3      0.0     82.2     93.6     87.7     95.9     12.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       19       14       20       16
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,086
COMMITMENTS
       0      205      212    4,789    4,366    5,001    4,783       85      303

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:        954)
     -59      205      -73    1,086      600      954      732        0      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      4.2     94.2     85.8     98.3     94.0      1.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       20       17       21       18
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 10/14/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,764
COMMITMENTS
   2,905    6,474    1,558   19,671   16,176   24,134   24,208    2,630    2,556

CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST:      2,661)
     362    1,229      295    2,064    1,122    2,721    2,646      -60       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     24.2      5.8     73.5     60.4     90.2     90.4      9.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        4        5       20       27       26       35
 

Updated October 17, 2008